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Following are the monthly returns for October 2007 to March 2013 of three international stock indices: All Ordinaries of Australia, Nikkei 225 of Japan, and
Following are the monthly returns for October 2007 to March 2013 of three international stock indices: All Ordinaries of Australia, Nikkei 225 of Japan, and FTSE 100 of England. |
Date | All Ordinaries | NIKKEI 225 | FTSE |
Mar-13 | 2 2.74% | 7.25% | 0.80% |
Feb-13 | 4.48 | 3.78 | 1.34 |
Jan-13 | 5.07 | 7.15 | 6.43 |
Dec-12 | 3.24 | 10.05 | 0.53 |
Nov-12 | 0.38 | 5.80 | 1.45 |
Oct-12 | 2.93 | 0.66 | 0.71 |
Sep-12 | 1.55 | 0.34 | 0.54 |
Aug-12 | 1.16 | 1.67 | 1.35 |
Jul-12 | 3.72 | 3.46 | 1.15 |
Jun-12 | 0.04 | 5.43 | 4.70 |
May-12 | 7.47 | 10.27 | 7.27 |
Apr-12 | 1.07 | 5.58 | 0.53 |
Mar-12 | 0.73 | 3.71 | 1.75 |
Feb-12 | 1.44 | 10.46 | 3.34 |
Jan-12 | 5.22 | 4.11 | 1.96 |
Dec-11 | 1.76 | 0.25 | 1.22 |
Nov-11 | 4.03 | 6.16 | 0.70 |
Oct-11 | 7.13 | 3.31 | 8.11 |
Sep-11 | 6.86 | 2.85 | 4.93 |
Aug-11 | 2.90 | 8.93 | 7.23 |
Jul-11 | 3.42 | 0.17 | 2.19 |
Jun-11 | 2.70 | 1.26 | 0.74 |
May-11 | 2.25 | 1.58 | 1.32 |
Apr-11 | 0.60 | 0.97 | 2.73 |
Mar-11 | 0.10 | 8.18 | 1.42 |
Feb-11 | 1.52 | 3.77 | 2.24 |
Jan-11 | 0.06 | 0.09 | 0.63 |
Dec-10 | 3.65 | 2.94 | 6.72 |
Nov-10 | 1.20 | 7.98 | 2.59 |
Oct-10 | 2.08 | 1.78 | 2.28 |
Sep-10 | 4.46 | 6.18 | 6.19 |
Aug-10 | 1.52 | 7.48 | 0.62 |
Jul-10 | 4.22 | 1.65 | 6.94 |
Jun-10 | 2.89 | 3.95 | 5.23 |
May-10 | 7.87 | 11.65 | 6.57 |
Apr-10 | 1.21 | 0.29 | 2.22 |
Mar-10 | 5.20 | 9.52 | 6.07 |
Feb-10 | 1.18 | 0.71 | 3.20 |
Jan-10 | 5.85 | 3.30 | 4.15 |
Dec-09 | 3.55 | 12.85 | 4.28 |
Nov-09 | 1.48 | 6.87 | 2.90 |
Oct-09 | 1.95 | 0.97 | 1.74 |
Sep-09 | 5.69 | 3.42 | 4.58 |
Aug-09 | 5.52 | 1.31 | 6.52 |
Jul-09 | 7.64 | 4.00 | 8.45 |
Jun-09 | 3.53 | 4.58 | 3.82 |
May-09 | 1.83 | 7.86 | 4.10 |
Apr-09 | 6.01 | 8.86 | 8.09 |
Mar-09 | 7.14 | 7.15 | 2.51 |
Feb-09 | 5.21 | 5.32 | 7.70 |
Jan-09 | 4.95 | 9.77 | 6.42 |
Dec-08 | 0.36 | 4.08 | 3.41 |
Nov-08 | 7.78 | 0.75 | 2.04 |
Oct-08 | 14.00 | 23.83 | 10.71 |
Sep-08 | 11.20 | 13.87 | 13.02 |
Aug-08 | 3.22 | 2.27 | 4.15 |
Jul-08 | 5.26 | 0.78 | 3.80 |
Jun-08 | 7.64 | 5.98 | 7.06 |
May-08 | 2.07 | 3.53 | 0.56 |
Apr-08 | 4.57 | 10.57 | 6.76 |
Mar-08 | 4.67 | 7.92 | 3.10 |
Feb-08 | 0.39 | 0.08 | 0.08 |
Jan-08 | 11.28 | 11.21 | 8.94 |
Dec-07 | 2.62 | 2.38 | 0.38 |
Nov-07 | 2.74 | 6.31 | 4.30 |
Oct-07 | 3.01 | 0.29 | 3.94 |
a. | Compute and compare each indexs monthly average return and standard deviation. |
b. | Compute the correlation between (1) All Ordinaries and Nikkei 225, (2) All Ordinaries and FTSE 100, and (3) Nikkei 225 and FTSE 100, and compare them. |
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