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Compute the 60 monthly log returns of Amazon and S&P 500 using their 61 monthly adjusted prices/indices from December 2015 to December 2020, and then
Compute the 60 monthly log returns of Amazon and S&P 500 using their 61 monthly adjusted prices/indices from December 2015 to December 2020, and then report the beta of Amazon using the computed log returns.
Coca-Cola Stock Price 2015-2020 | Amazon Stock Price 2015-2020 | S&P 500 Index 2015-2020 | ||||||||
Date | Adj Close | % Return | Date | Adj Close | % Return | Date | Index | % Return | ||
12/1/15 | 36.47 | 12/1/15 | 675.89 | 12/1/15 | 2043.94 | |||||
1/1/16 | 36.43 | 1/1/16 | 587.00 | 1/1/16 | 1940.24 | |||||
2/1/16 | 36.61 | 2/1/16 | 552.52 | 2/1/16 | 1932.23 | |||||
3/1/16 | 39.38 | 3/1/16 | 593.64 | 3/1/16 | 2059.74 | |||||
4/1/16 | 38.32 | 4/1/16 | 659.59 | 4/1/16 | 2065.30 | |||||
5/1/16 | 38.15 | 5/1/16 | 722.79 | 5/1/16 | 2096.95 | |||||
6/1/16 | 38.78 | 6/1/16 | 715.62 | 6/1/16 | 2098.86 | |||||
7/1/16 | 37.61 | 7/1/16 | 758.81 | 7/1/16 | 2173.60 | |||||
8/1/16 | 37.44 | 8/1/16 | 769.16 | 8/1/16 | 2170.95 | |||||
9/1/16 | 36.48 | 9/1/16 | 837.31 | 9/1/16 | 2168.27 | |||||
10/1/16 | 36.85 | 10/1/16 | 789.82 | 10/1/16 | 2126.15 | |||||
11/1/16 | 35.07 | 11/1/16 | 750.57 | 11/1/16 | 2198.81 | |||||
12/1/16 | 36.34 | 12/1/16 | 749.87 | 12/1/16 | 2238.83 | |||||
1/1/17 | 36.43 | 1/1/17 | 823.48 | 1/1/17 | 2278.87 | |||||
2/1/17 | 36.77 | 2/1/17 | 845.04 | 2/1/17 | 2363.64 | |||||
3/1/17 | 37.19 | 3/1/17 | 886.54 | 3/1/17 | 2362.72 | |||||
4/1/17 | 38.15 | 4/1/17 | 924.99 | 4/1/17 | 2384.20 | |||||
5/1/17 | 40.20 | 5/1/17 | 994.62 | 5/1/17 | 2411.80 | |||||
6/1/17 | 39.65 | 6/1/17 | 968.00 | 6/1/17 | 2423.41 | |||||
7/1/17 | 40.86 | 7/1/17 | 987.78 | 7/1/17 | 2470.30 | |||||
8/1/17 | 40.60 | 8/1/17 | 980.60 | 8/1/17 | 2471.65 | |||||
9/1/17 | 40.12 | 9/1/17 | 961.35 | 9/1/17 | 2519.36 | |||||
10/1/17 | 41.31 | 10/1/17 | 1105.28 | 10/1/17 | 2575.26 | |||||
11/1/17 | 41.13 | 11/1/17 | 1176.75 | 11/1/17 | 2647.58 | |||||
12/1/17 | 41.56 | 12/1/17 | 1169.47 | 12/1/17 | 2673.61 | |||||
1/1/18 | 43.11 | 1/1/18 | 1450.89 | 1/1/18 | 2823.81 | |||||
2/1/18 | 39.15 | 2/1/18 | 1512.45 | 2/1/18 | 2713.83 | |||||
3/1/18 | 39.34 | 3/1/18 | 1447.34 | 3/1/18 | 2640.87 | |||||
4/1/18 | 39.49 | 4/1/18 | 1566.13 | 4/1/18 | 2648.05 | |||||
5/1/18 | 39.30 | 5/1/18 | 1629.62 | 5/1/18 | 2705.27 | |||||
6/1/18 | 40.08 | 6/1/18 | 1699.80 | 6/1/18 | 2718.37 | |||||
7/1/18 | 42.99 | 7/1/18 | 1777.44 | 7/1/18 | 2816.29 | |||||
8/1/18 | 41.09 | 8/1/18 | 2012.71 | 8/1/18 | 2901.52 | |||||
9/1/18 | 42.59 | 9/1/18 | 2003.00 | 9/1/18 | 2913.98 | |||||
10/1/18 | 44.52 | 10/1/18 | 1598.01 | 10/1/18 | 2711.74 | |||||
11/1/18 | 46.87 | 11/1/18 | 1690.17 | 11/1/18 | 2760.17 | |||||
12/1/18 | 44.38 | 12/1/18 | 1501.97 | 12/1/18 | 2506.85 | |||||
1/1/19 | 45.11 | 1/1/19 | 1718.73 | 1/1/19 | 2704.10 | |||||
2/1/19 | 42.49 | 2/1/19 | 1639.83 | 2/1/19 | 2784.49 | |||||
3/1/19 | 43.92 | 3/1/19 | 1780.75 | 3/1/19 | 2834.40 | |||||
4/1/19 | 46.38 | 4/1/19 | 1926.52 | 4/1/19 | 2945.83 | |||||
5/1/19 | 46.45 | 5/1/19 | 1775.07 | 5/1/19 | 2752.06 | |||||
6/1/19 | 48.14 | 6/1/19 | 1893.63 | 6/1/19 | 2941.76 | |||||
7/1/19 | 50.14 | 7/1/19 | 1866.78 | 7/1/19 | 2980.38 | |||||
8/1/19 | 52.44 | 8/1/19 | 1776.29 | 8/1/19 | 2926.46 | |||||
9/1/19 | 51.87 | 9/1/19 | 1735.91 | 9/1/19 | 2976.74 | |||||
10/1/19 | 52.24 | 10/1/19 | 1776.66 | 10/1/19 | 3037.56 | |||||
11/1/19 | 51.25 | 11/1/19 | 1800.80 | 11/1/19 | 3140.98 | |||||
12/1/19 | 53.52 | 12/1/19 | 1847.84 | 12/1/19 | 3230.78 | |||||
1/1/20 | 56.47 | 1/1/20 | 2008.72 | 1/1/20 | 3225.52 | |||||
2/1/20 | 51.72 | 2/1/20 | 1883.75 | 2/1/20 | 2954.22 | |||||
3/1/20 | 42.79 | 3/1/20 | 1949.72 | 3/1/20 | 2584.59 | |||||
4/1/20 | 44.76 | 4/1/20 | 2474.00 | 4/1/20 | 2912.43 | |||||
5/1/20 | 45.53 | 5/1/20 | 2442.37 | 5/1/20 | 3044.31 | |||||
6/1/20 | 43.58 | 6/1/20 | 2758.82 | 6/1/20 | 3100.29 | |||||
7/1/20 | 46.50 | 7/1/20 | 3164.68 | 7/1/20 | 3271.12 | |||||
8/1/20 | 48.75 | 8/1/20 | 3450.96 | 8/1/20 | 3500.31 | |||||
9/1/20 | 48.59 | 9/1/20 | 3148.73 | 9/1/20 | 3363.00 | |||||
10/1/20 | 47.69 | 10/1/20 | 3036.15 | 10/1/20 | 3269.96 | |||||
11/1/20 | 51.20 | 11/1/20 | 3168.04 | 11/1/20 | 3621.63 | |||||
12/1/20 | 54.84 | 12/1/20 | 3256.93 | 12/1/20 | 3756.07 |
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