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Group 3 2809 1. Based on your group number, determine the company for your analysis based on the stock code of the Hong Kong Stock

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Group 3 2809 1. Based on your group number, determine the company for your analysis based on the stock code of the Hong Kong Stock Exchange. Class Lo1 Class LO2 Class L03 Class 104 Class LOS Class L06 Class 107 Class 108 Class 109 Group 1 1 9 17 123 700 1810 2333 2342 2800 Group 2 2 10 18 119 3690 2269 2382 2348 2801 3 11 19 535 9988 2381 288 2388 Group 4 4 12 20 813 1299 2020 981 2618 2819 Group 5 5 13 22 845 2331 388 368 2688 Group 6 6 14 23 1233 175 669 517 2728 2823 Group 7 7 15 25 1211 291 560 2882 2828 Group 8 8 16 26 3968 941 2343 3300 2838 Study Period From 2-Jan-20 2-Jan-19 2-Jan-18 2-Jan-17 2-Jan-20 2-Jan-19 2-Jan-18 2-Jan-17 2-Jan-20 Study Period To 31-Dec-20 31-Dec-19 31-Dec-18 31-Dec-17 31-Dec-20 31-Dec-19 31-Dec-18 31-Dec-17 31-Dec-20 2822 1813 2328 2. Please note the study period as prescribed in each group. Download daily trading data for that company in the study period. Present the data as an Appendix in your report. 3. Download daily trading data for the Hang Seng Index in the study period. Present the data as an Appendix in your report. 4. Find the risk free rate such as deposit rate, HK fund bills etc. that you choose. Present the finding and cite the source. (1 mark) 5. Calculate the standard deviation (os) of the stock in the study period. (2 marks) 6. Calculate the standard deviation (om) of the market (use the Hang Seng Index) in the study period. (2 marks) 7. Calculate the Beta (B) for that company. List out the formulae that are used (1 mark). Show the steps for the calculation of Beta. You need to capture the screen to show the steps of calculation and present the formulae you input in the cells of EXCEL. (5 marks) 8. Calculate the expected return of that company. (1 mark) 9. Calculate the actual return for holding the stock in the study period. (1 mark) 10. Check if the expected return is the same as the actual return. Comment on the difference if any. (2 marks) Group 3 2809 1. Based on your group number, determine the company for your analysis based on the stock code of the Hong Kong Stock Exchange. Class Lo1 Class LO2 Class L03 Class 104 Class LOS Class L06 Class 107 Class 108 Class 109 Group 1 1 9 17 123 700 1810 2333 2342 2800 Group 2 2 10 18 119 3690 2269 2382 2348 2801 3 11 19 535 9988 2381 288 2388 Group 4 4 12 20 813 1299 2020 981 2618 2819 Group 5 5 13 22 845 2331 388 368 2688 Group 6 6 14 23 1233 175 669 517 2728 2823 Group 7 7 15 25 1211 291 560 2882 2828 Group 8 8 16 26 3968 941 2343 3300 2838 Study Period From 2-Jan-20 2-Jan-19 2-Jan-18 2-Jan-17 2-Jan-20 2-Jan-19 2-Jan-18 2-Jan-17 2-Jan-20 Study Period To 31-Dec-20 31-Dec-19 31-Dec-18 31-Dec-17 31-Dec-20 31-Dec-19 31-Dec-18 31-Dec-17 31-Dec-20 2822 1813 2328 2. Please note the study period as prescribed in each group. Download daily trading data for that company in the study period. Present the data as an Appendix in your report. 3. Download daily trading data for the Hang Seng Index in the study period. Present the data as an Appendix in your report. 4. Find the risk free rate such as deposit rate, HK fund bills etc. that you choose. Present the finding and cite the source. (1 mark) 5. Calculate the standard deviation (os) of the stock in the study period. (2 marks) 6. Calculate the standard deviation (om) of the market (use the Hang Seng Index) in the study period. (2 marks) 7. Calculate the Beta (B) for that company. List out the formulae that are used (1 mark). Show the steps for the calculation of Beta. You need to capture the screen to show the steps of calculation and present the formulae you input in the cells of EXCEL. (5 marks) 8. Calculate the expected return of that company. (1 mark) 9. Calculate the actual return for holding the stock in the study period. (1 mark) 10. Check if the expected return is the same as the actual return. Comment on the difference if any. (2 marks)

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