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1. Download 60 months (5 years) Monthly Adj Close Price Data from finance.yahoo.com for the following stocks with Excel Data-->From Web (Use additional worksheets as
1. Download 60 months (5 years) Monthly Adj Close Price Data from finance.yahoo.com for the following stocks with Excel Data-->From Web (Use additional worksheets as needed!) Ticker S&P 500 AGSPC BP p.l.c. BP Apple AAPL Tesla TSLA Walmart WMT P&G PG 2. Clean the Data and keep only date and Adj Close 3. Download risk free return, i.e. 10 year treasure yield (Note: it is in annual base. Need to divide it by 12 to get monthly risk free rate). The ticker symbol in Yahoo Finance is ATNX 4. Merge the price and risk free data to a single worksheet and name it Beta Calculation 5. Compute the returns for the securities in Step 1 6. Compute monthly risk free rate by dividing the 10 year treasure yield from Step 3 by 12 7. Generate other variables for CAPM calculation for, BP, AAPL, TSLA, WMT, PG. Perform CAPM analysis for them. 8. Report Beta's and Alpha's you find in Step 7 in a single worksheet, name it CAPM Output. Interprete the results! 9. Compare your Beta's with Yahoo Finance Beta's. Are they significantly different? 1. Download 60 months (5 years) Monthly Adj Close Price Data from finance.yahoo.com for the following stocks with Excel Data-->From Web (Use additional worksheets as needed!) Ticker S&P 500 AGSPC BP p.l.c. BP Apple AAPL Tesla TSLA Walmart WMT P&G PG 2. Clean the Data and keep only date and Adj Close 3. Download risk free return, i.e. 10 year treasure yield (Note: it is in annual base. Need to divide it by 12 to get monthly risk free rate). The ticker symbol in Yahoo Finance is ATNX 4. Merge the price and risk free data to a single worksheet and name it Beta Calculation 5. Compute the returns for the securities in Step 1 6. Compute monthly risk free rate by dividing the 10 year treasure yield from Step 3 by 12 7. Generate other variables for CAPM calculation for, BP, AAPL, TSLA, WMT, PG. Perform CAPM analysis for them. 8. Report Beta's and Alpha's you find in Step 7 in a single worksheet, name it CAPM Output. Interprete the results! 9. Compare your Beta's with Yahoo Finance Beta's. Are they significantly different
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