LearnViaWeb.com:
Learning online has never been so great.
If you wish to donate to help support LearnViaWeb.com click on the donate button.
Search within my site for ...
You have been assigned to give descriptive statistics on the performance of a new index fund of your company. The index fund consists of stocks in countries with ASEAN - Association of Southeast Asian Nations. Member countries are: Brunei Darussalam, Cambodia, Indonesia, Laos, Malaysia, Myanmar, Philippines, Singapore, Thailand and Vietnam.
The required descriptive statistics are:
min, max, mean, median, standard deviation, skewness, kurtosis, and geometric mean rate of return
You should calculate them for the monthly returns using closing prices:
Holding Period Return (hpr)=(Month#i - Month #i-1)/(Month #i-1)
The required data:
Date,Open,High,Low,Close,Volume
trading month 1, 38.46 , 42.3 , 38.36 , 42.22 , 548698.0
trading month 2, 37.68 , 45.67 , 36.04 , 44.93 , 547283.0
trading month 3, 41.56 , 45.96 , 40.75 , 45.71 , 545498.0
trading month 4, 43.52 , 47.62 , 43.52 , 46.64 , 527070.0
trading month 5, 43.15 , 50.4 , 42.02 , 49.61 , 522537.0
trading month 6, 52.27 , 52.74 , 48.78 , 49.19 , 555928.0
You can download required data if you wish
Enter your answers below (4 decimal places).
Mininum:
Maximum:
Mean:
Median:
Standard deviation:
Skewness:
Kurtosis:
Geometric mean rate of return:
