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Here are closing share prices (adjusted to include dividends) of 5 companies with past12 months of data and adjusted closing prices for the ASX200 index.
Here are closing share prices (adjusted to include dividends) of 5 companies with past12 months of data and adjusted closing prices for the ASX200 index. Calculate, present and discuss the main summary statistics of monthly returns for each REIT and the overall market index. How does the risk and return characteristics of each REIT compare to the overall market index? Show your analysis process.
Date | AXJO | GMG | CHC | DXS | MGR | SGP |
2019/10/1 | 6663.400 | 14.093 | 10.923 | 11.419 | 3.108 | 4.611 |
2019/11/1 | 6846.000 | 14.514 | 10.449 | 11.667 | 3.263 | 4.762 |
2019/12/1 | 6684.100 | 13.094 | 10.710 | 11.161 | 3.079 | 4.357 |
2020/1/1 | 7017.200 | 14.744 | 12.623 | 12.414 | 3.355 | 4.773 |
2020/2/1 | 6441.200 | 14.833 | 12.250 | 11.867 | 3.000 | 4.569 |
2020/3/1 | 5076.800 | 11.981 | 6.733 | 8.871 | 2.062 | 2.454 |
2020/4/1 | 5522.400 | 13.021 | 7.509 | 8.939 | 2.210 | 2.794 |
2020/5/1 | 5755.700 | 15.219 | 9.511 | 8.783 | 2.319 | 3.463 |
2020/6/1 | 5897.900 | 14.704 | 9.511 | 8.978 | 2.141 | 3.211 |
2020/7/1 | 5927.800 | 16.930 | 10.520 | 8.510 | 2.090 | 3.190 |
2020/8/1 | 6060.500 | 18.310 | 12.510 | 8.830 | 2.110 | 3.960 |
2020/9/1 | 5815.900 | 17.940 | 12.430 | 8.890 | 2.180 | 3.780 |
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