Geometric return = [(1 + R1)(1 + R2)(1 + R3)(1 + R4)(1 + R5)]1/n - 1
Geometric return = [(1 - 0.391)(1 + 0.1984)(1 + 0.1327)(1 + 0.0634)(1 + 0.2417)]1/5 - 1
Geometric return = [0.609 * 1.1984 * 1.1327 * 1.0634 * 1.2417]1/5 - 1
Geometric return = [1.091559]1/5 - 1
Geometric return = 1.0177 - 1
Geometric return = 0.0177 or 1.77%
what is the geometric average of the following five returns -39.1%, 19.84%, 13.27%, 6.34%, 24.17%. thank...
Consider the following five monthly returns: 4% -2%. 3%. 8%. -1% a. Calculate the geometric average monthly return over this period. b Calculate the arithmetic average monthly return over this period and express your answer as a percentage per month. c. Calculate the monthly variance over this period. d. Calculate the monthly standard deviation over this period.
What are the arithmetic and geometric average returns for a stock with annual returns of 19 percent, 9 percent, –4 percent, and 13 percent? Multiple Choice 9.25%; 8.91% 8.91%; 9.25% 11.11%; 8.91% 11.11%; 9.25% 9.25%; 11.11%
calculate the arithmetic average return and the geometric average return using the following returns 2011 +7.6% 2012 -4.2% 2013 +7.6% 2014 -1.8%
You’ve observed the following returns on INTC Corporation’s stock over the past five years: -25%, -16%, -9%, 11%, and 18%. Answer Questions average return on stock over five years : 9.6% variance of returns: 0.04878 a) What is the standard deviation of returns over this period? b)What range of returns would you expect to see 95% of the time? c)What is the geometric average return on the stock over this five-year period?
1. Given the following annual returns, find the arithmetic average, geometric average, variance and standard deviations: 5.3%, 13.5%, -8.5%, 2.1%
Given annual returns of -9%, 14%, 0% and 7%, what is the geometric average? 04.42% 2.64% 05.53% 3.79%
The ValueLine Index is an equally-weighted geometric average of the returns of about 1,700 firms. The value of an index based on the geometric average returns of three stocks where the returns on the three stocks during a given period were 32%, 5%, and -10%, respectively, is a 13.4% b 4.3% c 5.0% d 9.0% e 7.6%
Consider the following five monthly returns: 7% −3% 5% 11% −1% a. Calculate the arithmetic average monthly return over this period and express your answer as a percentage per month. b. Calculate the geometric average monthly return over this period. c. Calculate the monthly variance over this period. d. Calculate the monthly standard deviation over this period.
(a) Calculate the expected returns using the Arithmetic Average and the Geometric Average respectively. (b) Which approach is a better way to measure the performance of portfolio? Why? 2. Suppose you are required to calculate a portfolio return using data for 2012 and 2013. Ob- servations are presented as follows. Period Return 2012 0.50 2013 - 0.50 Table 1: Statistics from the history of portfolio returns, 2012-2013
You’ve observed the following returns on Crash-n-Burn Computer’s stock over the past five years: 4 percent, -10 percent, 28 percent, 21 percent, and 12 percent. Requirement 1: What was the arithmetic average return on Crash-n-Burn’s stock over this five year period? (Click to select) 8.91% 11.99% 11.00% 13.09% 13.75% Requirement 2: (a) What was the variance of Crash-n-Burn’s returns over this period? (Do not round intermediate calculations.) (Click to select) 0.02200 0.01782 0.02295 0.02002 0.01760 (b) What was the standard deviation of Crash-n-Burn’s returns over this period?...