This
criterion is linked to a Learning OutcomeExcel file showing calculation
steps
For both individual stocks, S&P 500 index, and the portfolio,
steps needed for returns, standard deviations, slopes (Beta), 95% confidence
interval, and CAPM calculation.
Make sure in the Excel file, students are using monthly data (NOT daily), and
the dates for the two stocks and the S&P 500 are matched each other.
This
criterion is linked to a Learning OutcomeReasons for picking up the two
stocks
This
criterion is linked to a Learning OutcomeTwo stocks and index average return
calculation (monthly and annually)
This
criterion is linked to a Learning OutcomeTwo stocks and index standard
deviation calculation (monthly and annually)
This
criterion is linked to a Learning OutcomeBeta and 95% confidence interval
calculation
This
criterion is linked to a Learning OutcomeTotal risk and systematic risk
comparison
This
criterion is linked to a Learning OutcomeRepeat above for the portfolio
This
criterion is linked to a Learning OutcomeCAPM calculation
This
criterion is linked to a Learning OutcomeAbnormal return calculation and
investment decision