13 Jan

Re Calculate the variance of the market returns and the co-variance

by On: Finance - 0 Comment

Order Now

Question: Re Calculate the variance of the market returns and the co-variance

Re Calculate the variance of the market returns and the co-variance between the returns on the market and those of Anchovy Queen. Notes: 1) Beta is the ratio of the variance to the co-variance. 2) USE the yellow box instead of the Market return in the table.

(1) (2) (3) (4) (5) (6) (7)
            Product of
      Deviation Deviation Squared Deviations
      From From average Deviation From average
  Market Anchovy Q average Anchovy Q From average Returns
Month Return Return Market return Return Market return (cols 4 x 5)
1 -8% -11% -10 -13 100 130
2 4 8 2 6 4 12
3 12 19 10 17 100 170
4 -6 -13 -8 -15 64 120
5 2 3 0 1 0 0
6 8 6 6 4 36 24
Average 2 2   Total 304 456
      Variance – σm2 – 304/6 – 50.67  
      Covariance – σim  – 456/6 – 76  
      Beta (β) – σim/ σm2 – 76/50.67 – 1.5  
  Market

return

      
  8.5      
  5      
  -6      
  3      
  8      
  2      

 

Tags: , , , , ,

Trackbacks and pingbacks

  1. 1:Buy LSD online 2: Orde LSD blotters :3 Psilocybe Cubensis 4:Buy magic Mushrooms 5: One up Mushroom Bar 6:One Up mushroom Chocolate 7: Ketamine for sale 8: MDMA for sale 9: LSD for sale 10: Psilocybin Mushroom Bars
    ... [Trackback] [...] Read More Information here to that Topic: wiseamerican.us/re-calculate-variance-market-returns-co-variance/ [...]
  2. Home Valueation
    ... [Trackback] [...] Info to that Topic: wiseamerican.us/re-calculate-variance-market-returns-co-variance/ [...]
  3. Köp smärtpiller i Sverige
    ... [Trackback] [...] Find More here to that Topic: wiseamerican.us/re-calculate-variance-market-returns-co-variance/ [...]
  4. it danışmanlık hizmeti
    ... [Trackback] [...] Find More on on that Topic: wiseamerican.us/re-calculate-variance-market-returns-co-variance/ [...]
  5. microsoft exchange cloud
    ... [Trackback] [...] There you can find 30454 additional Info on that Topic: wiseamerican.us/re-calculate-variance-market-returns-co-variance/ [...]
  6. diamond painting
    ... [Trackback] [...] Read More to that Topic: wiseamerican.us/re-calculate-variance-market-returns-co-variance/ [...]
  7. en iyi bahis siteleri
    ... [Trackback] [...] Read More here to that Topic: wiseamerican.us/re-calculate-variance-market-returns-co-variance/ [...]
  8. ดูบอลสด
    ... [Trackback] [...] There you can find 43658 additional Info on that Topic: wiseamerican.us/re-calculate-variance-market-returns-co-variance/ [...]
  9. sex pistols movie
    ... [Trackback] [...] Find More on to that Topic: wiseamerican.us/re-calculate-variance-market-returns-co-variance/ [...]
  10. Wazobet
    ... [Trackback] [...] Here you can find 87390 additional Information on that Topic: wiseamerican.us/re-calculate-variance-market-returns-co-variance/ [...]
  11. arvest bank
    ... [Trackback] [...] Find More here to that Topic: wiseamerican.us/re-calculate-variance-market-returns-co-variance/ [...]
  12. improving workplace culture
    ... [Trackback] [...] Information on that Topic: wiseamerican.us/re-calculate-variance-market-returns-co-variance/ [...]