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Date Open High Low Close Adj Close Volume Rate of return 1-Feb-18 78.27 79.23 71 75.49 64.39 345,124,100 1-Mar-18 75.5 76.53 67.5 67.5 57.81 397,762,100
Date | Open | High | Low | Close | Adj Close | Volume | Rate of return |
1-Feb-18 | 78.27 | 79.23 | 71 | 75.49 | 64.39 | 345,124,100 | |
1-Mar-18 | 75.5 | 76.53 | 67.5 | 67.5 | 57.81 | 397,762,100 | -0.102189781 |
31-Mar-18 | 68.33 | 73.38 | 66.55 | 68.27 | 58.47 | 372,694,400 | 0.01141671 |
30-Apr-18 | 68.24 | 73.3 | 65.2 | 66.69 | 57.12 | 347,514,600 | -0.023088763 |
31-May-18 | 67.49 | 69.17 | 64.38 | 66.92 | 57.59 | 369,881,700 | 0.008228291 |
30-Jun-18 | 66.21 | 72.79 | 65.9 | 71.89 | 61.86 | 334,733,500 | 0.074144817 |
31-Jul-18 | 72.5 | 73.21 | 68.08 | 71.24 | 61.3 | 280,770,900 | -0.0090527 |
31-Aug-18 | 70.99 | 75.24 | 68.91 | 71.74 | 62.12 | 283,436,400 | 0.013376835 |
30-Sep-18 | 72.24 | 73.98 | 63.18 | 65.46 | 56.68 | 438,549,700 | -0.08757244 |
31-Oct-18 | 66.09 | 69 | 61.72 | 64.79 | 56.1 | 347,615,300 | -0.010232886 |
1-Dec-18 | 66.04 | 66.46 | 48.42 | 52.06 | 45.39 | 535,469,400 | -0.190909091 |
1-Jan-19 | 50.68 | 64.74 | 50.67 | 64.46 | 56.2 | 447,393,500 | 0.238158185 |
1-Feb-19 | 64.25 | 65.43 | 61.01 | 63.98 | 55.78 | 259,451,400 | -0.00747331 |
1-Mar-19 | 64.78 | 66.83 | 60.05 | 62.22 | 54.63 | 353,947,500 | -0.020616708 |
31-Mar-19 | 62.85 | 71.94 | 62.82 | 70.7 | 62.08 | 281,241,700 | 0.136371957 |
30-Apr-19 | 70.68 | 71.17 | 61.97 | 62.15 | 54.57 | 302,717,600 | -0.120972938 |
31-May-19 | 62.1 | 70.21 | 61.94 | 70.03 | 61.88 | 260,679,300 | 0.133956386 |
30-Jun-19 | 70.86 | 73.08 | 70.08 | 71.16 | 62.88 | 265,218,900 | 0.01616031 |
31-Jul-19 | 70.67 | 71.09 | 60.72 | 64.35 | 56.86 | 339,809,700 | -0.095737913 |
31-Aug-19 | 64 | 70.74 | 62.32 | 69.08 | 61.5 | 264,574,600 | 0.08160394 |
30-Sep-19 | 69.57 | 74.28 | 64.79 | 71.86 | 63.98 | 282,143,700 | 0.040325203 |
31-Oct-19 | 72.25 | 76.28 | 72.1 | 75.12 | 66.88 | 209,248,400 | 0.045326665 |
1-Dec-19 | 75.42 | 80.42 | 72.5 | 79.89 | 71.64 | 254,822,200 | 0.071172249 |
1-Jan-20 | 80.13 | 83.11 | 73.91 | 74.41 | 66.72 | 271,506,100 | -0.068676717 |
1-Feb-20 | 74.7 | 80.77 | 61.34 | 63.46 | 57.28 | 302,892,000 | -0.141486811 |
1-Mar-20 | 63.85 | 68.43 | 32 | 42.12 | 38.02 | 763,972,700 | -0.336243017 |
31-Mar-20 | 39.14 | 50.65 | 36.67 | 48.56 | 43.83 | 668,094,100 | 0.152814308 |
30-Apr-20 | 46.31 | 53.01 | 38.76 | 47.91 | 43.24 | 619,221,900 | -0.0134611 |
31-May-20 | 48.14 | 62.47 | 47.82 | 51.1 | 46.61 | 714,515,500 | 0.077937095 |
30-Jun-20 | 51.76 | 53.6 | 49.03 | 50.01 | 45.62 | 473,101,600 | -0.021240077 |
31-Jul-20 | 50.56 | 55.03 | 49.16 | 51.12 | 47.1 | 365,404,400 | 0.032441911 |
31-Aug-20 | 50.88 | 53.64 | 41.29 | 43.11 | 39.72 | 634,633,000 | -0.156687898 |
30-Sep-20 | 43.33 | 46.12 | 40.49 | 41.42 | 38.17 | 563,146,200 | -0.039023162 |
31-Oct-20 | 41.86 | 57.24 | 41.2 | 55.07 | 51.37 | 524,801,100 | 0.345821326 |
1-Dec-20 | 56.55 | 61.93 | 55.25 | 61.66 | 57.52 | 423,975,400 | 0.119719681 |
1-Jan-21 | 61.59 | 69.43 | 57.69 | 57.99 | 54.1 | 455,920,600 | -0.05945758 |
1-Feb-21 | 58.66 | 69.38 | 57.4 | 65.88 | 61.98 | 342,568,000 | 0.145656192 |
1-Mar-21 | 68.49 | 76.13 | 67.89 | 72.75 | 68.44 | 467,057,800 | 0.10422717 |
31-Mar-21 | 72.22 | 74.73 | 68.41 | 71.24 | 67.02 | 372,474,300 | -0.020748101 |
30-Apr-21 | 72.02 | 79.28 | 70.63 | 78.71 | 74.57 | 358,130,700 | 0.112652939 |
31-May-21 | 79.49 | 80.29 | 67.13 | 70.75 | 67.03 | 518,881,000 | -0.101113048 |
30-Jun-21 | 71.08 | 71.21 | 64.36 | 67.62 | 64.06 | 427,931,000 | -0.044308519 |
31-Jul-21 | 67.95 | 74.64 | 66.89 | 71.91 | 68.63 | 350,607,900 | 0.071339369 |
31-Aug-21 | 72.36 | 73.28 | 65.97 | 70.18 | 66.98 | 409,797,300 | -0.024041964 |
30-Sep-21 | 70.44 | 73.72 | 68.74 | 69.16 | 66.01 | 379,869,400 | -0.014481935 |
31-Oct-21 | 69.93 | 69.93 | 63.36 | 63.7 | 61.24 | 441,374,200 | -0.072261779 |
1-Dec-21 | 64.66 | 65.09 | 57.59 | 60.39 | 58.06 | 516,996,800 | -0.051926845 |
1-Jan-22 | 61.18 | 68.65 | 60.03 | 65.12 | 62.6 | 565,256,700 | 0.078194971 |
1-Feb-22 | 65.44 | 69.11 | 58.37 | 59.23 | 56.94 | 456,643,500 | -0.090415335 |
1-Mar-22 | 58.39 | 59.86 | 53.36 | 53.4 | 51.74 | 743,040,700 | -0.091324201 |
31-Mar-22 | 53.47 | 53.98 | 48.05 | 48.21 | 46.71 | 483,095,400 | -0.097216853 |
30-Apr-22 | 48.46 | 54.25 | 45.4 | 53.41 | 52.28 | 577,277,900 | 0.119246414 |
31-May-22 | 53.5 | 53.74 | 45.26 | 45.99 | 45.02 | 470,241,800 | -0.138867636 |
30-Jun-22 | 45.74 | 53.15 | 43.44 | 51.9 | 50.81 | 437,703,700 | 0.128609507 |
31-Jul-22 | 51.49 | 54.56 | 48.67 | 48.81 | 48.25 | 335,836,200 | -0.050383783 |
31-Aug-22 | 48.77 | 51.64 | 41.61 | 41.67 | 41.19 | 403,082,700 | -0.146321244 |
30-Sep-22 | 41.55 | 46.28 | 40.01 | 45.86 | 45.34 | 392,842,200 | 0.10075261 |
31-Oct-22 | 46.3 | 50.57 | 44.27 | 48.41 | 47.86 | 353,073,000 | 0.055580062 |
1-Dec-22 | 48.28 | 48.67 | 42.91 | 45.23 | 45.23 | 381,539,500 | -0.054951943 |
1-Jan-23 | 45.75 | 52.29 | 45.54 | 52.19 | 52.19 | 317,663,000 | 0.153880168 |
Frequency Distribution | |||||||
Class | Frequency | Bins | Frequency | Class | Frequency | ||
(-0.336243, -0.236243) | 1 | -0.236243 | 1 | (-0.336243, -0.236243) | 1 | ||
(-0.236243, -0.136243) | 5 | -0.136243 | 5 | (-0.236243, -0.136243) | 5 | ||
(-0.136243, -0.036243) | 16 | -0.036243 | 16 | (-0.136243, -0.036243) | 16 | ||
(-0.036243, 0.063757) | 18 | 0.063757 | 18 | (-0.036243, 0.063757) | 18 | ||
(0.063757, 0.163757) | 17 | 0.163757 | 17 | (0.063757, 0.163757) | 17 | ||
(0.163757, 0.263757) | 1 | 0.263757 | 1 | (0.163757, 0.263757) | 1 | ||
(0.263757, 0.363757) | 1 | 0.363757 | 1 | (0.263757, 0.363757) | 1 | ||
Total | 59 | Total | 59 | Total | 59 | ||
Bins | |||||||
-0.236243 | |||||||
-0.136243 | |||||||
-0.036243 | |||||||
0.063757 | |||||||
0.163757 | |||||||
0.263757 | |||||||
0.363757 |
A. For each rate of return series in the above photos, calculate the following descriptive statistics:
arithmetic mean, geometric mean, harmonic mean, median, mode, variance, standard deviation, coefficient of variation, skewness, and kurtosis.
B. Obtain the covariances and coefficients of correlation between all possible combinations of returns:
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