Question
1. Randomly select 200 companies from the given data set and do the following analysis based on this sample of 200 companies. 2. Identify the
1. Randomly select 200 companies from the given data set and do the following analysis based on this sample of 200 companies.
2. Identify the variables and their types and scales of measurement.
3. Provide a table in which you summarise the complete descriptive statistics on stock return and firm size (including but NOT limited to measures of central location, measures of variability, coefficient of variation (where applicable), etc.).
4. Prepare two bar charts to graphically represent the frequency distribution of stock exchanges and of industries.
5. Develop tables to provide joint information on: a. Stock exchanges and average stock return. b. Different industries and average stock return.
6. Graphically demonstrate the output of Question 5.
7. Provide a scatter plot and correlation analysis for a. Stock return and firm size b. Stock return and past return c. Stock return and past trading volume What insights can be gained from these analyses?
8. Are your results consistent with the research findings in the related literature? What are your recommendations to investors in the U.S. stock market?
Note: I am providing only the data of few companies, please include formulas and methods that you use so than I can replicate with 200 companies.
PERMNO | Company name | Exchange | Stock return | Firm size | Past return | Past trading volume | Industry code | Industry name |
10026 | J & J SNACK FOODS CORP | 3 | -0.08378 | 3496.31500 | -3.01950 | 315.73950 | 4 | Manufacturing |
10028 | ENVELA CORP | 2 | -3.57143 | 37.69360 | 9.37500 | 3.04570 | 6 | Wholesale Trade |
10032 | PLEXUS CORP | 3 | 1.37023 | 2214.68614 | 2.65080 | 301.14844 | 4 | Manufacturing |
10044 | ROCKY MOUNTAIN CHOC FAC INC NEW | 3 | 5.48571 | 52.45625 | -1.44444 | 2.07638 | 4 | Manufacturing |
10051 | HANGER INC | 1 | 5.38168 | 978.25563 | 15.87793 | 148.20292 | 9 | Services |
10104 | ORACLE CORP | 1 | -5.62879 | 184280.50238 | 3.02807 | 8826.57211 | 9 | Services |
10107 | MICROSOFT CORP | 3 | 4.17492 | 1154848.68953 | 5.94267 | 59497.48884 | 9 | Services |
10138 | T ROWE PRICE GROUP INC | 3 | -0.77695 | 28873.12955 | 6.70120 | 1747.36077 | 8 | Finance, Insurance and Real Estate |
10145 | HONEYWELL INTERNATIONAL INC | 1 | -0.86811 | 127579.86933 | 3.89047 | 9676.94594 | 6 | Wholesale Trade |
10158 | AMERESCO INC | 1 | 7.03364 | 474.68956 | 10.92266 | 44.59953 | 9 | Services |
10180 | AKORN INC | 3 | -58.90411 | 460.43291 | -26.85370 | 91.51718 | 4 | Manufacturing |
11292 | IMMUCELL CORP | 3 | 3.00000 | 36.05000 | -3.04252 | 0.73450 | 4 | Manufacturing |
11293 | WESBANCO INC | 3 | 4.44079 | 2482.20861 | -2.95291 | 165.79430 | 8 | Finance, Insurance and Real Estate |
11308 | COCA COLA CO | 1 | 3.65168 | 228791.82594 | -1.15745 | 12084.99173 | 4 | Manufacturing |
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