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Given data as attached picture, would you please tell me how to calculate / answer each of the following on excel spreadsheet? if you can

Given data as attached picture, would you please tell me how to calculate/answer each of the following on excel spreadsheet? if you can attached the picture of the spreadsheet with formula text that would be best.


a) ?alpha of each stocks

b) ?which stocks were underperformers, regardless of market movement (i.e. ?stock would be down in a flat market)

c)Which stock(s) ?had their proportion of systematic risk greater than 50%?

d) ?Which stock(s) ?were less sensitive to the movements of the market then a typical stock?

e) ?sharpe ratio of each stock

f)Which stock(s) ?had statistically significant over/underperformance outside of market movements during this period?

g) ?Which stock(s) ?had their proportion of unsystematic risk to total risk greater than 80%?

h)Assume the risk-free rate continues around 20 ?basis points a month, the market?s mean return will be 80 ?basis points. You have analyzed these stocks and forecast that they will outperform by 25 ?basis points per month in a flat market environment going forward. It is your practice to keep historical standard deviations and correlation coefficients constant in your forecasts. Which stock would have the highest expected Sharpe ratio of these five stocks?

image

A B C D E F G H J Alphabet DISH S&P 500- CarMax- CIA- Network- Date Rf SMB HML Monthly Monthly Netflix Monthly Under Armour CI A- Monthly Monthly Returns Returns Returns Monthly Returns Returns 1 Returns 2 12/31/19 0.0008 0.7200 1.7900 3 4 11/29/19 10/31/19 6 0.0009 0.8000 -2.0200 0.0009 0.2800 -1.9300 5 09/30/19 0.0010 -0.9700 6.8300 08/30/19 0.0011 -2.3200 -4.9500 0.0199 7 07/31/19 0.0012 -1.9400 0.4200 0.0476 0.0171 0.0107 0.0333 0.0380 0.0283 0.1113 -0.0380 -0.1006 -0.1405 -0.0022 0.0948 0.1448 0.0719 0.0952 0.1027 0.0091 0.0739 -0.0675 0.0564 0.0493 0.0829 0.0152 -0.0890 0.0801 -0.0108 0.0170 -0.0089 -0.0905 0.1131 0.0645 0.1955 -0.1185 -0.1207 -0.1603

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