Mathematics Assignment 4 Pages
#7024 Topic: Homework Set #3: Chapters 6, 7, & 8 Due Week 6 and worth 100 points Number of Pages: 4 (Double Spaced) Number of sources: 4 Writing Style: APA Type of document: Math Problem Category: Business Order Instructions: Directions: Answer the following questions on a separate document. Explain how you reached the answer or show your work if a mathematical calculation is needed, or both. Submit your assignment using the assignment link above. A. Using the two stocks you selected from Homework #1, identify the Beta for each stock. In your own words, what conclusion can you draw from the stocksβ current and historical beta? If the stock market went up 10% today, what would be the impact on each of your stocks? B. Using the 2014 financial statements from your stocks above and the equations from your textbook, prepare the Historical Average and Standard Deviation for each stock.
Sheet1
| Date | Close | R HD | S&P Index | R SP | ||||||||||
| βMayβ β18β, β2017 | 155.31 | -0.00500 | 2369.92 | 0.00547 | ||||||||||
| βMayβ β17β, β2017 | 156.09 | -0.01371 | 2357.03 | -0.01818 | ||||||||||
| βMayβ β16β, β2017 | 158.26 | 0.00591 | 2400.67 | -0.00069 | ||||||||||
| βMayβ β15β, β2017 | 157.33 | 0.00261 | 2402.32 | 0.00478 | ||||||||||
| βMayβ β12β, β2017 | 156.92 | 0.00461 | 2390.9 | -0.00148 | ||||||||||
| βMayβ β11β, β2017 | 156.2 | -0.01221 | 2394.44 | -0.00216 | ||||||||||
| βMayβ β10β, β2017 | 158.13 | 0.00285 | 2399.63 | 0.00113 | ||||||||||
| βMayβ β09β, β2017 | 157.68 | 0.00504 | 2396.92 | -0.00103 | ||||||||||
| βMayβ β08β, β2017 | 156.89 | 0.00745 | 2399.38 | 0.00004 | ||||||||||
| βMayβ β05β, β2017 | 155.73 | 0.00562 | 2399.29 | 0.00409 | ||||||||||
| βMayβ β04β, β2017 | 154.86 | -0.00090 | 2389.52 | 0.00058 | ||||||||||
| βMayβ β03β, β2017 | 155 | 0.00032 | 2388.13 | -0.00127 | ||||||||||
| βMayβ β02β, β2017 | 154.95 | 0.00480 | 2391.17 | 0.00119 | ||||||||||
| βMayβ β01β, β2017 | 154.21 | -0.01211 | 2388.33 | 0.00173 | ||||||||||
| βAprβ β28β, β2017 | 156.1 | -0.00013 | 2384.2 | -0.00191 | ||||||||||
| βAprβ β27β, β2017 | 156.12 | 0.01232 | 2388.77 | 0.00055 | ||||||||||
| βAprβ β26β, β2017 | 154.22 | 0.00778 | 2387.45 | -0.00049 | ||||||||||
| βAprβ β25β, β2017 | 153.03 | 0.00751 | 2388.61 | 0.00609 | ||||||||||
| βAprβ β24β, β2017 | 151.89 | 0.01260 | 2374.15 | 0.01084 | ||||||||||
| βAprβ β21β, β2017 | 150 | 0.00861 | 2348.69 | -0.00304 | ||||||||||
| βAprβ β20β, β2017 | 148.72 | 0.01019 | 2355.84 | 0.00756 | ||||||||||
| βAprβ β19β, β2017 | 147.22 | -0.00365 | 2338.17 | -0.00172 | ||||||||||
| βAprβ β18β, β2017 | 147.76 | 0.00305 | 2342.19 | -0.00329 | ||||||||||
| βAprβ β17β, β2017 | 147.31 | 0.00959 | 2349.91 | 0.00900 | ||||||||||
| βAprβ β13β, β2017 | 145.91 | -0.00430 | 2328.95 | -0.00681 | ||||||||||
| βAprβ β12β, β2017 | 146.54 | -0.01120 | 2344.93 | -0.00376 | ||||||||||
| βAprβ β11β, β2017 | 148.2 | -0.00007 | 2353.78 | -0.00144 | ||||||||||
| βAprβ β10β, β2017 | 148.21 | 0.00734 | 2357.17 | 0.00069 | ||||||||||
| βAprβ β07β, β2017 | 147.13 | -0.00075 | 2355.54 | -0.00083 | ||||||||||
| βAprβ β06β, β2017 | 147.24 | 0.00409 | 2357.49 | 0.00193 | ||||||||||
| βAprβ β05β, β2017 | 146.64 | 0.00205 | 2352.95 | -0.00305 | ||||||||||
| βAprβ β04β, β2017 | 146.34 | -0.00191 | 2360.16 | 0.00056 | ||||||||||
| βAprβ β03β, β2017 | 146.62 | -0.00143 | 2358.84 | -0.00164 | ||||||||||
| βMarβ β31β, β2017 | 146.83 | -0.00082 | 2362.72 | -0.00226 | ||||||||||
| βMarβ β30β, β2017 | 146.95 | -0.00061 | 2368.06 | 0.00294 | ||||||||||
| βMarβ β29β, β2017 | 147.04 | -0.00109 | 2361.13 | 0.00109 | ||||||||||
| βMarβ β28β, β2017 | 147.2 | 0.00225 | 2358.57 | 0.00725 | ||||||||||
| βMarβ β27β, β2017 | 146.87 | -0.00569 | 2341.59 | -0.00102 | ||||||||||
| βMarβ β24β, β2017 | 147.71 | -0.00189 | 2343.98 | -0.00084 | ||||||||||
| βMarβ β23β, β2017 | 147.99 | 0.00428 | 2345.96 | -0.00106 | ||||||||||
| βMarβ β22β, β2017 | 147.36 | 0.00512 | 2348.45 | 0.00189 | ||||||||||
| βMarβ β21β, β2017 | 146.61 | -0.00805 | 2344.02 | -0.01241 | ||||||||||
| βMarβ β20β, β2017 | 147.8 | -0.01203 | 2373.47 | -0.00201 | ||||||||||
| βMarβ β17β, β2017 | 149.6 | 0.00585 | 2378.25 | -0.00131 | ||||||||||
| βMarβ β16β, β2017 | 148.73 | 0.00527 | 2381.38 | -0.00163 | ||||||||||
| βMarβ β15β, β2017 | 147.95 | 0.00537 | 2385.26 | 0.00837 | ||||||||||
| βMarβ β14β, β2017 | 147.16 | -0.00183 | 2365.45 | -0.00338 | ||||||||||
| βMarβ β13β, β2017 | 147.43 | 0.00395 | 2373.47 | 0.00037 | ||||||||||
| βMarβ β10β, β2017 | 146.85 | 0.00157 | 2372.6 | 0.00327 | ||||||||||
| βMarβ β09β, β2017 | 146.62 | -0.00204 | 2364.87 | 0.00080 | ||||||||||
| βMarβ β08β, β2017 | 146.92 | 0.00616 | 2362.98 | -0.00228 | ||||||||||
| βMarβ β07β, β2017 | 146.02 | 2368.39 | ||||||||||||
| average | 0.00123 | average | 0.00002 | |||||||||||
| standard deviation | 0.00638 | standard deviation | 0.00480 | |||||||||||
| correlation coefficient | 0.54260 | |||||||||||||
| SUMMARY OUTPUT | ||||||||||||||
| Regression Statistics | ||||||||||||||
| beta | 0.7218407233 | Multiple R | 0.5425960988 | |||||||||||
| R Square | 0.2944105264 | |||||||||||||
| Adjusted R Square | 0.2800107412 | |||||||||||||
| beta | 0.7218407233 | Standard Error | 0.0054139992 | |||||||||||
| Observations | 51 | |||||||||||||
| ANOVA | ||||||||||||||
| df | SS | MS | F | Significance F | ||||||||||
| Regression | 1 | 0.0005992854 | 0.0005992854 | 20.44548046 | 0.00003901 | |||||||||
| Residual | 49 | 0.001436258 | 0.0000293114 | |||||||||||
| Total | 50 | 0.0020355433 | ||||||||||||
| Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | Lower 95.0% | Upper 95.0% | |||||||
| Intercept | 0.0012128165 | 0.0007581212 | 1.599765975 | 0.1160792794 | -0.0003106851 | 0.002736318 | -0.0003106851 | 0.002736318 | ||||||
| R SP | 0.7218407233 | 0.1596403676 | 4.521667884 | 0.00003901 | 0.4010313937 | 1.042650053 | 0.4010313937 | 1.042650053 | ||||||
| RESIDUAL OUTPUT | ||||||||||||||
| Observation | Predicted R HD | Residuals | ||||||||||||
| 1 | 0.0051603805 | -0.0101574976 | ||||||||||||
| 2 | -0.0119089909 | -0.0018026229 | ||||||||||||
| 3 | 0.0007170302 | 0.005194112 | ||||||||||||
| 4 | 0.0046606483 | -0.0020478519 | ||||||||||||
| 5 | 0.0001456291 | 0.004463846 | ||||||||||||
| 6 | -0.0003484048 | -0.0118567429 | ||||||||||||
| 7 | 0.0020289423 | 0.000824939 | ||||||||||||
| 8 | 0.0004727385 | 0.0045626366 | ||||||||||||
| 9 | 0.0012398935 | 0.0062088961 | ||||||||||||
| 10 | 0.0041641974 | 0.0014537801 | ||||||||||||
| 11 | 0.0016329605 | -0.0025361863 | ||||||||||||
| 12 | 0.0002951085 | 0.0000275763 | ||||||||||||
| 13 | 0.0020711684 | 0.0027274828 | ||||||||||||
| 14 | 0.0024632158 | -0.0145708392 | ||||||||||||
| 15 | -0.0001681504 | 0.0000400438 | ||||||||||||
| 16 | 0.0016119158 | 0.0107081464 | ||||||||||||
| 17 | 0.0008622631 | 0.0069139899 | ||||||||||||
| 18 | 0.0056092602 | 0.0018961714 | ||||||||||||
| 19 | 0.0090376315 | 0.0035623685 | ||||||||||||
| 20 | -0.000977978 | 0.0095847558 | ||||||||||||
| 21 | 0.0066679055 | 0.0035209275 | ||||||||||||
| 22 | -0.0000261094 | -0.0036284656 | ||||||||||||
| 23 | -0.0011585979 | 0.0042133804 | ||||||||||||
| 24 | 0.0077092125 | 0.0018857433 | ||||||||||||
| 25 | -0.0037063132 | -0.0005928542 | ||||||||||||
| 26 | -0.0015012394 | -0.0096998402 | ||||||||||||
| 27 | 0.0001746902 | -0.000242162 | ||||||||||||
| 28 | 0.0017123199 | 0.0056281273 | ||||||||||||
| 29 | 0.0006157453 | -0.0013628248 | ||||||||||||
| 30 | 0.0026056029 | 0.0014860501 | ||||||||||||
| 31 | -0.0009923186 | 0.0030423391 | ||||||||||||
| 32 | 0.0016167564 | -0.003526455 | ||||||||||||
| 33 | 0.0000274276 | -0.001457653 | ||||||||||||
| 34 | -0.0004149419 | -0.0004016624 | ||||||||||||
| 35 | 0.0033314445 | -0.0039435228 | ||||||||||||
| 36 | 0.0019963049 | -0.0030832614 | ||||||||||||
| 37 | 0.0064472322 | -0.0042003472 | ||||||||||||
| 38 | 0.0004768036 | -0.0061636224 | ||||||||||||
| 39 | 0.0006035799 | -0.0024955996 | ||||||||||||
| 40 | 0.0004474677 | 0.0038277766 | ||||||||||||
| 41 | 0.0025770345 | 0.0025385783 | ||||||||||||
| 42 | -0.0077437784 | -0.0003076424 | ||||||||||||
| 43 | -0.0002379976 | -0.0117940879 | ||||||||||||
| 44 | 0.000264055 | 0.0055854709 | ||||||||||||
| 45 | 0.0000386292 | 0.0052334222 | ||||||||||||
| 46 | 0.0072580361 | -0.0018897295 | ||||||||||||
| 47 | -0.001226297 | -0.0006050806 | ||||||||||||
| 48 | 0.0014775056 | 0.0024721029 | ||||||||||||
| 49 | 0.0035722818 | -0.0020036009 | ||||||||||||
| 50 | 0.0017901717 | -0.0038320993 | ||||||||||||
| 51 | -0.0004360498 | 0.006599589 |
Sheet2
| Date | Close | R HD | S&P Index | R SP |
| βMayβ β18β, β2017 | 155.31 | -0.00500 | 2369.92 | 0.00547 |
| βMayβ β17β, β2017 | 156.09 | -0.01371 | 2357.03 | -0.01818 |
| βMayβ β16β, β2017 | 158.26 | 0.00591 | 2400.67 | -0.00069 |
| βMayβ β15β, β2017 | 157.33 | 0.00261 | 2402.32 | 0.00478 |
| βMayβ β12β, β2017 | 156.92 | 0.00461 | 2390.9 | -0.00148 |
| βMayβ β11β, β2017 | 156.2 | -0.01221 | 2394.44 | -0.00216 |
| βMayβ β10β, β2017 | 158.13 | 0.00285 | 2399.63 | 0.00113 |
| βMayβ β09β, β2017 | 157.68 | 0.00504 | 2396.92 | -0.00103 |
| βMayβ β08β, β2017 | 156.89 | 0.00745 | 2399.38 | 0.00004 |
| βMayβ β05β, β2017 | 155.73 | 0.00562 | 2399.29 | 0.00409 |
| βMayβ β04β, β2017 | 154.86 | -0.00090 | 2389.52 | 0.00058 |
| βMayβ β03β, β2017 | 155 | 0.00032 | 2388.13 | -0.00127 |
| βMayβ β02β, β2017 | 154.95 | 0.00480 | 2391.17 | 0.00119 |
| βMayβ β01β, β2017 | 154.21 | -0.01211 | 2388.33 | 0.00173 |
| βAprβ β28β, β2017 | 156.1 | -0.00013 | 2384.2 | -0.00191 |
| βAprβ β27β, β2017 | 156.12 | 0.01232 | 2388.77 | 0.00055 |
| βAprβ β26β, β2017 | 154.22 | 0.00778 | 2387.45 | -0.00049 |
| βAprβ β25β, β2017 | 153.03 | 0.00751 | 2388.61 | 0.00609 |
| βAprβ β24β, β2017 | 151.89 | 0.01260 | 2374.15 | 0.01084 |
| βAprβ β21β, β2017 | 150 | 0.00861 | 2348.69 | -0.00304 |
| βAprβ β20β, β2017 | 148.72 | 0.01019 | 2355.84 | 0.00756 |
| βAprβ β19β, β2017 | 147.22 | -0.00365 | 2338.17 | -0.00172 |
| βAprβ β18β, β2017 | 147.76 | 0.00305 | 2342.19 | -0.00329 |
| βAprβ β17β, β2017 | 147.31 | ERROR:#DIV/0! | 2349.91 | ERROR:#DIV/0! |
| average | 0.00233 | average | 0.00038 | |
| standard deviation | 0.00744 | standard deviation | 0.00544 | |
| correlation coefficient | 0.5242535562 | |||
| beta | 0.7172395037 |
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