StudentShare
Contact Us
Sign In / Sign Up for FREE
Search
Go to advanced search...

Applied for Finance and Economics - Statistics Project Example

Cite this document
Summary
The variables include share price (y) of a stock at the end of the week, standard and poor 500 at the end of the week (sap), a dummy time measurement variable (time_dum) and newt…
Download full paper File format: .doc, available for editing
GRAB THE BEST PAPER93.9% of users find it useful
Applied Statistics for Finance and Economics
Read Text Preview

Extract of sample "Applied for Finance and Economics"

Download file to see previous pages

The two will guide the analysis of the rest of the analysis. The first section of the project focuses on the brief description of the two variables representing the log return series. It will apply various statistical approaches including the descriptive methods and graphical methods. Consequently, it will conduct the test for normality to ascertain whether the mean difference and median difference really exist, as well as confirming the randomness and volatility of the stock distribution. The project culminates in the analysis of the capital calculation through the Capital Asset Pricing Model (CAPM) as well as the OLSE (Estimation of the Ordinary Least Squares, in order to test relevant observations concerning the Bata estimation.

The figure above shows the summary of the descriptive statistical techniques, for all-important information on the log return on stock value series as well as the log return value of the sap series (Standard and Poor). This is based on the 252 observations forming the entire dataset. The log return of the stock series (lsap) shows a mean of the distribution to be 7.14367. It also gives the standard Deviation of the distribution to be 0.0502348 while the variance of the distribution is 0.0502348.

In this regard, the standard deviation of the sample mean can be calculated as 0.0953768 / √252 = 0.006008. The Skewness of the distribution is a positive value of 0.148524 while the nature of Kurtosis is described by the positive coefficient of 2.175841. This according to Tinsley and Brown (2000), indicates a right-skewed distribution with a positive skewness. The lowest quartile is 3.462919; the median value is 3.615367 while the highest quartile is 3.827336. The log return of the stock series (lsap) shows a mean of the distribution to be 3.62903. It also gives the standard Deviation of the distribution to be 0.

502348 while the variance of the distribution is 0.0025235. In this regard, the standard

...Download file to see next pages Read More
Cite this document
  • APA
  • MLA
  • CHICAGO
(“Applied Statistics for Finance and Economics Project”, n.d.)
Applied Statistics for Finance and Economics Project. Retrieved from https://studentshare.org/statistics/1636492-applied-statistics-for-finance-and-economics
(Applied Statistics for Finance and Economics Project)
Applied Statistics for Finance and Economics Project. https://studentshare.org/statistics/1636492-applied-statistics-for-finance-and-economics.
“Applied Statistics for Finance and Economics Project”, n.d. https://studentshare.org/statistics/1636492-applied-statistics-for-finance-and-economics.
  • Cited: 0 times

CHECK THESE SAMPLES OF Applied Statistics for Finance and Economics

Understanding of the Trends of Voting in the British Population

From the paper "Understanding of the Trends of Voting in the British Population" it is clear that to better understand the voting preferences and attitudes of the British population, a questionnaire is designed to collect political views from a sample of college students.... hellip; An alpha value of ....
7 Pages (1750 words) Statistics Project

Westar beverage

876-2E-163E-16-03E-16From the regression statistics, the high value of adjusted R square indicates that the regression model explains a high percentage of the considered data, more than 95 %.... Regression analysis, as a statistical tool, provides a basis for establishing relationships among variables....
1 Pages (250 words) Statistics Project

Data Interpretation Practicum

escriptive statistics of the data is shown below:DescriptivesStatisticStd.... ?applied multiple regression/correlation analysis for the behavioral sciences (3rd ed.... In this analysis, the association between injury rate and number of hours worked will be investigated....
2 Pages (500 words) Statistics Project

Personal Income Statistics

Nevertheless, tax liabilities in regard to collections basis are mainly approximated subsequent to effect of tax programs. ... ... AR was worse at the extreme top, with… Conversely, the prevailing 1% possessed a staggering 1.... 2.... oreover, every quintile was below one.... 1.... 2 was top with 1%....
1 Pages (250 words) Statistics Project

Stats Report

statistics provides ways to design efficient and convenient experiments that eliminate time-consuming trial and error.... For example, among the various applications of statistics include Double-blind tests for opinion polls, aptitude and intelligence tests, medical, biological, and industrial experiments which apply statistical methods and theories to reach useful inferences.... statistics has a wide application in our daily lives.... o illustrate how statistics can be a powerful tool Lorentzen analyzed sea temperature data sampled at Station-M in the Norwegian Sea (Lorentzen, 2014)....
5 Pages (1250 words) Statistics Project

Applied Econometrics

is the coefficient for the In(exports) and the value is -0.... 91 implying that there exists a negative relationship between the dependent variable (ln(GDP percapita)) and the independent variable (In exports).... As such, a unit increase in In(exports) results to a decrease in the… is the coefficient for the In(size) and the value is 0....
4 Pages (1000 words) Statistics Project

Statistics in Examples

The paper "statistics in Examples" analyzes that apply for positions at Company A and Company B.... Thirty-five per cent of the students who enrol in a statistics course go to the statistics laboratory regularly.... The probability of getting an offer from Company A is 0....
8 Pages (2000 words) Statistics Project
sponsored ads
We use cookies to create the best experience for you. Keep on browsing if you are OK with that, or find out how to manage cookies.
Contact Us