question archive For the period from Jan 2014 through Dec 2018, download the monthly returns for each stock in your portfolio from FactSet (60 observations)
For the period from Jan 2014 through Dec 2018, download the monthly returns for each stock in your portfolio from FactSet (60 observations)
Subject:FinancePrice: Bought3
For the period from Jan 2014 through Dec 2018, download the monthly returns for each stock in your portfolio from FactSet (60 observations). All returns should be inclusive of dividends -- in the FactSet dropdown box "Total Return" select "% Return."
We will first verify that you have downloaded the correct data for your assigned companies and that you are able to correctly compute some basic statistics.
1. Given that you can multiply monthly average returns by 12 to annualise them, what is the average annualised return for ...
... AAL-US?(Hint: 0.12XX)
... ABMD-US?(Hint: 0.58XX)
... ADBE-US?(Hint: 0.28XX)
... JNJ-US?(Hint: 0.10XX)
... KHC-US?(Hint: 0.06XX)
2. Given that you can multiply monthly standard deviations by 12‾‾‾√12 to annualise them, what is the annualised standard deviation of monthly returns for...
... AAL-US?(Hint: 0.36XX)
... ABMD-US?(Hint: 0.40XX)
... ADBE-US?(Hint: 0.20XX)
... JNJ-US?(Hint: 0.13XX)
... KHC-US?(Hint: 0.26XX)
3. Given that you can multiply the covariances of monthly returns by 12 to annualise them, what is the annualised covariance of monthly returns between...
... AAL-US and ABMD-US?(Hint: 0.01XX)
... ADBE-US and JNJ-US?(Hint: 0.00XX)
... AAL-US and KHC-US?(Hint: 0.01XX)
