Question
The following are the descriptive statistics of daily stock prices and stock returns of Tech Mahindra stock over the period from 1-Jan-2011 to 9-Sep-2022. TechM
The following are the descriptive statistics of daily stock prices and stock returns of Tech Mahindra stock over the period from 1-Jan-2011 to 9-Sep-2022.
|
| TechM price | TechM Returns |
| nobs | 2880.000 | 2880.00 |
| Minimum | 108.782 | -16.804% |
| Maximum | 1780.188 | 10.446% |
| 1. Quartile | 331.897 | -0.999% |
| 3. Quartile | 658.883 | 1.153% |
| Mean | 533.702 | 0.072% |
| Median | 451.197 | 0.075% |
| Stdev | 344.990 | 1.943% |
| Skewness | 1.285 | -0.471 |
| Kurtosis | 1.548 | 5.884 |
Based on the above table, provide important observations relating to (a) Coefficient of variation (b) Inter quartile range (c) coefficient of skewness and (d) coefficient of kurtosis for both the stock price and the returns. Your answer to each point should be in the form of bullet points just highlighting the core observations. Lengthy paragraphs will result in penalization of marks.
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Monetary Policy And Public Finance
Authors: G. C. Hockley
1st Edition
1138704792, 978-1138704794
