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There are 23 stocks' daily returns from January 4th, 2016 to December 28th, 2017 from Yahoo Finance. Compute the value of the mew1 (for IBM)
There are 23 stocks' daily returns from January 4th, 2016 to December 28th, 2017 from Yahoo Finance.
Compute the value of the mew1 (for IBM) when alpha = 0.9.
| date | IBM |
| 42373 | -0.00073576783013074 |
| 42374 | -0.00501814885127416 |
| 42375 | -0.0172372851183864 |
| 42376 | -0.00930095329874181 |
| 42377 | 0.0120819323715117 |
| 42380 | -0.00248000611023702 |
| 42381 | -0.0131027419259197 |
| 42382 | 0.0131780571188899 |
| 42383 | -0.0219070513111718 |
| 42384 | -0.0148759090427512 |
| 42388 | -0.0500164248036423 |
| 42389 | 0.00857956019295969 |
| 42390 | -0.00334138003715533 |
| 42391 | -0.00343444744982512 |
| 42394 | 0.00416884169912279 |
| 42395 | -0.0133855193717007 |
| 42396 | 0.0103628045921428 |
| 42397 | 0.020809622401785 |
| 42398 | 0.000320494475039012 |
| 42401 | -0.0152563749939647 |
| 42402 | 0.0143747831996892 |
| 42403 | 0.0232209211040368 |
| 42404 | 0.00718140442182768 |
| 42405 | -0.0124439398839202 |
| 42408 | -0.0231837001839414 |
| 42409 | -0.0317720757174857 |
| 42410 | -0.0196612278430832 |
| 42411 | 0.0267084606094369 |
| 42412 | 0.013947202512492 |
| 42416 | 0.0270069513138944 |
| 42417 | 0.0491299618069218 |
| 42418 | 0.00474527223207843 |
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Case Studies in Finance Managing for Corporate Value Creation
Authors: Robert F. Bruner, Kenneth Eades, Michael Schill
7th edition
007786171X, 77861711, 978-0077861711
