Two companies are twitter and facebook

Part II. Problems Problem 4.1 Collect t : data for the two companies you picked for the problems in Chaps. 2 and 3. and uld signals. (1) Conect wala from quarterly financial statements filed with the SEC. balance sheet, Income statement, and cash flow statement. (2) Collect pricing data and calculate forward returns of 1. 3. 6.9. 12 months. (3) Construct quarterly ratlos: price momentum. value. profitability, earnings quality, and management quality: merge with the return data by date and custp. (4) Apply proper treatments to raw signals. (5) Conduct univariate analysis of the raw and treated values. (6) Conduct blvarlate correlation (both Pearson and rank) between signals (treated values), and between signals and forward returns. (1) Any correlations higher than 30 or 40'L? (11) Any return values outside the range of (-50%. +50&)? (7) Conduct OLS regression using returns as the esponse variable and signals as factors for each theme. (1) Check coefficients, 1-value, and R. (1) Do the OLS regression results agree with bivariate results? Do the high- correlation signals cause collinearity Issue? Part II. Problems Problem 4.1 Collect t : data for the two companies you picked for the problems in Chaps. 2 and 3. and uld signals. (1) Conect wala from quarterly financial statements filed with the SEC. balance sheet, Income statement, and cash flow statement. (2) Collect pricing data and calculate forward returns of 1. 3. 6.9. 12 months. (3) Construct quarterly ratlos: price momentum. value. profitability, earnings quality, and management quality: merge with the return data by date and custp. (4) Apply proper treatments to raw signals. (5) Conduct univariate analysis of the raw and treated values. (6) Conduct blvarlate correlation (both Pearson and rank) between signals (treated values), and between signals and forward returns. (1) Any correlations higher than 30 or 40'L? (11) Any return values outside the range of (-50%. +50&)? (7) Conduct OLS regression using returns as the esponse variable and signals as factors for each theme. (1) Check coefficients, 1-value, and R. (1) Do the OLS regression results agree with bivariate results? Do the high- correlation signals cause collinearity Issue