Question
If you must recommend one stock, which stock would you recommend to your client based on the risk-return analysis and why? AEP IDA PNY Mean
If you must recommend one stock, which stock would you recommend to your client based on the risk-return analysis and why?
AEPIDAPNY
Mean return (arithmetic)0.0035230.0038940.004019
Mean return (geometric)0.0032930.0036120.003579
Standard deviation0.0214340.0238120.031165
Beta0.4240630.6610100.587168
Coefficient of variation6.0845746.1150887.753798
Treynor ratio0.0073310.0052650.006140
Sharpe ratio0.1450440.1461520.115691
Jensen's alpha0.0020710.0018620.002168
Correlation coefficients
AEPIDAPNYS&P500
AEP1
IDA0.7506661
PNY0.3956630.4257091
S&P5000.3780050.5303730.3599741
Covariances
AEPIDAPNYS&P500
AEP0.000459
IDA0.0003830.000567
PNY0.0002640.0003160.000971
S&P5000.0001550.0002410.0002140.000365
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Succeeding in Business with Microsoft Excel 2013 A Problem Solving Approach
Authors: Debra Gross, Frank Akaiwa, Karleen Nordquist
1st edition
978-1285099149, 9781285963969, 1285099141, 1285963962, 978-1285715346
