Please explain the price movements of each stock's DIS AND WFC from the past three months. Do the calculations on the spreadsheet show that the company's stock went up or down? Why? Demonstrate a clear understanding of the concept beta of each stock. | MAEFHK1 DateAdj CloseAdj CloseValue of DIS (13 Shares)Value of WFC (90 Shares)Total Portfolio ValueReturns8/30/2118144.0001142353.003960.016313.019/6/21184.11999544.15952393.563974.366367.910.0087049/13/21183.47000146.2912712385.114166.216551.320.028809/20/2117647.7356912288.004296.216584.210.005029/27/21176.00999546.8391532288.134215.526503.65 -0.01224710/4/21176.74000547.8153842297.624303.386601.000.0149710/11/21176.46000748.1939242293.984337.456631.430.0046110/18/21169.41999850.4651532202.464541.866744.320.0170210/25/21169.07000750.963232197.914586.696784.600.00597_111/1/21175.63000550.2459982283.194522.146805.330.00306_2_311/8/21159.63000550.9599992075.194586.406661.59 -0.0211211/15/2115448.822002.004393.806395.80 -0.03990_411/22/21148.11000148.431925.434358.706284.13-0.01746.511/29/21147.80999849.161921.534424.406345.930.00983_6Dollar Return32.92Weight of DISWeight of WFCBeta of DISBeta of WFCPercentage Return0.52%30.28%69.72%0.931.21Portfolio Beta1.132232425

Portfolio beta Portfolio beta is the weighted beta. If a portfolio has two security, then the…

te Adj Close 181 Adj Close Value of DIS (13 Shares) 44.000114 2353.00 2393.56 2385.11 2288.00 8/30/21 9/6/21 184.119995 44.1595 9/13/21 183.470001 46.291271 9/20/21 176 47.735691 9/27/21 176.009995 46.839153 10/4/21 176.740005 47.815384 10/11/21 176.460007 48.193924 10/18/21 169.419998 50.465153 10/25/21 169.070007 50.96323 11/1/21 175.630005 50.245998 11/8/21 159.630005 50.959999 11/15/21 154 11/22/21 148.110001 11/29/21 147 809998 48.82 48.43 49.16 2288.13 2297.62 2293.98 2202.46 2197.91 2283.19 2075.19 2002.00 1925.43 1921 53 Value of WFC (90 Shares) 3960.01 3974.36 4166.21 4296.21 4215.52 4303.38 4337.45 4541.86 4586.69 4522.14 4586.40 4393.80 4358.70 4424 40 Total Portfolio Value Returns 6313.01 6367.91 0.00870 6551.32 0.02880 6584.21 0.00502 6503.65 -0.01224 6601.00 0.01497 6631.43 0.00461 6744.32 0.01702 6784.60 0.00597 6805.33 0.00306 6661.59 -0.02112 6395.80 -0.03990 6284.13 -0.01746 6345 93 0.00983

te Adj Close 181 Adj Close Value of DIS (13 Shares) 44.000114 2353.00 2393.56 2385.11 2288.00 8/30/21 9/6/21 184.119995 44.1595 9/13/21 183.470001 46.291271 9/20/21 176 47.735691 9/27/21 176.009995 46.839153 10/4/21 176.740005 47.815384 10/11/21 176.460007 48.193924 10/18/21 169.419998 50.465153 10/25/21 169.070007 50.96323 11/1/21 175.630005 50.245998 11/8/21 159.630005 50.959999 11/15/21 154 11/22/21 148.110001 11/29/21 147 809998 48.82 48.43 49.16 2288.13 2297.62 2293.98 2202.46 2197.91 2283.19 2075.19 2002.00 1925.43 1921 53 Value of WFC (90 Shares) 3960.01 3974.36 4166.21 4296.21 4215.52 4303.38 4337.45 4541.86 4586.69 4522.14 4586.40 4393.80 4358.70 4424 40 Total Portfolio Value Returns 6313.01 6367.91 0.00870 6551.32 0.02880 6584.21 0.00502 6503.65 -0.01224 6601.00 0.01497 6631.43 0.00461 6744.32 0.01702 6784.60 0.00597 6805.33 0.00306 6661.59 -0.02112 6395.80 -0.03990 6284.13 -0.01746 6345 93 0.00983

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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Consider the following graph, which shows Humphry Incorporated's extremely volatile stock trend from 1 PM to 4 PM on a Tuesday. Each point on the graph represents a 15-minute time interval and the price the stock was tracked to be at that interval. 10 3 2 1 Humphry Incorporated's Daily Stock Trend гл w 2 TIME (Hour in the day)
How is this set-up to solve? Ford Stock I) & II) were in previous question GM stock produced the following monthly returns (January - May): 5%, 8%, -2%, 12%, and 15%. Ford stock produced the following monthly returns (January - May): 1%, 10%, 6%, 3%, and 2%. I) Calculate the average return for each stock. II) Calculate the standard deviation of monthly return for each stock. III) Calculate the correlation coefficient between GM and Ford stocks.
Use the data below to construct the advance/decline line for the stock market. Volume figures are in thousands of shares.
Consider the following stock price and shares outstanding information. PWIyear 1: PWIYear 2: a. Compute the beginning and ending values for a price-weighted index and a market-value-weighted index. Assume a base value of 100 and Year 1 as the base period. Do not round intermediate calculations. Round answers to two decimal places. VWIyear 1: VWIYear 2: DECEMBER 31, Year 2 Shares DECEMBER 31, Year 1 Shares Outstanding Price Outstanding 107,000,000 $29 107,000,000 2,500,000 48 29,000,000 43 5,000,000² 29,000,000 % % Price $22 70 39 b. Compute the percentage change in the value of each index during the year. Do not round intermediate calculations. Round your answers to two decimal places. Percentage change in PWI: % Stock K Stock M Stock R aStock split two-for-one during the year. Percentage change in VWI: c. Compute the percentage change for an unweighted index assuming $1,000 is invested in each stock. Do not round intermediate calculations. Round your answer to two decimal places.
The following are the end-of-month prices for both the Standard & Poor's 500 Index and Nike's common stock. a. Using the data in the popup window, calculate the holding-period returns for each of the months. b. Calculate the average monthly return and the standard deviation for both the S&P 500 and Nike. c. Develop a graph that shows the relationship between the Nike stock returns and the S&P 500 Index. (Show the Nike returns on the vertical axis and the S&P 500 Index returns on the horizontal axis.) d. From your graph, describe the nature of the relationship between Nike stock returns and the returns for the S&P 500 Index.
A stock has had the following year-end prices and dividends: Year Price Dividend 1 $ 65.13 — 2 72.00 $ .76 3 77.80 .81 4 64.07 .87 5 74.71 .96 6 87.75 1.03 What are the arithmetic and geometric returns for the stock? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.)
A stock has had returns of 16 percent, 13 percent, 6 percent, -14 percent, -6 percent, and 18 percent over the last six years. What are the arithmetic and geometric returns for the stock?
Go to Yahoo! Finance or another source and pick a stock to track for the last year. Discuss the performance of the stock over the last year and offer your thoughts being specific about why the stock has done well or not.
Estimate a stock's beta (i.e., the sensitivity of the stock's returns to the returns on the market) based on the following information about the changes in stock returns and market returns over the course of three months: Month 1: Stock -2.5%, Market -2%. Month 2: Stock -.5%, Market -.25%. Month 3: Stock +1.5%, Market +1.25%.
Suppose a market consists of four stocks. The number of shares outstanding for each stock as well as the stock prices in two consecutive days are as follows: Stock A Stock B Stock C Stock D Shares outstanding 200 1000 400 3000 I $5 $30 $100 $40 Ро $15 $25 $80 $50 a) Compute the percentage increase in the price-weighted index for this market. b) Compute the percentage increase in the value-weighted index for this market. P₁
Amazon.com Incorporated reported the following stock price at the beginning of each year since 2012. Using 2012 as the base year, develop a simple index for stock prices. Year 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 Year 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 Stock Price to Open Year $175.89 256.08 398.80 312.58 656.29 757.92 Click here for the Excel Data File What is the percentage increase in price over the 10-year period? Note: Round your answers to 2 decimal places. 1,172.00 1,465.20 1,875.00 3,270.00 Base 2012

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