I. WORDS TOTAL number of words required for whole question writing, MINIMUM 600 General Requirements: 3. Variance and Standard Deviation 8= S = √5² = xx% n-la 1 (x-x)² x)' Variance and Standard Deviation (yearly return 2020-average return)²+ (yearly return2021-average return)²+ (yearly return 2022-average return)² $2= (yearly return₂023-average return)². 4-1 c) standard deviation 1. Yearly Return Ct + Pt - Pt-1 rt = Pt-1 How to calculate yearly return? For 2019 To get 2019's retum, you need to download the yearly price of 2019. Yearly return for 2019: Yearly return 2019 = (Ending price2019 - Ending price2018) / Ending price 2018 However, there is no ending price of 2018 required. So you may start calculating yearly return of 2020 Repeat the same calculation for 2020 to 2023 2. Average return 1 20 Mi=1 How to calculate average Return Sum of yearly return/n (2020 + 2021 2022 +2023)/4 Average return = xx % Question: a) yearly return 1) Student identifies, explain and elaborate on the general info related to stocks b) average return

I. WORDS TOTAL number of words required for whole question writing, MINIMUM 600 General Requirements: 3. Variance and Standard Deviation 8= S = √5² = xx% n-la 1 (x-x)² x)' Variance and Standard Deviation (yearly return 2020-average return)²+ (yearly return2021-average return)²+ (yearly return 2022-average return)² $2= (yearly return₂023-average return)². 4-1 c) standard deviation 1. Yearly Return Ct + Pt - Pt-1 rt = Pt-1 How to calculate yearly return? For 2019 To get 2019's retum, you need to download the yearly price of 2019. Yearly return for 2019: Yearly return 2019 = (Ending price2019 - Ending price2018) / Ending price 2018 However, there is no ending price of 2018 required. So you may start calculating yearly return of 2020 Repeat the same calculation for 2020 to 2023 2. Average return 1 20 Mi=1 How to calculate average Return Sum of yearly return/n (2020 + 2021 2022 +2023)/4 Average return = xx % Question: a) yearly return 1) Student identifies, explain and elaborate on the general info related to stocks b) average return

Essentials of Business Analytics (MindTap Course List)

2nd Edition

ISBN:9781305627734

Author:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson

Publisher:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson

Chapter8: Time Series Analysis And_forecasting

Section: Chapter Questions

Problem 22P: Consider the following time series: a. Construct a time series plot. What type of pattern exists in...

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Use the following returns for X and Y. Year 12345 Returns X 21.6% -16.6 9.6 19.2 4.6 Y 25.8% -3.6 27.8 -14.2 31.8 a. Calculate the average returns for X and Y. Note: Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16. a. Average return b. Variance c. Standard deviation b. Calculate the variances for X and Y. Note: Do not round intermediate calculations and round your answer to 6 decimal places, e.g., .161616. c. Calculate the standard deviations for X and Y. Note: Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16. X % % % %
20) Calculate the geometric average for the following returns: Year 2017 2018 2019 2020 Return 12.03% -8.24% 1.34% 4.55% Group of answer choices 2.2% 2.4% 3.1% 3.4%
ll. Subject Accounting
Type equation here.Homework 5: Chapter 17 2020 Oct 13, D. 7.28% 4. The standard deviation for the S&P S00 is A. 9.38% BUS 202 Dr. Fausti Please fill out the table below. Use your estimates from the table to answer the multiple-choice questions below. When answering the questions below remember that rounding may result in your answer being slightly different that the answers provided, so pick the answer closet to your calculation. B. 7.28% C. 0.88% D. 5.51% Date S&P IBM RR-S&P RR-IBM 5. If we use the standard deviation as a measure of financial risk which financial asset would be ranked as having the greatest financial risk? 1/1/2020 2/1/2020 3/1/2020 4/1/2020 5/1/2020 6/1/2020 7/1/2020 3226 120 NA NA 2954 125 A. S&P 500 B. IBM 2585 108 2912 122 6. If we use the coefficient of variation as a measure of financial risk which financial asset would be ranked as having the greatest financial risk? C S&P 500 D. IBM 3044 122 3100 119 3271 121 Expected RR variance RR std. dev RR Cof. VAR Yr. RR…
Use the following returns for X and Y. Returns Year X Y 1 22.7 % 29.1 % 2 – 17.7 – 4.7 3 10.7 31.1 4 21.4 – 16.4 5 5.7 35.1 a. Calculate the average returns for X and Y. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the variances for X and Y. (Do not round intermediate calculations and round your answers to 6 decimal places, e.g., 32.161616.) c. Calculate the standard deviations for X and Y. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.)
Given the following historical returns, what is the variance? Year Return 1 7 percent 2 3 percent 3. 19 percent 4 -11 percent -1 percent O.009664 .012080 O.034018 O.039644 O.048322
To 4-digit accuracy, what is the Mean of IWM return and the Mean of EEM return?
A linear regression model is Units = 4,004 – 0.659×Week. For week 46, what is the forecast for the number of units? Round your answer to the nearest whole number. units
4 t of An investment earned the following returns for the years 2013 through 2016:20 %, -5%, 30%, and 10%. What is the variance of returns for this investment? Select one: Oa. 0.2987 uestion O b. 0.0892 c. 0.0723 d. 0.1292 e. 0.0292
Calculate the standard deviation for the following returns: Year 2017 2018 2019 2020 Return 12.03% -8.24% 1.34% 4.55% Group of answer choices 8.4% 8.1% 7.6% 7.3%
calculate the following Sharpe Ratio (SP) Treynor Measure Jensen Measure M2 measure T2 measure Information Ratio (appraisal ratio) Fund Average return Standard Deviation Beta coefficient Unsystematic Risk A 0.240 0.220 0.800 0.017 B 0.200 0.170 0.900 0.450 C 0.290 0.380 1.200 0.074 D 0.260 0.290 1.100 0.026 E 0.180 0.400 0.900 0.121 F 0.320 0.460 1.100 0.153 G 0.250 0.190 0.700 0.120 Market 0.220 0.180 1.000 0.000 Risk free return 0.050 0.000
Calculate the geometric mean return for the following data set: (Negative value should be indicated by a minus sign. Round your intermediate calculations to at least 4 decimal places and final answer to 2 decimal places.) -14% 15% -16% 13.7% Geometric mean return 14.1% %