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Hi, I am hoping to receive help filling in the final two columns of the attached excel spreadsheet with the labeled information for each column.
Hi, I am hoping to receive help filling in the final two columns of the attached excel spreadsheet with the labeled information for each column. Its referencing the website:http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
Thanks
Robby
Publicly Traded Firm Bank of America Wells Fargo Corp Suntrust Bank Colony Capital Inc Citizens Financial Group Ebay Inc Yahoo Inc General Motors American Airlines Group Delta Airlines Inc Microsoft Corp Citigroup Inc Ticker BAC WFC STI CLNY CFG EBAY YHOO GM AAL DAL MSFT C Mean monthly Mean monthly Standard deviation of Beta relative to arithmetic return geometric return return market 7.70% 6.57% 1.86 0.896 5.43% 4.40% 1.13 0.875 8.58% 8.06% 1.55 1.103 3.99% 5.65% 1.33 0.588 1.84% 4.19% 2 1.141 14.16% 23.30% 3.13 1.078 23.21% 16.33% 2.3 2.017 16.29% 13.72% 1.49 1.439 19.03% 17.86% 1.51 3.85 13.30% 12.97% 1.29 1.283 18.93% 14.64% 2.36 1.073 7.28% 6.59% 1.74 1.447 Idiosyncratic volatility 0.018 0.016 -0.003 0.007 -0.029 -0.110 -0.097 -0.035 -0.497 -0.033 0.032 -0.023 Sharpe Ratio -1.656 -2.726 -1.987 -2.316 -1.540 -0.984 -1.339 -2.067 -2.040 -2.388 -1.305 -1.770 Jensens Beta relative to four Alpha factor model 0.5689 0.2577 0.3931 0.1001 0.4405 0.8297 0.4072 0.3603 0.2233 0.3093 0.6306 0.3436 Four factor alphaStep by Step Solution
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