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Posted on Sep 10, 2024

11. The file Dow.xlsx contains monthly returns on the 30 Dow stocks during the past 20 years. Use this data to determine the three stocks

11. The file Dow.xlsx contains monthly returns on the 30 Dow stocks during the past 20 years. Use this data to determine the three stocks with the largest mean monthly returns.

12. Using the Dow.xlsx data again, determine the three stocks with the most risk or variability.

13. Using the Dow.xlsx data, determine the three stocks with the highest skew.

14. Using the Dow.xlsx data, how do the trimmed-mean returns (trim off 10 percent of the returns) differ from the overall mean returns?

Use Descriptive Statistics in Excel

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B C D E F G H - J 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 Date AA AIG AXP BA CAT DD DIS GE GM 7/1/86 8/1/86 0.096296 0.050093 0.098028 0.029596 0.096273 0.117634 0.083816 -0.05684 0.076986 0.056958 9/2/86 0 -0.12898 -0.1409 -0.12319 -0.07513 -0.24058 -0.02732 -0.13434 -0.08586 -0.05903 10/1/86 -0.01676 -0.00811 0.04238 -0.00937 0.073511 0.052798 0.07339 0.110886 0.060943 0.049742 11/3/86 -0.0481 -0.5092 -0.01921 -0.03555 -0.03139 -0.00627 0.039186 -0.01709 0.088525 0.024606 12/1/86 -0.02166 0.018833 -0.00937 0.002549 -0.00884 0.012617 -0.06009 0 0.036145 -0.09428 1/2/87 0.173259 0.112383 0.200917 -0.01721 0.129339 0.083977 0.165119 0.309993 0.165698 0.140152 2/2/87 0.031447 0.106618 0.088305 0.079602 0.084211 0.054713 0.021764 0.050973 0.031122 -0.00837 3/2/87 0.039756 -0.03654 0.010088 -0.04369 -0.53029 0.051656 0.1187 0.050522 0.014511 0.046904 4/1/87 0.117288 -0.08621 -0.08402 -0.14225 -0.10852 -0.00249 -0.00107 0.029978 -0.01306 0.152074 5/1/87 0.002519 -0.02838 -0.50462 0.016854 -0.07257 0.077914 0.008949 -0.00389 -0.49758 -0.05278 6/1/87 0.117906 0.100979 0.020096 0.036022 0.04075 0.031226 0.064302 0.128906 0.045769 -0.03085 7/1/87 0.192019 -0.01228 0.076923 0.130546 0.098967 0.212523 0.040583 -0.0018 0.089555 0.075648 8/3/87 -0.14349 0.158857 0.006533 -0.00472 0.016393 -0.04609 -0.00601 0.109262 0.054852 0.03522 9/1/87 0.130826 -0.01541 -0.0238 -0.03545 -0.03226 0.187783 -0.04028 -0.03125 -0.016 -0.09783 10/1/87 -0.30229 -0.14549 -0.32402 -0.24076 -0.35844 -0.32313 -0.24236 -0.2871 -0.22959 -0.29518 11/2/87 0.023256 -0.17582 -0.07279 -0.11002 -0.11673 0.140704 -0.1344 -0.05195 -0.10553 -0.03624 12/1/87 0.0625 0.066667 0.031117 0.076207 -0.05412 0.092511 0.118408 0.131157 0.041293 0.088684 1/4/88 -0.12299 0.05 0.157064 0.236486 0.160862 -0.06048 -0.05288 -0.0189 0.02266 0.071196 2/1/88 0.140244 -0.08127 -0.00948 0.038251 0.111429 0.11588 0.045317 0.055909 0.008199 0.098859 3/1/88 -0.06952 -0.07343 -0.06284 -0.02105 -0.04402 -0.04031 -0.06509 -0.03666 -0.11253 -0.01218 4/4/88 0.008736 -0.02797 -0.00766 0.032258 -0.16807 0.005931 0.060344 -0.02757 0 0.050862 5/2/88 0.048314 0.088625 0.052124 0.145833 -0.01535 -0.01195 -0.03067 0.008696 0.040119 0.0016 6/1/88 0.157609 0.026432 0.089297 0.068182 0.118178 0.092742 0.1173 0.086207 0.044762 0.06656 7/1/88 -0.00695 0.04721 0.029759 0.029787 -0.09651 -0.08118 -0.06461 0.002063 -0.02575 0 8/1/88 -0.04028 0.008197 0.017993 -0.02479 0.177904 -0.10635 -0.08196 -0.00792 -0.05544 -0.09049 9/1/88 0.039409 0.075122 -0.02196 0.08678 0 0.033615 0.025078 0.035766 0.074294 0.02923 B C D E F G H - J 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 Date AA AIG AXP BA CAT DD DIS GE GM 7/1/86 8/1/86 0.096296 0.050093 0.098028 0.029596 0.096273 0.117634 0.083816 -0.05684 0.076986 0.056958 9/2/86 0 -0.12898 -0.1409 -0.12319 -0.07513 -0.24058 -0.02732 -0.13434 -0.08586 -0.05903 10/1/86 -0.01676 -0.00811 0.04238 -0.00937 0.073511 0.052798 0.07339 0.110886 0.060943 0.049742 11/3/86 -0.0481 -0.5092 -0.01921 -0.03555 -0.03139 -0.00627 0.039186 -0.01709 0.088525 0.024606 12/1/86 -0.02166 0.018833 -0.00937 0.002549 -0.00884 0.012617 -0.06009 0 0.036145 -0.09428 1/2/87 0.173259 0.112383 0.200917 -0.01721 0.129339 0.083977 0.165119 0.309993 0.165698 0.140152 2/2/87 0.031447 0.106618 0.088305 0.079602 0.084211 0.054713 0.021764 0.050973 0.031122 -0.00837 3/2/87 0.039756 -0.03654 0.010088 -0.04369 -0.53029 0.051656 0.1187 0.050522 0.014511 0.046904 4/1/87 0.117288 -0.08621 -0.08402 -0.14225 -0.10852 -0.00249 -0.00107 0.029978 -0.01306 0.152074 5/1/87 0.002519 -0.02838 -0.50462 0.016854 -0.07257 0.077914 0.008949 -0.00389 -0.49758 -0.05278 6/1/87 0.117906 0.100979 0.020096 0.036022 0.04075 0.031226 0.064302 0.128906 0.045769 -0.03085 7/1/87 0.192019 -0.01228 0.076923 0.130546 0.098967 0.212523 0.040583 -0.0018 0.089555 0.075648 8/3/87 -0.14349 0.158857 0.006533 -0.00472 0.016393 -0.04609 -0.00601 0.109262 0.054852 0.03522 9/1/87 0.130826 -0.01541 -0.0238 -0.03545 -0.03226 0.187783 -0.04028 -0.03125 -0.016 -0.09783 10/1/87 -0.30229 -0.14549 -0.32402 -0.24076 -0.35844 -0.32313 -0.24236 -0.2871 -0.22959 -0.29518 11/2/87 0.023256 -0.17582 -0.07279 -0.11002 -0.11673 0.140704 -0.1344 -0.05195 -0.10553 -0.03624 12/1/87 0.0625 0.066667 0.031117 0.076207 -0.05412 0.092511 0.118408 0.131157 0.041293 0.088684 1/4/88 -0.12299 0.05 0.157064 0.236486 0.160862 -0.06048 -0.05288 -0.0189 0.02266 0.071196 2/1/88 0.140244 -0.08127 -0.00948 0.038251 0.111429 0.11588 0.045317 0.055909 0.008199 0.098859 3/1/88 -0.06952 -0.07343 -0.06284 -0.02105 -0.04402 -0.04031 -0.06509 -0.03666 -0.11253 -0.01218 4/4/88 0.008736 -0.02797 -0.00766 0.032258 -0.16807 0.005931 0.060344 -0.02757 0 0.050862 5/2/88 0.048314 0.088625 0.052124 0.145833 -0.01535 -0.01195 -0.03067 0.008696 0.040119 0.0016 6/1/88 0.157609 0.026432 0.089297 0.068182 0.118178 0.092742 0.1173 0.086207 0.044762 0.06656 7/1/88 -0.00695 0.04721 0.029759 0.029787 -0.09651 -0.08118 -0.06461 0.002063 -0.02575 0 8/1/88 -0.04028 0.008197 0.017993 -0.02479 0.177904 -0.10635 -0.08196 -0.00792 -0.05544 -0.09049 9/1/88 0.039409 0.075122 -0.02196 0.08678 0 0.033615 0.025078 0.035766 0.074294 0.02923