What is the average monthly return and standard deviation of returns for (i) S&P 500: Date...

What is the average monthly return and standard deviation of returns for

(i) S&P 500:

Date	Adj Close
8/1/2015	1972.18
9/1/2015	1920.03
########	2079.36
########	2080.41
########	2043.94
1/1/2016	1940.24
2/1/2016	1932.23
3/1/2016	2059.74
4/1/2016	2065.3
5/1/2016	2096.95
6/1/2016	2098.86
7/1/2016	2173.6
8/1/2016	2170.95
9/1/2016	2168.27
########	2126.15
########	2198.81
########	2238.83
1/1/2017	2278.87
2/1/2017	2363.64
3/1/2017	2362.72
4/1/2017	2384.2
5/1/2017	2411.8
6/1/2017	2423.41
7/1/2017	2470.3
8/1/2017	2471.65
9/1/2017	2519.36
########	2575.26
########	2584.84
########	2673.61
1/1/2018	2823.81
2/1/2018	2713.83
3/1/2018	2640.87
4/1/2018	2648.05
5/1/2018	2705.27
6/1/2018	2718.37
7/1/2018	2816.29
8/1/2018	2901.52
9/1/2018	2913.98
########	2711.74
########	2760.17
########	2506.85
1/1/2019	2704.1
2/1/2019	2784.49
3/1/2019	2834.4
4/1/2019	2945.83
5/1/2019	2752.06
6/1/2019	2941.76
7/1/2019	2980.38
8/1/2019	2926.46

(ii) GE:

Date	Adj Close
8/1/2015	22.04931
9/1/2015	21.37927
########	24.7352
########	25.60761
########	26.64251
1/1/2016	25.07532
2/1/2016	25.10978
3/1/2016	27.61257
4/1/2016	26.70923
5/1/2016	26.25756
6/1/2016	27.3433
7/1/2016	27.25289
8/1/2016	27.34041
9/1/2016	25.92262
########	25.66629
########	27.13042
########	27.8713
1/1/2017	26.39264
2/1/2017	26.49039
3/1/2017	26.69272
4/1/2017	25.96718
5/1/2017	24.52506
6/1/2017	24.19364
7/1/2017	23.33439
8/1/2017	22.36858
9/1/2017	22.03145
########	18.55219
########	16.83133
########	16.05832
1/1/2018	15.08917
2/1/2018	13.16687
3/1/2018	12.68307
4/1/2018	13.23819
5/1/2018	13.2476
6/1/2018	12.80539
7/1/2018	12.93803
8/1/2018	12.28306
9/1/2018	10.71682
########	9.678614
########	7.187089
########	7.254169
1/1/2019	9.74951
2/1/2019	10.36903
3/1/2019	9.969832
4/1/2019	10.16022
5/1/2019	9.430923
6/1/2019	10.4899
7/1/2019	10.45
8/1/2019	8.25

Solutions

Expert Solution

Return for a particular month = Price of current month / Price of the previous month - 1.

This is in column D for both S&P 500 and GE

(i) S&P 500

Use the excel function Average with inputs as cells D4:D51

Cell D52 =AVERAGE(D4:D51)

0.89%

Use the function in Cell D53 =STDEV(D4:D51) to calculate the standard deviation of returns

3.54%

(ii) GE

D105 =AVERAGE(D57:D104)

-1.62%

D106 =STDEV(D57:D104)

9.11%

Can you please upvote? Thank You :-)

(i) S&P 500

Screenshot with formulas

(ii) GE

Screenshot with formulas

jeff jeffy answered 1 month ago

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