Question

In: Finance

Calculate the 5-day and 50-day simple MA for the stock price from 28 Oct 2016 to...

Calculate the 5-day and 50-day simple MA for the stock price from 28 Oct 2016 to 14 June 2017. Plot the MA5 and MA50. How many golden crosses (if any) are there?

Date Time Closing Price 5-day MA 50-day MA
2016/10/28 1 204
2016/10/31 2 205.399994
2016/11/1 3 206
2016/11/2 4 203
2016/11/3 5 200.199997
2016/11/4 6 199.699997
2016/11/7 7 202.600006
2016/11/8 8 203.600006
2016/11/9 9 202.399994
2016/11/10 10 204.800003
2016/11/11 11 206.199997
2016/11/14 12 204.199997
2016/11/15 13 203.399994
2016/11/16 14 203.399994
2016/11/17 15 204
2016/11/18 16 203
2016/11/21 17 202.399994
2016/11/22 18 203.800003
2016/11/23 19 203.600006
2016/11/24 20 203.800003
2016/11/25 21 205
2016/11/28 22 204.800003
2016/11/29 23 203.600006
2016/11/30 24 204
2016/12/1 25 204.199997
2016/12/2 26 202.800003
2016/12/5 27 197.399994
2016/12/6 28 196.399994
2016/12/7 29 193.600006
2016/12/8 30 195
2016/12/9 31 192.699997
2016/12/12 32 189.600006
2016/12/13 33 189.600006
2016/12/14 34 190
2016/12/15 35 186.899994
2016/12/16 36 185.100006
2016/12/19 37 182.600006
2016/12/20 38 182.100006
2016/12/21 39 182.100006
2016/12/22 40 181
2016/12/23 41 179.899994
2016/12/28 42 180.699997
2016/12/29 43 180.899994
2016/12/30 44 183.199997
2017/1/3 45 184.300003
2017/1/4 46 182.600006
2017/1/5 47 185.300003
2017/1/6 48 185.399994
2017/1/9 49 185.600006
2017/1/10 50 187.5
2017/1/11 51 188.300003
2017/1/12 52 186.600006
2017/1/13 53 186.5
2017/1/16 54 185
2017/1/17 55 185.899994
2017/1/18 56 187.899994
2017/1/19 57 187.199997
2017/1/20 58 185.5
2017/1/23 59 185.199997
2017/1/24 60 185.199997
2017/1/25 61 185.800003
2017/1/26 62 187.800003
2017/1/27 63 188.699997
2017/2/1 64 188.5
2017/2/2 65 187.300003
2017/2/3 66 186.399994
2017/2/6 67 187.199997
2017/2/7 68 186.699997
2017/2/8 69 195.5
2017/2/9 70 195.5
2017/2/10 71 195.800003
2017/2/13 72 198.699997
2017/2/14 73 197.800003
2017/2/15 74 202
2017/2/16 75 202.399994
2017/2/17 76 200.199997
2017/2/20 77 200.800003
2017/2/21 78 199
2017/2/22 79 200
2017/2/23 80 200.399994
2017/2/24 81 198
2017/2/27 82 195.399994
2017/2/28 83 192.699997
2017/3/1 84 193.5
2017/3/2 85 192
2017/3/3 86 191.399994
2017/3/6 87 191.699997
2017/3/7 88 192.199997
2017/3/8 89 191.800003
2017/3/9 90 190.399994
2017/3/10 91 190.100006
2017/3/13 92 191.800003
2017/3/14 93 192
2017/3/15 94 194.699997
2017/3/16 95 197.399994
2017/3/17 96 196.5
2017/3/20 97 200.399994
2017/3/21 98 199.699997
2017/3/22 99 196.399994
2017/3/23 100 196.399994
2017/3/24 101 196.399994
2017/3/27 102 195
2017/3/28 103 195.399994
2017/3/29 104 194.600006
2017/3/30 105 194.399994
2017/3/31 106 195.600006
2017/4/3 107 196.100006
2017/4/5 108 197.399994
2017/4/6 109 196
2017/4/7 110 195.899994
2017/4/10 111 195.5
2017/4/11 112 193.800003
2017/4/12 113 195.199997
2017/4/13 114 194.199997
2017/4/18 115 191.699997
2017/4/19 116 190.800003
2017/4/20 117 191.5
2017/4/21 118 190.800003
2017/4/24 119 190.800003
2017/4/25 120 192
2017/4/26 121 193.699997
2017/4/27 122 194.100006
2017/4/28 123 191.600006
2017/5/2 124 191.600006
2017/5/4 125 190.600006
2017/5/5 126 189.300003
2017/5/8 127 189.600006
2017/5/9 128 194.399994
2017/5/10 129 194.199997
2017/5/11 130 195.699997
2017/5/12 131 195.5
2017/5/15 132 197.100006
2017/5/16 133 196.699997
2017/5/17 134 197.699997
2017/5/18 135 195.300003
2017/5/19 136 195.699997
2017/5/22 137 196.399994
2017/5/23 138 195.199997
2017/5/24 139 194.899994
2017/5/25 140 196.300003
2017/5/26 141 196
2017/5/29 142 197.199997
2017/5/31 143 196.699997
2017/6/1 144 196.800003
2017/6/2 145 205
2017/6/5 146 203.800003
2017/6/6 147 205
2017/6/7 148 204.199997
2017/6/8 149 205.600006
2017/6/9 150 205.399994
2017/6/12 151 199.699997
2017/6/13 152 201
2017/6/14 153 200.600006

Solutions

Expert Solution

First of All we will calculate the 5 and 50 day moving average as shown in following Table

Date Time Closing Price 5-day MA 50-day MA
28/10/2016 1 204
31/10/2016 2 205.4
01/11/2016 3 206
02/11/2016 4 203
03/11/2016 5 200.2 203.72
04/11/2016 6 199.7 202.86
07/11/2016 7 202.6 202.30
08/11/2016 8 203.6 201.82
09/11/2016 9 202.4 201.70
10/11/2016 10 204.8 202.62
11/11/2016 11 206.2 203.92
14/11/2016 12 204.2 204.24
15/11/2016 13 203.4 204.20
16/11/2016 14 203.4 204.40
17/11/2016 15 204 204.24
18/11/2016 16 203 203.60
21/11/2016 17 202.4 203.24
22/11/2016 18 203.8 203.32
23/11/2016 19 203.6 203.36
24/11/2016 20 203.8 203.32
25/11/2016 21 205 203.72
28/11/2016 22 204.8 204.20
29/11/2016 23 203.6 204.16
30/11/2016 24 204 204.24
01/12/2016 25 204.2 204.32
02/12/2016 26 202.8 203.88
05/12/2016 27 197.4 202.40
06/12/2016 28 196.4 200.96
07/12/2016 29 193.6 198.88
08/12/2016 30 195 197.04
09/12/2016 31 192.7 195.02
12/12/2016 32 189.6 193.46
13/12/2016 33 189.6 192.10
14/12/2016 34 190 191.38
15/12/2016 35 186.9 189.76
16/12/2016 36 185.1 188.24
19/12/2016 37 182.6 186.84
20/12/2016 38 182.1 185.34
21/12/2016 39 182.1 183.76
22/12/2016 40 181 182.58
23/12/2016 41 179.9 181.54
28/12/2016 42 180.7 181.16
29/12/2016 43 180.9 180.92
30/12/2016 44 183.2 181.14
03/01/2017 45 184.3 181.80
04/01/2017 46 182.6 182.34
05/01/2017 47 185.3 183.26
06/01/2017 48 185.4 184.16
09/01/2017 49 185.6 184.64
10/01/2017 50 187.5 185.28 195.47
11/01/2017 51 188.3 186.42 195.15
12/01/2017 52 186.6 186.68 194.78
13/01/2017 53 186.5 186.90 194.39
16/01/2017 54 185 186.78 194.03
17/01/2017 55 185.9 186.46 193.74
18/01/2017 56 187.9 186.38 193.51
19/01/2017 57 187.2 186.50 193.20
20/01/2017 58 185.5 186.30 192.84
23/01/2017 59 185.2 186.34 192.49
24/01/2017 60 185.2 186.20 192.10
25/01/2017 61 185.8 185.78 191.69
26/01/2017 62 187.8 185.90 191.36
27/01/2017 63 188.7 186.54 191.07
01/02/2017 64 188.5 187.20 190.77
02/02/2017 65 187.3 187.62 190.44
03/02/2017 66 186.4 187.74 190.11
06/02/2017 67 187.2 187.62 189.80
07/02/2017 68 186.7 187.22 189.46
08/02/2017 69 195.5 188.62 189.30
09/02/2017 70 195.5 190.26 189.13
10/02/2017 71 195.8 192.14 188.95
13/02/2017 72 198.7 194.44 188.83
14/02/2017 73 197.8 196.66 188.71
15/02/2017 74 202 197.96 188.67
16/02/2017 75 202.4 199.34 188.63
17/02/2017 76 200.2 200.22 188.58
20/02/2017 77 200.8 200.64 188.65
21/02/2017 78 199 200.88 188.70
22/02/2017 79 200 200.48 188.83
23/02/2017 80 200.4 200.08 188.94
24/02/2017 81 198 199.64 189.04
27/02/2017 82 195.4 198.56 189.16
28/02/2017 83 192.7 197.30 189.22
01/03/2017 84 193.5 196.00 189.29
02/03/2017 85 192 194.32 189.39
03/03/2017 86 191.4 193.00 189.52
06/03/2017 87 191.7 192.26 189.70
07/03/2017 88 192.2 192.16 189.90
08/03/2017 89 191.8 191.82 190.10
09/03/2017 90 190.4 191.50 190.29
10/03/2017 91 190.1 191.24 190.49
13/03/2017 92 191.8 191.26 190.71
14/03/2017 93 192 191.22 190.93
15/03/2017 94 194.7 191.80 191.16
16/03/2017 95 197.4 193.20 191.43
17/03/2017 96 196.5 194.48 191.70
20/03/2017 97 200.4 196.20 192.01
21/03/2017 98 199.7 197.74 192.29
22/03/2017 99 196.4 198.08 192.51
23/03/2017 100 196.4 197.88 192.69
24/03/2017 101 196.4 197.86 192.85
27/03/2017 102 195 196.78 193.02
28/03/2017 103 195.4 195.92 193.19
29/03/2017 104 194.6 195.56 193.39
30/03/2017 105 194.4 195.16 193.56
31/03/2017 106 195.6 195.00 193.71
03/04/2017 107 196.1 195.22 193.89
05/04/2017 108 197.4 195.62 194.13
06/04/2017 109 196 195.90 194.34
07/04/2017 110 195.9 196.20 194.56
10/04/2017 111 195.5 196.18 194.75
11/04/2017 112 193.8 195.72 194.87
12/04/2017 113 195.2 195.28 195.00
13/04/2017 114 194.2 194.92 195.11
18/04/2017 115 191.7 194.08 195.20
19/04/2017 116 190.8 193.14 195.29
20/04/2017 117 191.5 192.68 195.38
21/04/2017 118 190.8 191.80 195.46
24/04/2017 119 190.8 191.12 195.36
25/04/2017 120 192 191.18 195.29
26/04/2017 121 193.7 191.76 195.25
27/04/2017 122 194.1 192.28 195.16
28/04/2017 123 191.6 192.44 195.04
02/05/2017 124 191.6 192.60 194.83
04/05/2017 125 190.6 192.32 194.59
05/05/2017 126 189.3 191.44 194.37
08/05/2017 127 189.6 190.54 194.15
09/05/2017 128 194.4 191.10 194.06
10/05/2017 129 194.2 191.62 193.94
11/05/2017 130 195.7 192.64 193.85
12/05/2017 131 195.5 193.88 193.80
15/05/2017 132 197.1 195.38 193.83
16/05/2017 133 196.7 195.84 193.91
17/05/2017 134 197.7 196.54 194.00
18/05/2017 135 195.3 196.46 194.06
19/05/2017 136 195.7 196.50 194.15
22/05/2017 137 196.4 196.36 194.24
23/05/2017 138 195.2 196.06 194.30
24/05/2017 139 194.9 195.50 194.36
25/05/2017 140 196.3 195.70 194.48
26/05/2017 141 196 195.76 194.60
29/05/2017 142 197.2 195.92 194.71
31/05/2017 143 196.7 196.22 194.80
01/06/2017 144 196.8 196.60 194.84
02/06/2017 145 205 198.34 195.00
05/06/2017 146 203.8 199.90 195.14
06/06/2017 147 205 201.46 195.23
07/06/2017 148 204.2 202.96 195.32
08/06/2017 149 205.6 204.72 195.51
09/06/2017 150 205.4 204.80 195.69
12/06/2017 151 199.7 203.98 195.75
13/06/2017 152 201 203.18 195.87
14/06/2017 153 200.6 202.46 195.98

After that we will plot the data on a graph

Golden Cross - Golden Cross is formed when short term moving average crosses the long term moving average from the bottom

This has occured 2 times in the data given as shown in figure below


Related Solutions

Calculate the 5-day 90% Value at Risk (VaR) for the stock whose historical price information is...
Calculate the 5-day 90% Value at Risk (VaR) for the stock whose historical price information is given below by using historical simulation approach. Week Stock Price 0 49.00 1 48.12 2 47.37 3 50.25 4 51.75 5 53.12 6 53.00 7 51.87 8 51.38 9 53.00 10 49.88
Calculate the European put price using the BSMOPM. The current stock price is 50 and the...
Calculate the European put price using the BSMOPM. The current stock price is 50 and the exercise price is 55. The continuously compounded risk-free rate is 5%. The option expires in 25 days and volatility is 75%. Round to 4 decimals – You must solve this by hand clearly show the answer for each part
Calculate the BSM price for 120-day options with strike of $25 on a stock that is...
Calculate the BSM price for 120-day options with strike of $25 on a stock that is currently priced at $30.00 and is expected to pay a dividend of $0.40 in 15 days, $0.40 in 85 days, and $0.50 in 175 days. The continuous annual risk-free rate is 5%, and the yield curve is flat. The volatility is 15%. a. Use BSM formula to calculate the call premium b. Use BSM formula to calculate the put premium c. What is the...
A stock price is currently $50. A stock price is currently $50. Over each of the...
A stock price is currently $50. A stock price is currently $50. Over each of the next two three-month periods it is expected to go up by 6% or down by 5%. The risk-free interest rate is 5% per annum with continuous compounding. Use two-period binomial models to value the six-month options on this stock. Remember to show detailed calculations of the option value at each node. (a) What is the value of a six-month European call option with a...
A stock price is currently $50. A stock price is currently $50. Over each of the...
A stock price is currently $50. A stock price is currently $50. Over each of the next two three-month periods it is expected to go up by 6% or down by 5%. The risk-free interest rate is 5% per annum with continuous compounding. Use two-period binomial models to value the six-month options on this stock. Remember to show detailed calculations of the option value at each node. (a) What is the value of a six-month European call option with a...
Calculate the Implied Volatility of the following options on Stock XYX. Stock Price=$50; Risk Free Rate...
Calculate the Implied Volatility of the following options on Stock XYX. Stock Price=$50; Risk Free Rate =10%; Dividends =$0; Expiration Date=1 Year; Strike Price =$50; Option Price= $7
From the following information calculate the price of the stock. The stock will pay its first...
From the following information calculate the price of the stock. The stock will pay its first annual dividend of $1.00 four years from now. The dividends for years 5 and 6 will be $1.20 and $1.30, respectively. After year 6, dividends will grow by 2.00% p.a. forever. The required rate of return is 12.00% p.a. a. $3.50 b. $11.52 c. $9.74 d. $16.49 e. $8.69
Roslin Robotics stock has a volatility of 28 % and a current stock price of $...
Roslin Robotics stock has a volatility of 28 % and a current stock price of $ 64 per share. Roslin pays no dividends. The​ risk-free interest is 5 %. Determine the​ Black-Scholes value of a​ one-year, at-the-money call option on Roslin stock.
stock Calculate the total return percentage achieved for each individual stock from the day you selected...
stock Calculate the total return percentage achieved for each individual stock from the day you selected the to the present or most recent business day. Use the formula End Share Price – Beginning Share Price + Dividends Received (if any)/Beginning Share Price. Husky energy: End-June 23-4.69                      Beginning -April 1-3.65 Canopy Growth: end- June 23- 17.24                 Brining- April 1– 13.58 2.Annualize the percentage return for each stock; that is, calculate what your return would be if you held the stock for...
Let a filamentary current of 5 mA be directed from infinity to the origin on the...
Let a filamentary current of 5 mA be directed from infinity to the origin on the positive z axis and then back out to infinity on the positive x axis. Find H at P(0,1,0).
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT