Question
in. the sample of 50 retirement funds was selected, and information on the funds and past performance history was recorded. For each of the 50
in. the sample of 50 retirement funds was selected, and information on the funds and past performance history was recorded. For each of the 50 funds, data were collected on 13 variables as below.
PROVIDE DETAILS CLEARLY USING EXCEL
Fund Number | Market Cap (Large L/ Med-cap M/ Small S) | Type Growth G; Value V | Assets | Turnover Ratio | Beta | SD | Risk (Low L; Average A; High H) | 1Yr Return% | 3 Yr Return % | 5 Yr Return % | 10 Yr Return % | Expense Ratio | Star Rating |
1 | L | G | 309.90 | 12.21 | 1.15 | 18.72 | L | 28.99 | 24.26 | 11.06 | 8.97 | 1.22 | 4 |
2 | L | G | 23.30 | 0.00 | 2.19 | 35.72 | H | 33.40 | 22.72 | -4.89 | 0.02 | 1.90 | 2 |
3 | L | G | 141.50 | 147.00 | 2.24 | 36.69 | H | 33.98 | 21.91 | 1.53 | 12.55 | 1.92 | 2 |
4 | L | G | 118.50 | 5.00 | 2.24 | 36.63 | H | 33.78 | 21.89 | 1.57 | 12.69 | 1.73 | 2 |
5 | L | G | 575.30 | 121.00 | 0.89 | 14.56 | L | 21.62 | 16.47 | 9.40 | 10.30 | 1.41 | 5 |
6 | L | G | 1945.20 | 19.00 | 1.10 | 18.53 | L | 22.87 | 16.10 | 6.33 | 10.41 | 1.52 | 5 |
7 | L | G | 98.70 | 111.00 | 1.13 | 17.98 | L | 17.41 | 13.44 | 3.58 | 6.03 | 0.88 | 4 |
8 | L | G | 605.40 | 279.00 | 1.08 | 17.19 | L | 16.54 | 13.30 | 4.05 | 9.69 | 0.93 | 5 |
9 | L | G | 66.50 | 94.00 | 1.06 | 16.71 | L | 15.72 | 13.16 | 2.85 | 5.69 | 1.04 | 4 |
10 | L | G | 796.81 | 74.00 | 1.14 | 17.93 | L | 14.50 | 12.59 | -0.33 | 6.77 | 0.81 | 3 |
11 | L | G | 470.20 | 36.00 | 1.09 | 17.88 | L | 17.14 | 12.45 | 4.70 | 9.88 | 1.27 | 5 |
12 | L | G | 15.10 | 58.00 | 1.15 | 18.60 | L | 15.23 | 12.39 | 5.85 | 7.44 | 1.18 | 5 |
13 | L | G | 1132.70 | 229.00 | 1.10 | 17.38 | L | 18.62 | 12.16 | 2.51 | 8.73 | 0.90 | 4 |
14 | L | G | 4758.60 | 169.00 | 1.04 | 16.78 | L | 22.45 | 12.15 | 2.74 | 9.53 | 0.96 | 5 |
15 | L | G | 2005.70 | 75.00 | 1.04 | 16.22 | L | 15.66 | 12.14 | 3.40 | 9.44 | 1.00 | 4 |
16 | L | G | 56.50 | 586.00 | 1.13 | 18.24 | L | 13.75 | 11.97 | 4.75 | 3.99 | 1.51 | 4 |
17 | L | G | 87.50 | 73.00 | 0.98 | 15.26 | L | 14.62 | 11.84 | 1.75 | 8.46 | 0.91 | 4 |
18 | L | G | 469.10 | 19.62 | 1.31 | 20.93 | A | 26.06 | 11.80 | 6.37 | 7.41 | 0.94 | 4 |
19 | L | G | 46.60 | 5.00 | 1.10 | 17.87 | L | 15.72 | 11.44 | 3.93 | 9.37 | 1.73 | 4 |
20 | L | G | 467.40 | 22.00 | 1.19 | 18.70 | L | 11.86 | 11.29 | 4.34 | 8.62 | 0.93 | 4 |
21 | L | G | 125.80 | 15.00 | 1.05 | 17.05 | L | 18.64 | 11.21 | 1.59 | 4.80 | 1.55 | 3 |
22 | L | G | 958.30 | 55.00 | 1.14 | 18.41 | L | 15.71 | 11.13 | -0.12 | 10.32 | 1.00 | 4 |
23 | L | G | 11305.10 | 95.00 | 1.16 | 18.40 | L | 17.77 | 11.07 | 4.05 | 7.10 | 0.90 | 4 |
24 | L | G | 138.30 | 32.00 | 1.10 | 18.62 | L | 15.36 | 11.07 | 1.96 | 8.11 | 0.96 | 3 |
25 | L | G | 484.10 | 13.00 | 1.15 | 18.09 | L | 17.33 | 11.04 | 3.54 | 6.31 | 0.59 | 4 |
26 | L | G | 2.30 | 15.00 | 1.08 | 16.84 | L | 21.08 | 10.90 | 3.79 | 6.81 | 0.63 | 4 |
27 | L | G | 44.90 | 19.00 | 0.92 | 14.42 | L | 18.12 | 10.86 | 2.85 | 1.38 | 1.10 | 4 |
28 | L | G | 46.80 | 102.20 | 1.07 | 19.30 | A | 9.16 | 10.83 | 0.48 | 1.76 | 1.71 | 3 |
29 | L | G | 280.40 | 27.99 | 1.13 | 17.83 | L | 22.02 | 10.68 | 9.03 | 8.99 | 1.16 | 5 |
30 | L | G | 1310.60 | 64.00 | 1.08 | 16.94 | L | 16.63 | 10.67 | 1.52 | 8.60 | 0.88 | 4 |
31 | L | G | 123.80 | 11.00 | 1.11 | 17.59 | L | 13.08 | 10.62 | 1.93 | 7.97 | 1.47 | 3 |
32 | L | G | 358.20 | 46.00 | 1.07 | 17.21 | L | 12.49 | 10.56 | 2.44 | 7.48 | 1.32 | 4 |
33 | L | G | 533.80 | 51.17 | 1.11 | 17.14 | L | 17.72 | 10.54 | 0.89 | 6.11 | 1.03 | 3 |
34 | L | G | 163.40 | 79.00 | 1.01 | 15.70 | L | 13.42 | 10.52 | 2.80 | 3.06 | 0.47 | 4 |
35 | L | G | 6190.00 | 13.00 | 1.10 | 17.40 | L | 14.18 | 10.43 | 1.21 | 5.94 | 0.99 | 3 |
36 | L | G | 13.30 | 4.00 | 0.97 | 16.74 | L | 16.99 | 10.35 | -0.42 | 3.80 | 4.16 | 2 |
37 | L | G | 101.00 | 38.00 | 1.10 | 17.28 | L | 13.12 | 10.11 | 0.72 | 6.36 | 1.41 | 3 |
38 | L | G | 1841.30 | 17.00 | 1.09 | 17.32 | L | 14.74 | 10.07 | 1.63 | 5.76 | 1.00 | 3 |
39 | L | G | 2437.10 | 21.00 | 1.14 | 17.63 | L | 17.93 | 10.06 | 0.04 | 6.81 | 0.73 | 3 |
40 | L | G | 71.70 | 3.58 | 0.99 | 15.35 | L | 12.27 | 10.02 | 2.42 | 6.42 | 1.00 | 4 |
41 | L | G | 5287.50 | 149.00 | 1.24 | 20.15 | A | 11.29 | 10.01 | 3.13 | 9.93 | 0.91 | 4 |
42 | L | G | 19.40 | 56.00 | 0.96 | 15.82 | L | 10.75 | 10.00 | -1.50 | -1.50 | 1.96 | 4 |
43 | L | G | 613.40 | 65.00 | 1.13 | 17.92 | L | 12.57 | 9.95 | -0.34 | 6.79 | 1.33 | 3 |
44 | L | G | 104.60 | 185.00 | 1.13 | 17.62 | L | 17.67 | 9.92 | 1.59 | 6.68 | 1.30 | 3 |
45 | L | G | 170.90 | 99.00 | 1.25 | 19.80 | A | 13.60 | 9.92 | 12.33 | 10.25 | 1.55 | 5 |
46 | L | G | 66.60 | 11.00 | 0.96 | 15.24 | L | 12.18 | 9.75 | 3.68 | 6.86 | 1.34 | 4 |
47 | L | G | 4.20 | 23.00 | 1.10 | 17.48 | L | 18.31 | 9.74 | 1.60 | 5.43 | 1.51 | 3 |
48 | L | G | 5.70 | 81.00 | 1.06 | 16.80 | L | 17.07 | 9.69 | 1.99 | 8.09 | 1.11 | 4 |
49 | L | G | 22.40 | 52.56 | 1.10 | 17.50 | L | 14.88 | 9.67 | 2.49 | 7.71 | 1.63 | 4 |
50 | L | G | 66.50 | 83.00 | 1.14 | 17.93 | L | 15.13 | 9.65 | 0.12 | 7.07 | 1.06 | 3 |
PROVIDE DETAILS CLEARLY USING EXCEL
Q1a) Properly selected graphical displays, visualizing all these numbers and infer
Q1b) Infer based on the contingency table using fund type and risk
Q1c) What conclusion could you make after constructing histogram and frequency polygons of the one-year return with other growth funds?
Q1d) Analyze the differences in return in the past 3 years, in the past 5 years and the past 10 years to see how the growth funds, the value funds and the small, mid-cap and large market cap funds performed. (use descriptive statistics)
Q1e) Construct a correlation table among numerical variables and conclude.
Q1f) Fit a simple linear regression model, suitably defining the dependent and independent variable.
Q2) Based on the above analysis, write a managerial report.
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