FIN 534 Financial Management
EVReid
Chapter6-WorkbookforApple_Ford_Market.xlsxHomework
| Stock Returns | |||||
| Year | DOW Jones Market | Apples | Ford | ||
| 1995 | 33.45% | -18.27% | 3.59% | ||
| 1996 | 26.01% | -34.51% | 11.69% | ||
| 1997 | 22.64% | -37.13% | 50.58% | ||
| 1998 | 16.10% | 211.90% | 20.85% | ||
| 1999 | 25.22% | 151.15% | -9.16% | ||
| 2000 | -6.18% | -71.06% | -56.04% | ||
| 2001 | -7.10% | 47.23% | -32.93% | ||
| 2002 | -16.76% | -34.57% | -40.84% | ||
| 2003 | 25.32% | 49.13% | 72.04% | ||
| 2004 | 3.15% | 201.36% | -8.50% | ||
| 2005 | -0.61% | 123.26% | -47.27% | ||
| 2006 | 16.29% | 18.01% | -2.72% | ||
| 2007 | 6.43% | 133.47% | -10.39% | ||
| 2008 | -33.84% | -56.91% | -65.97% | ||
| 2009 | 18.82% | 146.90% | 336.68% | ||
| 2010 | 11.02% | 53.07% | 67.90% | ||
| 2011 | 5.53% | 25.56% | -35.91% | ||
| 2012 | 7.26% | 31.40% | 20.35% | ||
| 2013 | 26.50% | 5.42% | 19.15% | ||
| 2014 | 7.52% | 37.72% | 0.45% | ||
| 2015 | -2.23% | -4.64% | -9.10% | ||
| 2016 | 13.42% | 10.03% | -13.91% | ||
| 2017 | 25.08% | 46.11% | 2.97% | ||
| 2018 | -5.63% | -6.79% | -38.75% | ||
| Average Stock Returns: | 9.06% | 42.83% | 14.14% | ||
| Standard deviation of returns: | 16% | 79% | 80% | ||
| Correlation with the Market: | 1.000 | 0.309 | 0.309 | ||
| 1.000 | 0.31 | 0.31 | |||
| Apple | Ford | DOW J Market | |||
| Beta | 0.31 | 0.31 | 1.00 | ||
| ri = |
Dow Jones
| Year | Beginning Price | Ending Price | Gain or Loss | Percent Gain or Loss |
| 1995 | 3834.44 | 5117.12 | 1282.68 | 33.45% |
| 1996 | 5117.12 | 6448.27 | 1331.15 | 26.01% |
| 1997 | 6448.27 | 7908.25 | 1459.98 | 22.64% |
| 1998 | 7908.25 | 9181.43 | 1273.18 | 16.10% |
| 1999 | 9181.43 | 11497.12 | 2315.69 | 25.22% |
| 2000 | 11497.12 | 10786.85 | -710.27 | -6.18% |
| 2001 | 10786.85 | 10021.5 | -765.35 | -7.10% |
| 2002 | 10021.5 | 8341.63 | -1679.87 | -16.76% |
| 2003 | 8341.63 | 10453.92 | 2112.29 | 25.32% |
| 2004 | 10453.92 | 10783.01 | 329.09 | 3.15% |
| 2005 | 10783.01 | 10717.5 | -65.51 | -0.61% |
| 2006 | 10717.5 | 12463.15 | 1745.65 | 16.29% |
| 2007 | 12463.15 | 13264.82 | 801.67 | 6.43% |
| 2008 | 13264.82 | 8776.39 | -4488.43 | -33.84% |
| 2009 | 8776.39 | 10428.05 | 1651.66 | 18.82% |
| 2010 | 10428.05 | 11577.51 | 1149.46 | 11.02% |
| 2011 | 11577.51 | 12217.56 | 640.05 | 5.53% |
| 2012 | 12217.56 | 13104.14 | 886.58 | 7.26% |
| 2013 | 13104.14 | 16576.66 | 3472.52 | 26.50% |
| 2014 | 16576.66 | 17823.07 | 1246.41 | 7.52% |
| 2015 | 17823.07 | 17425.03 | -398.04 | -2.23% |
| 2016 | 17425.03 | 19762.60 | 2337.57 | 13.42% |
| 2017 | 19762.60 | 24719.22 | 4956.62 | 25.08% |
| 2018 | 24719.22 | 23327.46 | -1391.76 | -5.63% |
| website: http://www.1stock1.com/1stock1_139.htm |
Apples
| Year | Beginning Price | Ending Price | Gain or Loss | Percent Gain or Loss |
| 1995 | 39 | 31.875 | -7.125 | -18.27% |
| 1996 | 31.875 | 20.875 | -11 | -34.51% |
| 1997 | 20.875 | 13.125 | -7.75 | -37.13% |
| 1998 | 13.125 | 40.9375 | 27.8125 | 211.90% |
| 1999 | 40.9375 | 102.8125 | 61.875 | 151.15% |
| 2000 | 102.8125 | 29.75* | -73.0625 | -71.06% |
| 2001 | 14.875 | 21.9 | 7.025 | 47.23% |
| 2002 | 21.9 | 14.33 | -7.57 | -34.57% |
| 2003 | 14.33 | 21.37 | 7.04 | 49.13% |
| 2004 | 21.37 | 64.4 | 43.03 | 201.36% |
| 2005 | 64.4 | 143.78* | 79.38 | 123.26% |
| 2006 | 71.89 | 84.84 | 12.95 | 18.01% |
| 2007 | 84.84 | 198.08 | 113.24 | 133.47% |
| 2008 | 198.08 | 85.35 | -112.73 | -56.91% |
| 2009 | 85.35 | 210.732 | 125.382 | 146.90% |
| 2010 | 210.732 | 322.56 | 111.828 | 53.07% |
| 2011 | 322.56 | 405 | 82.44 | 25.56% |
| 2012 | 405 | 532.17 | 127.17 | 31.40% |
| 2013 | 532.17 | 561.02 | 28.85 | 5.42% |
| 2014 | 561.02 | 772.66* | 211.64 | 37.72% |
| 2015 | 110.38 | 105.26 | -5.12 | -4.64% |
| 2016 | 105.26 | 115.82 | 10.56 | 10.03% |
| 2017 | 115.82 | 169.23 | 53.41 | 46.11% |
| 2018 | 169.23 | 157.74 | -11.49 | -6.79% |
| Website: http://www.1stock1.com/1stock1_148.htm |
Ford
| Year | Beginning Price | Ending Price | Gain or Loss | Percent Gain or Loss |
| 1995 | 27.875 | 28.875 | 1 | 3.59% |
| 1996 | 28.875 | 32.25 | 3.375 | 11.69% |
| 1997 | 32.25 | 48.5625 | 16.3125 | 50.58% |
| 1998 | 48.5625 | 58.6875 | 10.125 | 20.85% |
| 1999 | 58.6875 | 53.3125 | -5.375 | -9.16% |
| 2000 | 53.3125 | 23.4375 | -29.875 | -56.04% |
| 2001 | 23.4375 | 15.72 | -7.7175 | -32.93% |
| 2002 | 15.72 | 9.3 | -6.42 | -40.84% |
| 2003 | 9.3 | 16 | 6.7 | 72.04% |
| 2004 | 16 | 14.64 | -1.36 | -8.50% |
| 2005 | 14.64 | 7.72 | -6.92 | -47.27% |
| 2006 | 7.72 | 7.51 | -0.21 | -2.72% |
| 2007 | 7.51 | 6.73 | -0.78 | -10.39% |
| 2008 | 6.73 | 2.29 | -4.44 | -65.97% |
| 2009 | 2.29 | 10 | 7.71 | 336.68% |
| 2010 | 10 | 16.79 | 6.79 | 67.90% |
| 2011 | 16.79 | 10.76 | -6.03 | -35.91% |
| 2012 | 10.76 | 12.95 | 2.19 | 20.35% |
| 2013 | 12.95 | 15.43 | 2.48 | 19.15% |
| 2014 | 15.43 | 15.5 | 0.07 | 0.45% |
| 2015 | 15.5 | 14.09 | -1.41 | -9.10% |
| 2016 | 14.09 | 12.13 | -1.96 | -13.91% |
| 2017 | 12.13 | 12.49 | 0.36 | 2.97% |
| 2018 | 12.49 | 7.65 | -4.84 | -38.75% |
| Website: http://www.1stock1.com/1stock1_728.htm |
