Question
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
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 in a separate excel file) 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.
d)Estimate beta for your selected company for the two sub-periods.
e) Explain the value of beta that you have calculated.
f)Why the estimated value of beta is different for two sub-periods.
h) Comparison between all ordinaries and chosen company in terms of market share index, risk of return. ( on a separate excel sheet )
Additional In formation ( 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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