Question
This assignment will require you to analyze time series of monthly returns.Start by retrieving MONTHLY data for the period of 08/01/2015 - 08/31/2019 from Yahoo
This assignment will require you to analyze time series of monthly returns.Start by retrieving MONTHLY data for the period of 08/01/2015 - 08/31/2019 from Yahoo website for
S&P 500 Index (ticker: ^GSPC)
General Electric Company (ticker: GE)
Chevron Corporation (ticker: CVX)
Intel Corporation (ticker: INTC)
Tesla, Inc. (ticker: TSLA)
Instructions for downloading the data from Yahoo! Website (https://finance.yahoo.com/):To obtain the monthly data for each company, on Yahoo! Finance website, enter the ticker symbol under Quote Lookup. Then, click on "Historical Data". Enter "Time Period" as given above.For "Frequency", make sure Monthly is selected and then click on "Apply". Click on "Download Data".
Saving your final file:
Keep only Date and Adj Close columns for each company. Put all five sets of data in one excel file to do further analysis.
Very important: Save your final file as a .xls or .xlsx file before you start the computations. Comma delimited (.csv) files do not retain the formulae and cell references after closing the file. You will receive a grade of zero if your file does not contain cell references and formulae that show how you arrived at the various answers.
Calculating Returns:
Use the 'Adj Close' column to obtain returns for each period. Remember that the Adjusted Close column has already adjusted the prices for dividends and stock splits so you do not have to adjust for it again. Just use the adjusted close column to obtain the return R for each month t as: Rt = Adj Closet/Adj Closet-1 - 1
A. Calculate the monthly returns for 08/01/2015 - 08/31/2019period for
(i) S&P 500
(ii) GE
(iii) Chevron
(iv) Intel
(v) Tesla
(v) Tesla
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