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answers the followings Technology Sector: S&P 500 (United States) FTSE 100 (United Kingdom) DAX 30 (Germany) CAC 40 (France) Nikkei 225 (Japan) BSE Sensex (India)
answers the followings
Technology Sector:
- S&P 500 (United States)
- FTSE 100 (United Kingdom)
- DAX 30 (Germany)
- CAC 40 (France)
- Nikkei 225 (Japan)
- BSE Sensex (India)
- SSE Composite (China)
- IPC (Mexico)
- Bovespa (Brazil)
- KOSPI (South Korea)
Question 01: from the above markets select one and solve the below problem please
Determinants of Beta -Firm specific and Macro Factors.
- Determinants of Beta
- Macroeconomic factors for determining stock market betas. Interest spreads
- Accounting risk measures, financial ratios as determinants of beta.
Variables –Five-year average values. (Collect data from Reuters)
Methodology: Regression Analysis
- Financial Leverage (Debt Equity Ratio)
- Operating Leverage
- Growth Risk:
- Spread Risk:
- Income Risk:
- Productivity Risk:
- Market Risk Beta is the CAPM Beta and in all regressions the dependent variable. (Five-year historic beta from Reuters)
- Operating Risk
- Financial risk
- Income to Equity
- Five year growth rate in sales ,
- Five year growth rate in net income
- Size Variable
- Efficiency Ratios
.
Please search data and do the above question
need equation and practical work please
please no need instruction and guidlines give me full answer in detail with equation for the real data of above
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