Question
Monthly Return Data date AEPI DGSE EGAS JJSF PLXS RMCF Risk-free Rate 31-Jan-11 2.90% 6.71% -11.96% 3.27% -12.61% 5.83% 0.00% 28-Feb-11 2.27% 1.41% 3.53% -5.71%
| Monthly Return Data | |||||||
| date | AEPI | DGSE | EGAS | JJSF | PLXS | RMCF | Risk-free Rate |
| 31-Jan-11 | 2.90% | 6.71% | -11.96% | 3.27% | -12.61% | 5.83% | 0.00% |
| 28-Feb-11 | 2.27% | 1.41% | 3.53% | -5.71% | 16.24% | 1.83% | 0.00% |
| 31-Mar-11 | 7.24% | 5.84% | 7.32% | 22.37% | 11.55% | 0.87% | 0.00% |
| 29-Apr-11 | -3.88% | 2.05% | 7.97% | 13.73% | 4.08% | 1.43% | 0.00% |
| 31-May-11 | 2.80% | 1.22% | 1.38% | -0.86% | 2.16% | -0.37% | 0.00% |
| 30-Jun-11 | 0.83% | -4.92% | -3.01% | 23.48% | -6.63% | -5.00% | 0.00% |
| 29-Jul-11 | -2.81% | -7.23% | 3.69% | 24.79% | -15.23% | -7.68% | 0.00% |
| 31-Aug-11 | -1.39% | 0.41% | -2.09% | -3.27% | -9.93% | -2.14% | 0.00% |
| 30-Sep-11 | 0.50% | -18.35% | -4.83% | -5.48% | -14.90% | -3.54% | 0.00% |
| 31-Oct-11 | 0.50% | 21.76% | 7.28% | 2.96% | 13.62% | 0.59% | 0.00% |
| 30-Nov-11 | -0.50% | -9.91% | 0.64% | -7.07% | 5.64% | 2.34% | 0.00% |
| 30-Dec-11 | 5.18% | 15.61% | 2.95% | -3.61% | 0.85% | -1.39% | 0.00% |
| 31-Jan-12 | -1.97% | 17.37% | -4.22% | -2.68% | 32.29% | 1.41% | 0.01% |
| 29-Feb-12 | 0.50% | 5.60% | -1.69% | 8.12% | -4.20% | 9.58% | 0.01% |
| 30-Mar-12 | 4.88% | -0.23% | 4.82% | -4.83% | 0.84% | -1.38% | 0.01% |
| 30-Apr-12 | -1.50% | 0.17% | 6.86% | 2.96% | -7.49% | 3.02% | 0.01% |
| 31-May-12 | -8.44% | -0.98% | -1.77% | -7.07% | -13.50% | 10.59% | 0.01% |
| 29-Jun-12 | -2.73% | 26.12% | 7.55% | -3.61% | 0.71% | 10.15% | 0.00% |
| 31-Jul-12 | 0.94% | 7.88% | -2.22% | -2.68% | 1.84% | 6.35% | 0.00% |
| 31-Aug-12 | -1.23% | 7.17% | -1.19% | 8.12% | 4.07% | 2.21% | 0.01% |
| 28-Sep-12 | 0.05% | 20.34% | 0.63% | -4.83% | 1.34% | 2.18% | 0.00% |
| 31-Oct-12 | 1.27% | 5.51% | -0.10% | -4.83% | -11.16% | -15.92% | 0.00% |
| 30-Nov-12 | -4.55% | -5.37% | 9.83% | -24.65% | -13.97% | -1.64% | 0.00% |
| 31-Dec-12 | -1.52% | -2.10% | 1.82% | -3.66% | 11.45% | 1.93% | 0.00% |
| 31-Jan-13 | 6.27% | 8.69% | 6.68% | 5.52% | -1.09% | 15.06% | 0.00% |
| 28-Feb-13 | 1.17% | 9.55% | 1.57% | 6.74% | -4.55% | 1.98% | 0.00% |
| 28-Mar-13 | 3.07% | 1.81% | 11.31% | -8.27% | -0.21% | 0.12% | 0.00% |
| 30-Apr-13 | 1.72% | 7.37% | -2.43% | -9.27% | 10.94% | -0.61% | 0.00% |
| 31-May-13 | -0.05% | 8.27% | 1.17% | -33.60% | 8.19% | 7.77% | 0.01% |
| 28-Jun-13 | 0.63% | -10.89% | 2.71% | -12.43% | 2.43% | -4.82% | 0.00% |
| 31-Jul-13 | 1.60% | 8.48% | 2.42% | -23.99% | 17.00% | 7.32% | 0.00% |
| 30-Aug-13 | -1.68% | -3.05% | -3.46% | 26.67% | -6.38% | -7.65% | 0.00% |
| 30-Sep-13 | 0.44% | -5.02% | 5.15% | 4.21% | 13.50% | -0.90% | 0.00% |
| 31-Oct-13 | -1.81% | -20.04% | 6.01% | -16.16% | 3.01% | 4.79% | 0.01% |
| 29-Nov-13 | -13.49% | -13.23% | 0.41% | -3.21% | 5.46% | 6.55% | 0.01% |
| 31-Dec-13 | -5.89% | 2.46% | 3.48% | -7.47% | 7.23% | -13.36% | 0.01% |
| 31-Jan-14 | 14.76% | -16.64% | -0.55% | -6.73% | -9.68% | 0.34% | 0.01% |
| 28-Feb-14 | 2.56% | -3.22% | 5.43% | 17.31% | 5.24% | 2.83% | 0.01% |
| 31-Mar-14 | 7.96% | -12.95% | 3.67% | -11.89% | -2.62% | -1.10% | 0.01% |
| 30-Apr-14 | 8.80% | -3.99% | -2.47% | 25.58% | 4.62% | 1.79% | 0.01% |
| 30-May-14 | -3.35% | -10.53% | 0.07% | -25.56% | -0.38% | -2.43% | 0.01% |
| 30-Jun-14 | 0.91% | 9.41% | 0.82% | -27.36% | 3.66% | 14.20% | 0.01% |
| 31-Jul-14 | 22.72% | 16.86% | -4.28% | 6.16% | -9.15% | -2.96% | 0.01% |
| 29-Aug-14 | -12.14% | 3.93% | 5.13% | -5.81% | 4.73% | 2.11% | 0.01% |
| 30-Sep-14 | 5.10% | -10.58% | -0.88% | -6.16% | -10.34% | -3.24% | 0.01% |
| 31-Oct-14 | -3.51% | 21.44% | 10.12% | -16.06% | 11.97% | -3.59% | 0.01% |
| 28-Nov-14 | 1.72% | -2.74% | 1.96% | 17.39% | -5.66% | 5.54% | 0.00% |
| 31-Dec-14 | -3.78% | 30.00% | 3.88% | -9.63% | 5.64% | 3.72% | 0.00% |
| 30-Jan-15 | -11.52% | -13.83% | -9.79% | 23.77% | -8.06% | 3.89% | 0.01% |
| 27-Feb-15 | 3.59% | 1.10% | 3.13% | -7.28% | 6.23% | 12.91% | 0.00% |
| 31-Mar-15 | -0.05% | 8.65% | 5.80% | 6.43% | 1.29% | -8.51% | 0.00% |
| 30-Apr-15 | 1.10% | -8.98% | -2.22% | -12.75% | 5.59% | -8.73% | 0.01% |
| 29-May-15 | -0.70% | -0.14% | 3.33% | -69.23% | 5.64% | 3.76% | 0.01% |
| 30-Jun-15 | 3.00% | 10.33% | 3.00% | 11.68% | -3.52% | 0.46% | 0.01% |
| 31-Jul-15 | -1.31% | -12.41% | 6.95% | -14.93% | -13.08% | -1.44% | 0.01% |
| 31-Aug-15 | -11.17% | 12.62% | -3.72% | -29.82% | -0.18% | -6.86% | 0.00% |
| 30-Sep-15 | 0.34% | 5.29% | 0.05% | 31.23% | 1.34% | -6.02% | 0.01% |
| 30-Oct-15 | 0.17% | 39.54% | 8.03% | 2.86% | -10.26% | -1.42% | 0.02% |
| 30-Nov-15 | -0.91% | 13.98% | -4.98% | 2.11% | 7.45% | -0.09% | 0.01% |
| 31-Dec-15 | -13.22% | -15.39% | 0.33% | -10.23% | -6.13% | -1.92% | 0.00% |
| Common Statisitics for Monthly Returns | ||||||
| AEPI | DGSE | EGAS | JJSF | PLXS | RMCF | |
| Average (mean) monthly | ||||||
| Average (mean) annualized | ||||||
| Variance monthly | ||||||
| Standard Deviation monthly | ||||||
| Standard Deviation annualized | ||||||
| CORRELATION MATRIX | ||||||
| COVARIANCE MATRIX | ||||||
1. Please fill the Common statistics Table using the returns provided in the spreadshet titled as "Return Data". 2. Please make the correlation matrix. 3. Please find out which pair of two stocks has the strongest correlation and which pair of two stocks has the weakest correlation based on the correlation matrix table. 4. Please make the Covariance Matrix Table. 5. Briefly discuss the difference between correlation coefficient and covariance. Use an example to illustrate.
Please use Excel form
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Essentials Of Corporate Financial Management
Authors: Glen Arnold
1st Edition
1405847042, 978-1405847049
