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I've calculated the Mean return, variance of returns, covariance and correlation coefficient for 3 stocks and also S&P500 Company A Company B Company C S&P500
I've calculated the Mean return, variance of returns, covariance and correlation coefficient for 3 stocks and also S&P500
Company A | Company B | Company C | S&P500 | |
Geometric Mean Return | 0.688% | 0.301% | -0.002% | 0.163% |
Variance of Returns | 0.0017 | 0.004 | 0.0010 | 0.0001 |
A vs B | B vs C | C vs A | S&P vs A | S&P VS B | S&P vs C | |
Covariance | 0.0003008 | -0.000030 | 0.0004271 | 0.0000878 | 0.0000095 | 0.0000874 |
Correlation Coefficient | 0.3636 | -0.0469 | 0.3323 | 0.2651 | 0.0572 | 0.3399 |
Based on the above calculations, compare the results and discuss the risk return characteristics and performance of the stocks and the index.
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