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Date Adj Close S&P 500 Adj Close GOOGL Monthly Return S&P 500 Monthly Return GOOGL 3/1/12 1408.47 320.94 4/2/12 1397.91 302.73 5/1/12 1310.33 290.72 6/1/12
Date | Adj Close S&P 500 | Adj Close GOOGL | Monthly Return S&P 500 | Monthly Return GOOGL |
3/1/12 | 1408.47 | 320.94 | ||
4/2/12 | 1397.91 | 302.73 | ||
5/1/12 | 1310.33 | 290.72 | ||
6/1/12 | 1362.16 | 290.33 | ||
7/2/12 | 1379.32 | 316.80 | ||
8/1/12 | 1406.58 | 342.89 | ||
9/4/12 | 1440.67 | 377.63 | ||
10/1/12 | 1412.16 | 340.49 | ||
11/1/12 | 1416.18 | 349.53 | ||
12/3/12 | 1426.19 | 354.04 | ||
1/2/13 | 1498.11 | 378.22 | ||
2/1/13 | 1514.68 | 401.00 | ||
3/1/13 | 1569.19 | 397.49 | ||
4/1/13 | 1597.57 | 412.70 | ||
5/1/13 | 1630.74 | 436.05 | ||
6/3/13 | 1606.28 | 440.63 | ||
7/1/13 | 1685.73 | 444.32 | ||
8/1/13 | 1632.97 | 423.87 | ||
9/3/13 | 1681.55 | 438.39 | ||
10/1/13 | 1756.54 | 515.81 | ||
11/1/13 | 1805.81 | 530.33 | ||
12/2/13 | 1848.36 | 560.92 | ||
1/2/14 | 1782.59 | 591.08 | ||
2/3/14 | 1859.45 | 608.43 | ||
3/3/14 | 1872.34 | 557.81 | ||
4/1/14 | 1883.95 | 534.88 | ||
5/1/14 | 1923.57 | 571.65 | ||
6/2/14 | 1960.23 | 584.67 | ||
7/1/14 | 1930.67 | 579.55 | ||
8/1/14 | 2003.37 | 582.36 | ||
9/2/14 | 1972.29 | 588.41 | ||
10/1/14 | 2018.05 | 567.87 | ||
11/3/14 | 2067.56 | 549.08 | ||
12/1/14 | 2058.90 | 530.66 | ||
1/2/15 | 1994.99 | 537.55 | ||
2/2/15 | 2104.50 | 562.63 | ||
3/2/15 | 2067.89 | 554.70 | ||
4/1/15 | 2085.51 | 548.77 | ||
5/1/15 | 2107.39 | 545.32 | ||
6/1/15 | 2063.11 | 540.04 | ||
7/1/15 | 2103.84 | 657.50 | ||
8/3/15 | 1972.18 | 647.82 | ||
9/1/15 | 1920.03 | 638.37 | ||
10/1/15 | 2079.36 | 737.39 | ||
11/2/15 | 2080.41 | 762.85 | ||
12/1/15 | 2043.94 | 778.01 | ||
1/4/16 | 1940.24 | 761.35 | ||
2/1/16 | 1932.23 | 717.22 | ||
3/1/16 | 2059.74 | 762.90 | ||
4/1/16 | 2065.30 | 707.88 | ||
5/2/16 | 2096.95 | 748.85 | ||
6/1/16 | 2098.86 | 703.53 | ||
7/1/16 | 2173.60 | 791.34 | ||
8/1/16 | 2170.95 | 789.85 | ||
9/1/16 | 2168.27 | 804.06 | ||
10/3/16 | 2126.15 | 809.90 | ||
11/1/16 | 2198.81 | 775.88 | ||
12/1/16 | 2238.83 | 792.45 | ||
1/3/17 | 2278.87 | 820.19 | ||
2/1/17 | 2363.64 | 844.93 | ||
3/1/17 | 2395.96 | 856.75 | ||
Find above actual price data for the S&P 500 and Google at the start of each month for the last five years. | ||||
1. Calculate the actual monthly return for the Market Portfolio and Google by estimating the percentage change per month in the index of the Market Portfolio and in the price of Google. | ||||
Show each percentage change using the percentage format with two decimals. You should be able to generate a percentage change return from cell 3 to cell 62 for both the S&P 500 and Google. | ||||
2. Plot the actual monthly returns of both the S&M 500 and Google on a YX graph. Make sure Y is GOOGL Returns and X is S&P 500 Returns. | ||||
3. Claculate at the bottom of each return series the average monthly return, standard deviation of returns, and coefficient of variation for both the S&P 500 and Google. | ||||
4. Which investment showed more volitlity as per the standard deviation, Google or the S&P 500? Which showed more relative variability as per the Coefficient of Variation? | ||||
5. Estimate the Beta (slope of the linear regression based on your graph) for Google based on the monthly returns of the most recent five-year period. How volatile is Google in relaton to the market? |
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