Select 4 stocks and do the following: 1) go to yahoo finance.com and download monthly...
90.2K
Verified Solution
Link Copied!
Question
Finance
Select 4 stocks and do the following:
1) go to yahoo finance.com and downloadmonthly pricesof your 4 stocks and the S&P500 or any other market index if your stocks are listed in a foreign country. The period of study isthe last 10 years
2) Find the TBill rates of the country where each stock is listed
3) Calculate the monthlyreturns for each individual security or market index
4) divide the period into 4 periods of 30 months each and Calculate theexcess returns during each sub-period as well as the total 120 month period.
5) Calculate the average excess return, standard deviation, Skewness and kurtosis using the excel functions
6) Plot the histogram of the returns
7) Calculate the 5% Value at risk assuming
a) distribution is normal
b) distribution is not normal
8) FindVaR (value at risk) for the probability to lose is P(r
9) comment on your findings
Answer & Explanation
Solved by verified expert
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
