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-Monthly returns, Average Monthly returns , and Standard Deviations for Colgate- Palmolive Stock, the three-month Treasury bill, and the S&P 500 for this period -Beta
-Monthly returns, Average Monthly returns , and Standard Deviations for Colgate- Palmolive Stock, the three-month Treasury bill, and the S&P 500 for this period
-Beta motivation, Jenses’s alpha measure, Plot respect to the SML, financial interpretation of the residual
-Beta Market Model for CL (36 months), Monthly return plot against index and fitted line
No. 1 123 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 Date Mar-16 Apr-16 May-16 Jun-16 Jul-16 Aug-16 Sep-16 Oct-16 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 May-17 Jun-17 Jul-17 Aug-17 Sep-17 Oct-17 Nov-17 Dec-17 Jan-18 Feb-18 Mar-18 Apr-18 May-18 Jun-18 Jul-18 Aug-18 Adj Close (USD) CL 62.88 63.12 63.01 Monthly Return (USD) 2,059.74 0.38% 2,065.30 0.27% -0.17% 2,096.95 1.53% 3.95% 2,098.86 0.09% 65.5 66.6 1.68% 2,173.60 3.56% 66.87 0.41% 2,170.95 -0.12% 66.69 -0.27% 2,168.27 -0.12% 64.19 -3.75% 2,126.15 -1.94% 59 -8.09% 2,198.81 3.42% 59.19 0.32% 2,238.83 1.82% 58.41 -1.32% 2,278.87 1.79% 66.39 13.66% 2,363.64 66.58 0.29% 2,362.72 65.53 -1.58% 2,384.20 69.84 6.58% 2,411.80 67.8 -2.92% 2,423.41 66.04 -2.60% 2,470.30 65.89 -0.23% 2,471.65 67 1.68% 2,519.36 64.79 -3.30% 2,575.26 67 69.77 68.65 64.11 66.63 60.64 58.99 60.6 62.66 62.49 S&P 500 Adj Close Monthly Return 3.41% 2,647.58 4.13% 2,673.61 -1.61% 2,823.81 -6.61% 2,713.83 3.93% 2,640.87 -8.99 % 2,648.05 -2.72% 2,705.27 2.73% 2,718.37 3.40% 2,816.29 -0.27% 2,901.52 3.72% -0.04% 0.91% 1.16% 0.48% 1.93% 0.05% 1.93% 2.22% 2.81% 0.98% 5.62% -3.89% -2.69% 0.27% 2.16% 0.48% 3.60% 3.03% 3-Month T-bill: Secondary Market Monthly (%) Return 0.04 0.06 0.09 0.08 0.09 0.1 0.11 0.09 0.16 0.14 0.09 0.11 1.25 1.52 1.52 1.56 1.51 1.84 1.95 2.04 2.08 2.3 2.38 2.35 2.4 2.36 2.4 2.32 2.29 2.15 0.06% 0.09% 0.08% 0.09% 0.10% 0.11% 0.09% 0.16% 0.14% 0.09% 0.11% 1.25% 1.52% 1.52% 1.56% 1.51% 1.84% 1.95% 2.04% 2.08% 2.30% 2.38% 2.35% 2.40% 2.36% 2.40% 2.32% 2.29% 2.15%
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