Statistics Task
Vicmestro
BCO127APPLIEDMANAGEMENTSTATISTICSCASE.docx
BCO127 Applied Management Statistics Task brief & rubrics
Case problem
Task
Read the following case (see the attached documents) and answer all the proposed questions into a single document.
This task is worth 10% of your overall grade for this subject.
Due date: April 3, 2020
Case Problem 1: Stock Market
a. Using the dataset “Stok Market”, build a table with the descriptive statistics (N, Mean, Standard Deviation, Minimum, Median and Maximum) (10 points)
· Which companies had a higher mean monthly return than the market (as measured by the S&P 500)? (5 points)
· Which one was the most volatile (has the largest standard deviation)? Why the S&P Index is the less volatile? (5 points)
b. Find the estimated regression equation relating each of the individual stocks to the S&P 500 and the value of R-Sq for each equation. (25 points)
c. Find the betas (slope of estimated regression equation) for the individual stocks from the regression output. (10 points)
· What indicates a stock with a beta grater than 1? And less than 1? What is the stock that benefit most from an up market? Why? (25 points)
d. What indicate the R-Sq values? (20 points)
Rubrics
Questions worth 25 points
|
|
|
|
|
Descriptor |
|
|
|
|
|
|
|
22.5 |
- |
|
25 |
The student uses the proper formulas, completes the calculations correctly, arrives to the right result, draws the graph correctly when required |
|
20 |
- |
|
22.3 |
The student uses the right formula, but applies it wrongly (minor errors, figures in the wrong place…) and then, of course, the result is wrong |
|
17.5 |
- |
|
19.8 |
The student demonstrates a fair understanding of the meaning of the data given and of the question asked, but he/she is not able to identify the formula to be used, does larger errors and/or the calculations are wrong. |
|
10 |
- |
|
17.3 |
The student demonstrates some understanding of the concepts but he/she is not able to relate the data given in any way |
|
2.5 |
- |
|
9.75 |
The student demonstrates insufficient understanding of the concepts and does not mention any relevant ideas or concepts, but he/she done not leave it blank |
|
|
0 |
|
|
The student leaves the question blank or cheats. |
Questions worth 20 points
|
|
Descriptor |
|
18-20 |
The student uses the proper formulas, completes the calculations correctly, arrives to the right result, draws the graph correctly when required |
|
16-17.9 |
The student uses the right formula, but applies it wrongly (minor errors, figures in the wrong place…) and then, of course, the result is wrong |
|
14-15.9 |
The student demonstrates a fair understanding of the meaning of the data given and of the question asked, but he/she is not able to identify the formula to be used, does larger errors and/or the calculations are wrong. |
|
8-13.9 |
The student demonstrates some understanding of the concepts but he/she is not able to relate the data given in any way |
|
1-7.9 |
The student demonstrates insufficient understanding of the concepts and does not mention any relevant ideas or concepts, but he/she done not leave it blank |
|
0 |
The student leaves the question blank or cheats. |
Questions worth 10 points
|
|
Descriptor |
|
9-10 |
The student demonstrates an excellent understanding of the concepts. |
|
8-8.9 |
The student demonstrates a good understanding of the concepts. |
|
7-7.9 |
The student demonstrates a fair understanding of the concepts. |
|
6-6.9 |
The student demonstrates some, but insufficient understanding of the concepts. |
|
3-5.9 |
The student demonstrates insufficient understanding of the concepts. They may mention some relevant ideas or concepts, although it is clear that the relationship between them is not understood by the student. |
|
1-2.9 |
The student demonstrates insufficient understanding of the concepts and does not mention any relevant ideas or concepts. |
|
0 |
The student leaves the question blank or cheats. |
Questions worth 5 points: correct answer 5, wrong answer 0
.
