^&* 16. Moving Averages (LO4, CFA1) From the data below for the Dow Jones Industrial Average, calculate

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^&* 16. Moving Averages (LO4, CFA1) From the data below for the Dow Jones Industrial Average, calculate the three-day simple moving average. Fill in the “Buy/Sell Signal” column for this trading indicator. Then, calculate the three-day exponential moving average and fill in the “Buy/

Sell Signal” column for this trading indicator. Assume that the current closing price will receive 4/5 of the weight in the exponential moving average. Finally, fill in the “Signal Comparison”

column. On which days do the signals disagree?

3-Day Simple Moving Average Buy/Sell Signal 3-Day Exponential Moving Average Buy/Sell Signal Signal Comparison 3/25/2019 25,516.83 3/26/2019 25,657.73 3/27/2019 25,625.59 3/28/2019 25,717.46 3/29/2019 25,928.68 4/1/2019 26,258.42 4/2/2019 26,179.13 4/3/2019 26,218.13 4/4/2019 26,384.63 4/5/2019 26,424.99 4/8/2019 26,341.02 4/9/2019 26,150.58 4/10/2019 26,157.16 4/11/2019 26,143.05 4/12/2019 26,412.30

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Fundamentals Of Investments Valuation And Management

ISBN: 9781260013979

9th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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