Question
a) Collect the market price index (All Ordinaries), Share price for a company and display the data for two sub-periods ( Period 1: June 2014
a) Collect the market price index (All Ordinaries), Share price for a company and display the data for two sub-periods (Period 1: June 2014 to February 2016; Period 2: February 2016 to October 2017) separately in a table.
b)Calculate the return of share prices and market return (from market price index). Display the calculated returns along with the risk free rate of return given below in a table for two sub periods. Calculate and tabulate, and .
c)Calculate the mean, standard deviation, variance, coefficient of variation and correlation coefficient for and separately (for two sub-period) and comment on the result.
Additional information - ( risk free return )
Jan-17 0.0416 Feb-17 0.0435 Mar-17 0.0613 Apr-17 0.0648 May-17 0.0788 Jun-17 0.0824 Jul-17 0.0873 Aug-17 0.0811 Sep-17 0.0853 Oct-17 0.0931 Nov-17 0.1026 Dec-17 0.1122 Jan-18 0.118
Chosen company - Kadmon Holdings, Inc. (KDMN)
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