My Excels HW requirement:
- What is the first letter of your first name?
(Y)
- What is the first letter of your last name?
(X)
- Choose two companies listed on the S&P500 that begin with the same letter from 1. and 2.(If you cannot find one use the second letter.)
- Find the year starting price and ending price for years 2013, 2014, 2015, and 2016 for both companies
- Calculate the return for each year as a percent.
- Calculate the geometric mean of the returns for 2013-2016 for both companies
- Calculate the variance and standard deviation for 2013-2016 for both companies.
- Calculate the coefficient of variation for 2013-2016 for both companies.
- Suppose stocks 1 and 2 are uncorrelated. If a portfolio is created that contains 25% of stock 1 and 75% of stock 2, what is the geometric mean of the portfolio? What is the variance and standard deviation of the portfolio?
- Download the 4 years of daily stock prices from yahoo finance for the two companies from question 3. Use the adjusted closing price.
- Test the following: What is the probability the return for any given day will be positive? (For each year 2013, 2014, 2015, 2016-you will need four hypothesis tests)
- Test the following: What is the probability the return for any
given day between the two stocks will be different? (For each year 2013, 2014, 2015, 2016-you will need four hypothesis tests)
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