Show the  monthly return of the company and  S&P 500 in the same graph.  What is  your  interruption interpretation  of  the  change  of  return  of  the  company  comparing  with the  market index?   Calculate  the  monthly  standard  deviation  and  return  for  both  the  company  and  S&P 500.  What  is your  interruption  of  the  risk  and  return  of  the  company  comparing  with the  market index?   S&P 500 last 6 months :       Date Open High Low Close* Adj. close** Volume       01 Apr 2022 4,540.32 4,593.45 4,381.34 4,392.59 4,392.59 37,024,560,000       01 Mar 2022 4,363.14 4,637.30 4,157.87 4,530.41 4,530.41 100,978,320,000       01 Feb 2022 4,519.57 4,595.31 4,114.65 4,373.94 4,373.94 73,167,790,000       01 Jan 2022 4,778.14 4,818.62 4,222.62 4,515.55 4,515.55 73,279,440,000       01 Dec 2021 4,602.82 4,808.93 4,495.12 4,766.18 4,766.18 68,699,830,000       01 Nov 2021 4,610.62 4,743.83 4,560.00 4,567.00 4,567.00 67,520,800,000       *Close price adjusted for splits.**Close price adjusted for splits and dividend and/or capital gain distributions.       Tesco Plc last 6 months:                   Date Open High Low Close* Adj. close** Volume       14 Apr 2022 265.30 266.30 260.60 266.30 266.30 18,604,783       01 Apr 2022 276.80 283.40 251.61 266.30 266.30 259,394,725       01 Mar 2022 289.35 293.64 264.40 276.00 276.00 596,400,620       01 Feb 2022 297.85 302.55 278.85 289.75 289.75 369,149,253       01 Jan 2022 289.90 304.10 283.40 297.00 297.00 427,917,374       01 Dec 2021 277.95 293.15 275.90 289.90 289.90 330,797,595       01 Nov 2021 270.90 287.40 268.35 276.75 276.75 466,354,826       *Close price adjusted for splits.**Close price adjusted for splits and dividend and/or capital gain distributions.

International Financial Management
14th Edition
ISBN:9780357130698
Author:Madura
Publisher:Madura
Chapter13: Direct Foreign Investment
Section: Chapter Questions
Problem 1IEE
icon
Related questions
Question

Show the  monthly return of the company and  S&P 500 in the same graph.  What is 

your  interruption interpretation  of  the  change  of  return  of  the  company  comparing 

with the  market index?  

  1. Calculate  the  monthly  standard  deviation  and  return  for  both  the  company  and 

S&P 500.  What  is your  interruption  of  the  risk  and  return  of  the  company  comparing 

with the  market index?  




S&P 500 last 6 months :

     

Date

Open

High

Low

Close*

Adj. close**

Volume

     

01 Apr 2022

4,540.32

4,593.45

4,381.34

4,392.59

4,392.59

37,024,560,000

     

01 Mar 2022

4,363.14

4,637.30

4,157.87

4,530.41

4,530.41

100,978,320,000

     

01 Feb 2022

4,519.57

4,595.31

4,114.65

4,373.94

4,373.94

73,167,790,000

     

01 Jan 2022

4,778.14

4,818.62

4,222.62

4,515.55

4,515.55

73,279,440,000

     

01 Dec 2021

4,602.82

4,808.93

4,495.12

4,766.18

4,766.18

68,699,830,000

     

01 Nov 2021

4,610.62

4,743.83

4,560.00

4,567.00

4,567.00

67,520,800,000

     

*Close price adjusted for splits.**Close price adjusted for splits and dividend and/or capital gain distributions.

      Tesco Plc last 6 months:            
     

Date

Open

High

Low

Close*

Adj. close**

Volume

     

14 Apr 2022

265.30

266.30

260.60

266.30

266.30

18,604,783

     

01 Apr 2022

276.80

283.40

251.61

266.30

266.30

259,394,725

     

01 Mar 2022

289.35

293.64

264.40

276.00

276.00

596,400,620

     

01 Feb 2022

297.85

302.55

278.85

289.75

289.75

369,149,253

     

01 Jan 2022

289.90

304.10

283.40

297.00

297.00

427,917,374

     

01 Dec 2021

277.95

293.15

275.90

289.90

289.90

330,797,595

     

01 Nov 2021

270.90

287.40

268.35

276.75

276.75

466,354,826

     

*Close price adjusted for splits.**Close price adjusted for splits and dividend and/or capital gain distributions.

                   
                   
     





           
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
       
Expert Solution
steps

Step by step

Solved in 4 steps with 3 images

Blurred answer
Knowledge Booster
Stock Market Analysis
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, finance and related others by exploring similar questions and additional content below.
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
International Financial Management
International Financial Management
Finance
ISBN:
9780357130698
Author:
Madura
Publisher:
Cengage
Financial Reporting, Financial Statement Analysis…
Financial Reporting, Financial Statement Analysis…
Finance
ISBN:
9781285190907
Author:
James M. Wahlen, Stephen P. Baginski, Mark Bradshaw
Publisher:
Cengage Learning
Survey of Accounting (Accounting I)
Survey of Accounting (Accounting I)
Accounting
ISBN:
9781305961883
Author:
Carl Warren
Publisher:
Cengage Learning