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Using yahoo financial and the following companies: BIG, DLTR , DG 1 . Comment and compare the dispersion of the three
Using yahoo financial and the following companies: "BIG", DLTRDG
Comment and compare the dispersion of the three companies and the portfolio based on the Range and Interquartile Range measures. Your response should include: interpretation of each measure and distinction between the two measures.
Comment and compare the dispersion of the three companies and the portfolio based on the Standard Deviation and Absolute Deviation measures. Your response should include: interpretation of each measure and distinction between the two measures.
Calculate, interpret and compare the coefficient of variation of the three companies and the portfolio. In this answer you should include the section of your R code that allows you to do the computation.
Comment and compare the dispersion of the three companies and the portfolio based on the SemiDeviation and Downside Deviation measures. Your response should include: interpretation of each measure and distinction between the two measures.
Select which of the measures calculated above best measures risk. Justify your selection.
Interpret the results of the graph that presents the Annualized Return versus Annualized Risk of the three companies.
Comment and compare the linear relationship between each of the three companies versus the portfolio based on the Covariance and Correlation measures. Your response should include: interpretation of each measure and distinction between the two measures.
Calculate and interpret the linear relationship between the companies using the correlation coefficient. Here you need to calculate the correlation between company pairs. For example: company vs company company vs company etc. In this answer you should include the section of your R code that allows you to do the computation.
Discuss and compare the correlation results in questions and above.
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