a.) Collect the market price index (All Ordinaries), Share price for a company and display the data for two sub-periods separately in a table. ASX - UBN - Urbanise.com Calculate the return of share prices and market return (from market price index).

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a.) Collect the market price index (All Ordinaries), Share price for a company and display the data for two sub-periods separately in a table.    

ASX - UBN - Urbanise.com

  • Calculate the return of share prices  and market return
     (from market price index). Display the calculated returns along with the risk free rate of return (given in a separate excel file) in a table for two sub periods. Calculate and tabulate,  and.  
  • Calculate the mean, standard deviation, variance, coefficient of variation and correlation coefficient for  and  separately (for two sub-period) and comment on the result.       
  • Estimate beta   for your selected company for the two sub-periods.         
  •  Explain the value of beta that you have calculated.                                            

Why the estimated value of beta is different for two sub-periods.    

    • 10 years ago
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      beta.xlsx