b)Calculate the return of share prices and market return (from market price index). Display the calculated returns
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 (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)