Review of Statistics - assignment (version 1)

To 4-digit accuracy, what is the Mean of IWM return and the Mean of EEM return?

Compute trend percents for the following accounts using 2020 as the base year. For each of the three accounts, state whether the situation as revealed by the trend percents appears to be favourable or unfavourable. Sales Cost of goods sold Accounts receivable Numerator: Numerator: 2024 $ 628,449 322,959 30,417 Numerator: 1 ( ( 2024: 2023: 2022: 2021: 2020: Is the trend percent for Net Sales favourable or unfavourable? Trend Percent for Net Sales: 2023 $ 408,084 209,773 23,750 } ( } 2022 2021 $ 334,495 $ 232, 288 173,642 22,846 Denominator: Trend Percent for Cost of Goods Sold: S Denominator: } } 1 1 1 2024: 2023: 2022: 2021: 2020: Is the trend percent for Cost of Goods Sold favourable or unfavourable? 1 Trend Percent for Accounts Receivable: Denominator: 1 2024: 1 2023: 1 2022: } 2021: 1 2020: 1 Is the trend percent for Accounts Receivable favourable or unfavourable? 119,917 13,589 || II II II = 11 "I = Trend percent = 111111 = = = 11 = = = 2020 $ 170,800 87,108 11,683 Trend percent…

Compute trend percents for the following accounts using 2020 as the base year. For each of the three accounts, state whether the situation as revealed by the trend percents appears to be favourable or unfavourable. 2024 2023 Sales Cost of goods sold Accounts receivable $ 553,119 290,122 26,882 $ 363,894 190,775 21,215 2022 $ 292,284 155,088 20,021 2021 $ 210,276 110,844 12,322 2020 $ 159,300 82,836 10,928 2024: 2023: 2022: 2021: 2020: Numerator: Trend Percent for Net Sales: 1 Is the trend percent for Net Sales favourable or unfavourable? 2024: 2023: 2022: 2021: 2020: Denominator: = Trend percent 0 % 0% 0% 0% 0 % Trend Percent for Cost of Goods Sold: Numerator: Denominator: Is the trend percent for Cost of Goods Sold favourable or unfavourable? = Trend percent 0% 0% 0% 0% 0%

Compute trend percents for the following accounts using 2020 as the base year. For each of the three accounts, state whether the situation as revealed by the trend percents appears to be favourable or unfavourable. Sales Cost of goods sold Accounts receivable Numerator: 2024 $ 754,236 372,126 36,731 Numerator: 1 2023 $ 499,494 246,502 29,121 Trend Percent for Net Sales: 1 1 1 1 1 1 2024: 2023: 2022: 2021: 2020: Is the trend percent for Net Sales favourable or unfavourable? 2022 $394,857 196,780 27,127 Prev Denominator: Trend Percent for Cost of Goods Sold: 1 Denominator: 5 of 8 2021 $ 265,005 131,752 15,529 = Next > 2020 $ 196,300 96,187 13,407 Trend percent % % % % %

calculate the standard deviations of the following annual returns 2014  5%2015  9%2016  1%2017  (2%) 2018  7%

Please no hand writing solution

2021 Sales Cost of goods sold Accounts receivable $ 282,880 128,200 18,100 2020 $ 270,800 122,080 17,300 2019 $ 252,600 115,280 16,400 2018 $ 234,560 106,440 15,200 2017 $ 150,000 67,000 9,000 Compute trend percents for the above accounts, using 2017 as the base year. For each of the three accounts, state whether the situation as revealed by the trend percents appears to be favorable or unfavorable. 2021: 2020: 2019: 2018: 2017: Trend Percent for Net Sales: Numerator: Denominator: 1 = Trend percent 1 = % = % 1 Is the trend percent for Net Sales favorable or unfavorable? Trend Percent for Cost of Goods Sold: Numerator: Denominator: = % = % Trend percent = % = % 2021: 2020: 2019: 1 1 = 2018: = 2017: = Is the trend percent for Cost of Goods Sold favorable or unfavorable?

Revision Questions for This Week Suppose you see the following regression table: earnings Coef. Std. Err. married 7737.006 265.0139 _cons 9058.677 210.3906 1. What are the 95 confidence intervals for (i) the intercept, (ii). the slope, rounded to the second decimal place? 2. Are any of the coefficients statistically significant at the 5% level of significance? Explain. 3. Return to the t-statistic example from earlier (below). Do either of the 95% confidence intervals contain zero? Should they? log(wage) = .284.092 educ· (.104) (.007)

Compute trend percents for the following accounts using 2020 as the base year. For each of the three accounts, state whe situation as revealed by the trend percents appears to be favourable or unfavourable. Sales Cost of goods sold Accounts receivable Numerator: 2024 $ 564,662 296,074 27,273 Numerator: 2024: 2023: 2022: 2021: 2020: Is the trend percent for Net Sales favourable or unfavourable? 2023 $364,298 191,135 21,275 1 1 1 Trend Percent for Net Sales: 1 $ 1 1 2022 293,789 156,170. 20,095 Denominator: Trend Percent for Cost of Goods Sold: Denominator: 2024: 2023: 2022: 2021: 2020: is the trend percent for Cost of Goods Sold favourable or unfavourable? 2021 2020 $ 212,122 $ 158,300 111,503 12,430 = 82,316 10,828 Trend percent Trend percent % de 2 % *** % % % % % % % %

Calculate the arithmetic average for the following returns: Year Return O 2.4 % O 2.2% O 3.1% O 3.4% Calculate the geometric average for the following returns: Year Return O 2.2% O 2.4% O 3.1% O 3.4% Calculate the standard deviation for the following returns: Year Return O 8.4% O 8.1% O 7.6% O 7.3% 2017 12.03% 2017 12.03% 2017 12.03% 2018 -8.24% 2018 -8.24% 2018 -8.24% 2019 1.34% 2019 1.34% 2019 1.34% 2020 4.55% 2020 4.55% 2020 4.55%

Compute trend percents for the following accounts using 2020 as the base year. For each of the three accounts, state whether the situation as revealed by the trend percents appears to be favourable or unfavourable. 2024 2023 2022 2021 2020 Sales $ 521,076 $ 338,361 $ 275,090 $ 187,136 $ 137,600 Cost of goods sold 273,410 177,598 146,097 98,861 71,552 Accounts receivable 25,324 19,760 18,871 10,985 9,412

To have lower write-offs by 20% compared to the previous year.  Determine whether  A. FinancialB. Nonfinancial

Returns for the Cabell's Company over the last 3 years are shown below. What's the standard deviation of Cabell's returns? (Hint: this is a historical data problem, not a probability distribution.) Return 25% Year 2019 2018 -10 2017 30 23.87% 22.97% 21.79% 25.18%

Using historical risk premiums from Table 5.5 over the 1927-2018 period as your guide, what would be your estimate of the expected annual HPR on the Big/Value portfolio if the current risk-free interest rate is 2.35% ? (Round your answer to 2 decimal places.) Expected annual HPR %

In 2017 and 2018, Organigram (ticker symbol: OGI) earned returns of 18.18% and −5.34%, respectively. In 2019 and 2020, they earned returns of 20.57% and 8.73%, respectively. Given this information, Organigram’s variance of returns during 2017-2020 was a. .01658 b. .00631  c. .01842 d. .11753  e. .01381

The following are the calendar year rates of return for a S&P 500 ETF (Ticker: IVV) between 2013 and 2017. Year IVV 2013 29.60% 2014 11.39% 2015 -0.73% 2016 9.54% 2017 19.42% What is the geometric mean rate of return? Round to the nearest 0.01, in percentage terms.

Show your work (use of formula, etc.) in solving the problem.    Provide your answer/solution in the answer space provided below. Answer the question: Given the following historical returns, calculate the average return and the standard deviation: Year Return 1 14% 2 10% 3 15% 4 11%

You Answered orrect Answer An MBS has the following characteristics for the current month: Beginning principal outstanding (Millions) WAC (96 APR) Pass through rate (% APR) SMM (single monthly mortality) (9) Expected total mortgage payment (Millions) 746 2.09 margin of error +/- 1% 5.97 5,5 0,193 5,8 What is the scheduled principal repayment this month? Enter answer in millions.

Suppose that the current 1-year rate (1-year spot rate) and expected 1-year T-bill rates over the following three years (i.e., years 2, 3, and 4, respectively) are as follows:1R1 = 2.62%, E(2r1) = 3.90%, E(3r1) = 4.40%, E(4r1) = 5.90%Using the unbiased expectations theory, calculate the current (long-term) rates for one-, two-, three-, and four-year-maturity Treasury securities

Multiple Choice tock had returns of 18.94 percent, 22.58 percent, -15.98 percent, 9.38 percent, and 28.45 percent for the past five years. What is the standard iation of the returns? 3.05% 30.45% 13.96% 21.81% 17.45% Seved Help Save & Exit Su

Suppose that the current one-year rate (one-year spot rate) and expected one-year T-bill rates over the following three years (i.e., years 2, 3, and 4, respectively), are as follows: 1R1 = 0.5%, E(2r 1) = 1.5%, E(3r1) = 7.2%, E(471) = 7.55% Using the unbiased expectations theory, calculate the current (long-term) rates for one-, two-, three-, and four-year-maturity Treasury securities. (Round your percentage answers to 3 decimal places. (e.g., 32.161)) Answer is complete but not entirely correct. Current (Long-Term) One-year Two-year Three-year Four-year Rates 0.500 % 0.990 % 3.025 % 4.863%