Date Open High Low Close Adj Close Volume Rate of return 1/1/2014 1845.859985 1850.839966 1770.449951 1782.589966...

Date	Open	High	Low	Close	Adj Close	Volume	Rate of return
1/1/2014	1845.859985	1850.839966	1770.449951	1782.589966	1782.589966	75871910000
2/1/2014	1782.680054	1867.920044	1737.920044	1859.449951	1859.449951	69725590000	0.04311703
3/1/2014	1857.680054	1883.969971	1834.439941	1872.339966	1872.339966	71885030000	0.006932166
4/1/2014	1873.959961	1897.280029	1814.359985	1883.949951	1883.949951	71595810000	0.006200789
5/1/2014	1884.390015	1924.030029	1859.790039	1923.569946	1923.569946	63623630000	0.02103028
6/1/2014	1923.869995	1968.170044	1915.97998	1960.22998	1960.22998	63283380000	0.019058332
7/1/2014	1962.290039	1991.390015	1930.670044	1930.670044	1930.670044	66524690000	-0.015079831
8/1/2014	1929.800049	2005.040039	1904.780029	2003.369995	2003.369995	58131140000	0.037655295
9/1/2014	2004.069946	2019.26001	1964.040039	1972.290039	1972.290039	66706000000	-0.015513837
10/1/2014	1971.439941	2018.189941	1820.660034	2018.050049	2018.050049	93714040000	0.023201461
11/1/2014	2018.209961	2075.76001	2001.01001	2067.560059	2067.560059	63600190000	0.024533589
12/1/2014	2065.780029	2093.550049	1972.560059	2058.899902	2058.899902	80743820000	-0.004188588
1/1/2015	2058.899902	2072.360107	1988.119995	1994.98999	1994.98999	77330040000	-0.031040806
2/1/2015	1996.670044	2119.590088	1980.900024	2104.5	2104.5	68775560000	0.054892511
3/1/2015	2105.22998	2117.52002	2039.689941	2067.889893	2067.889893	76675850000	-0.017396107
4/1/2015	2067.629883	2125.919922	2048.379883	2085.51001	2085.51001	72060940000	0.00852082
5/1/2015	2087.379883	2134.719971	2067.929932	2107.389893	2107.389893	65187730000	0.010491382
6/1/2015	2108.639893	2129.870117	2056.320068	2063.110107	2063.110107	73213980000	-0.021011672
7/1/2015	2067	2132.820068	2044.02002	2103.840088	2103.840088	77920590000	0.01974203
8/1/2015	2104.48999	2112.659912	1867.01001	1972.180054	1972.180054	84626790000	-0.062580818
9/1/2015	1970.089966	2020.859985	1871.910034	1920.030029	1920.030029	79989370000	-0.026442832
10/1/2015	1919.650024	2094.320068	1893.699951	2079.360107	2079.360107	85844900000	0.082983118
11/1/2015	2080.76001	2116.47998	2019.390015	2080.409912	2080.409912	75943590000	0.000504869
12/1/2015	2082.929932	2104.27002	1993.26001	2043.939941	2043.939941	83649260000	-0.017530185
1/1/2016	2038.199951	2038.199951	1812.290039	1940.23999	1940.23999	92409770000	-0.050735322
2/1/2016	1936.939941	1962.959961	1810.099976	1932.22998	1932.22998	93049560000	-0.00412836
3/1/2016	1937.089966	2072.209961	1937.089966	2059.73999	2059.73999	92639420000	0.065991115
4/1/2016	2056.620117	2111.050049	2033.800049	2065.300049	2065.300049	81124990000	0.002699398
5/1/2016	2067.169922	2103.47998	2025.910034	2096.949951	2096.949951	78883600000	0.015324602
6/1/2016	2093.939941	2120.550049	1991.680054	2098.860107	2098.860107	86852700000	0.000910921
7/1/2016	2099.340088	2177.090088	2074.02002	2173.600098	2173.600098	69530250000	0.035609801
8/1/2016	2173.149902	2193.810059	2147.580078	2170.949951	2170.949951	75610310000	-0.001219243
9/1/2016	2171.330078	2187.870117	2119.120117	2168.27002	2168.27002	77270240000	-0.001234451
10/1/2016	2164.330078	2169.600098	2114.719971	2126.149902	2126.149902	73196630000	-0.019425679
11/1/2016	2128.679932	2214.100098	2083.790039	2198.810059	2198.810059	88299760000	0.034174522
12/1/2016	2200.169922	2277.530029	2187.439941	2238.830078	2238.830078	75251240000	0.018200762
1/1/2017	2251.570068	2300.98999	2245.129883	2278.870117	2278.870117	70483180000	0.017884358
2/1/2017	2285.590088	2371.540039	2271.649902	2363.639893	2363.639893	69162420000	0.03719816
3/1/2017	2380.129883	2400.97998	2322.25	2362.719971	2362.719971	81547770000	-0.000389197
4/1/2017	2362.340088	2398.159912	2328.949951	2384.199951	2384.199951	65265670000	0.009091209
5/1/2017	2388.5	2418.709961	2352.719971	2411.800049	2411.800049	79607170000	0.011576251
6/1/2017	2415.649902	2453.820068	2405.699951	2423.409912	2423.409912	81002490000	0.004813775
7/1/2017	2431.389893	2484.040039	2407.699951	2470.300049	2470.300049	63169400000	0.019348826
8/1/2017	2477.100098	2490.870117	2417.350098	2471.649902	2471.649902	70616030000	0.000546433
9/1/2017	2474.419922	2519.439941	2446.550049	2519.360107	2519.360107	66337980000	0.019302979
10/1/2017	2521.199951	2582.97998	2520.399902	2575.26001	2575.26001	70871570000	0.022188135
11/1/2017	2583.209961	2657.73999	2557.449951	2584.840088	2584.840088	95142800000	0.003720043
12/1/2017	2645.100098	2694.969971	2605.52002	2673.610107	2673.610107	65251190000	0.034342557
Average return							0.009018523
Variance							0.000734513
Standard deviation							0.027101906

What are the monthly returns, average monthly returns, and standard deviations for the S&P 500 for this period?

Solutions

Expert Solution

Monthly Return: (Current Year Adj. Close - Previous Year Adj. Close)/ Previous Year Adj. close * 100

Average Return: Average of all monthly return

Excel Formula =Average(All values of Monthly return)

Standard Deviation =STDEVP(All values of monthly return)

For calculation of monthly return i have used the formula :

Date	Open	High	Low	Close	Adj Close	Volume	Rate of return	Monthly Return
1/1/2014	1845.859985	1850.839966	1770.449951	1782.589966	1782.589966	75871910000		-
2/1/2014	1782.680054	1867.920044	1737.920044	1859.449951	1859.449951	69725590000	0.04311703	4.311702998
3/1/2014	1857.680054	1883.969971	1834.439941	1872.339966	1872.339966	71885030000	0.006932166	0.693216561
4/1/2014	1873.959961	1897.280029	1814.359985	1883.949951	1883.949951	71595810000	0.006200789	0.620078897
5/1/2014	1884.390015	1924.030029	1859.790039	1923.569946	1923.569946	63623630000	0.02103028	2.103028001
6/1/2014	1923.869995	1968.170044	1915.97998	1960.22998	1960.22998	63283380000	0.019058332	1.905833166
7/1/2014	1962.290039	1991.390015	1930.670044	1930.670044	1930.670044	66524690000	-0.015079831	-1.507983058
8/1/2014	1929.800049	2005.040039	1904.780029	2003.369995	2003.369995	58131140000	0.037655295	3.765529549
9/1/2014	2004.069946	2019.26001	1964.040039	1972.290039	1972.290039	66706000000	-0.015513837	-1.551383722
10/1/2014	1971.439941	2018.189941	1820.660034	2018.050049	2018.050049	93714040000	0.023201461	2.320146079
11/1/2014	2018.209961	2075.76001	2001.01001	2067.560059	2067.560059	63600190000	0.024533589	2.453358876
12/1/2014	2065.780029	2093.550049	1972.560059	2058.899902	2058.899902	80743820000	-0.004188588	-0.418858788
1/1/2015	2058.899902	2072.360107	1988.119995	1994.98999	1994.98999	77330040000	-0.031040806	-3.104080579
2/1/2015	1996.670044	2119.590088	1980.900024	2104.5	2104.5	68775560000	0.054892511	5.489251101
3/1/2015	2105.22998	2117.52002	2039.689941	2067.889893	2067.889893	76675850000	-0.017396107	-1.739610691
4/1/2015	2067.629883	2125.919922	2048.379883	2085.51001	2085.51001	72060940000	0.00852082	0.852081973
5/1/2015	2087.379883	2134.719971	2067.929932	2107.389893	2107.389893	65187730000	0.010491382	1.049138239
6/1/2015	2108.639893	2129.870117	2056.320068	2063.110107	2063.110107	73213980000	-0.021011672	-2.101167238
7/1/2015	2067	2132.820068	2044.02002	2103.840088	2103.840088	77920590000	0.01974203	1.97420297
8/1/2015	2104.48999	2112.659912	1867.01001	1972.180054	1972.180054	84626790000	-0.062580818	-6.258081817
9/1/2015	1970.089966	2020.859985	1871.910034	1920.030029	1920.030029	79989370000	-0.026442832	-2.644283157
10/1/2015	1919.650024	2094.320068	1893.699951	2079.360107	2079.360107	85844900000	0.082983118	8.298311776
11/1/2015	2080.76001	2116.47998	2019.390015	2080.409912	2080.409912	75943590000	0.000504869	0.050486926
12/1/2015	2082.929932	2104.27002	1993.26001	2043.939941	2043.939941	83649260000	-0.017530185	-1.753018518
1/1/2016	2038.199951	2038.199951	1812.290039	1940.23999	1940.23999	92409770000	-0.050735322	-5.073532197
2/1/2016	1936.939941	1962.959961	1810.099976	1932.22998	1932.22998	93049560000	-0.00412836	-0.412836043
3/1/2016	1937.089966	2072.209961	1937.089966	2059.73999	2059.73999	92639420000	0.065991115	6.599111458
4/1/2016	2056.620117	2111.050049	2033.800049	2065.300049	2065.300049	81124990000	0.002699398	0.269939848
5/1/2016	2067.169922	2103.47998	2025.910034	2096.949951	2096.949951	78883600000	0.015324602	1.532460236
6/1/2016	2093.939941	2120.550049	1991.680054	2098.860107	2098.860107	86852700000	0.000910921	0.091092112
7/1/2016	2099.340088	2177.090088	2074.02002	2173.600098	2173.600098	69530250000	0.035609801	3.560980113
8/1/2016	2173.149902	2193.810059	2147.580078	2170.949951	2170.949951	75610310000	-0.001219243	-0.121924314
9/1/2016	2171.330078	2187.870117	2119.120117	2168.27002	2168.27002	77270240000	-0.001234451	-0.123445084
10/1/2016	2164.330078	2169.600098	2114.719971	2126.149902	2126.149902	73196630000	-0.019425679	-1.942567928
11/1/2016	2128.679932	2214.100098	2083.790039	2198.810059	2198.810059	88299760000	0.034174522	3.417452219
12/1/2016	2200.169922	2277.530029	2187.439941	2238.830078	2238.830078	75251240000	0.018200762	1.82007622
1/1/2017	2251.570068	2300.98999	2245.129883	2278.870117	2278.870117	70483180000	0.017884358	1.788435817
2/1/2017	2285.590088	2371.540039	2271.649902	2363.639893	2363.639893	69162420000	0.03719816	3.719816034
3/1/2017	2380.129883	2400.97998	2322.25	2362.719971	2362.719971	81547770000	-0.000389197	-0.038919719
4/1/2017	2362.340088	2398.159912	2328.949951	2384.199951	2384.199951	65265670000	0.009091209	0.909120855
5/1/2017	2388.5	2418.709961	2352.719971	2411.800049	2411.800049	79607170000	0.011576251	1.157625139
6/1/2017	2415.649902	2453.820068	2405.699951	2423.409912	2423.409912	81002490000	0.004813775	0.481377509
7/1/2017	2431.389893	2484.040039	2407.699951	2470.300049	2470.300049	63169400000	0.019348826	1.934882612
8/1/2017	2477.100098	2490.870117	2417.350098	2471.649902	2471.649902	70616030000	0.000546433	0.054643281
9/1/2017	2474.419922	2519.439941	2446.550049	2519.360107	2519.360107	66337980000	0.019302979	1.930297853
10/1/2017	2521.199951	2582.97998	2520.399902	2575.26001	2575.26001	70871570000	0.022188135	2.218813533
11/1/2017	2583.209961	2657.73999	2557.449951	2584.840088	2584.840088	95142800000	0.003720043	0.372004301
12/1/2017	2645.100098	2694.969971	2605.52002	2673.610107	2673.610107	65251190000	0.034342557	3.434255736
Average return		0.901852322					0.009018523
Variance							0.000734513
Standard deviation		2.681203796					0.027101906

jeff jeffy answered 1 year ago

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