Year Return 2014 -30% 2015 -25% 2016 40% 2017 -10% 2018 15% Mean of Returns= -2%...
|
Year |
Return |
|
2014 |
-30% |
|
2015 |
-25% |
|
2016 |
40% |
|
2017 |
-10% |
|
2018 |
15% |
Mean of Returns= -2%
Standard deviation of the returns= 29.28 %
What is VaR at 1% level? (without using excel)
Homework Answers
Z value corresponding to 99% level is -2.33
VaR at 1% level or 99% level=mean-2.33*standard deviation=2%-2.33*29.28%=-66.2224%
Add Answer to:
Year
Return
2014
-30%
2015
-25%
2016
40%
2017
-10%
2018
15%
Mean of Returns= -2%...
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Year 2014 2015 Stock A's Returns, ra (19.70%) 23.00 13.75 (2.25) 25.25 Stock B's Returns, le...
Year 2014 2015 Stock A's Returns, ra (19.70%) 23.00 13.75 (2.25) 25.25 Stock B's Returns, le (14.80%) 17.40 36.20 (7.60) 8.85 2016 2017 2018 a. Calculate the average rate of return for each stock during the period 2014 through 2018. Round your answers to two decimal places. Stock A: % ol Stock B: b. Assume that someone held a portfolio consisting of 50% of Stock A and 50% of Stock B. What would the realized rate of return on the...
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Year 2014 2015 2016 2017 2018 Dividend $0.8 $0.9 $1.00 $1.3 $1.4 $ Change ? ? ? ? % Change ? ? ? ? Given the dividend information above, if the dividend just paid is $1.4 in 2018 and the price per share of this company’s stock is $64, what is the cost of equity using the dividend growth model?
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2014 Coca-Cola 2015 2016 2017 2018 2014 Pepsi 2015 2016 2017 2018 45.9 44.5 42.0 32.1 66.71 11.8 179 30.9 63.5 28.8 28.2 64.7 29.4 33.3 Sales Cost of Revenue Gross Profit Operating Expenses Operating Profit Non-operating income 100 25.2 10.1 EBIT Interest solo EBT Taxes Net Income 4.9 | 2015 2016 2017 2018 2014 2015 2016 2017 2018 ASSETS 20 16.0 16.1 3 6.7 70 7.1 2.7 3.1 1.56 8.7 L 12.0...
Q1. (10 Points) 2014 Year 2015 2017 2018 2016 $0.8 $0.9 $1.00 $1.3 $1.4 Dividend $ Change % Change Given the dividend information above, if the dividend just paid is $1.4 in 2018 and the price per share of this company's stock is $64, what is the cost of equity using the dividend growth model? Q2. (10 Points) What is ABC Inc's beta if its expected return is 10.7%, the market risk premium is 6.5%, and the riskless rate is...
Year 2014 2015 Stock A's Returns, ra (19.70%) 23.00 13.75 (2.25) 25.25 Stock B's Returns, le (14.80%) 17.40 36.20 (7.60) 8.85 2016 2017 2018 a. Calculate the average rate of return for each stock during the period 2014 through 2018. Round your answers to two decimal places. Stock A: % ol Stock B: b. Assume that someone held a portfolio consisting of 50% of Stock A and 50% of Stock B. What would the realized rate of return on the...
Sales Cost of goods sold Accounts receivable 2018 2017 2016 2015 2014 $ 458,634 $ 299,761 $ 233, 277 $ 170, 275 $ 122,500 231,917 151,481 119,889 87,088 61,250 22,244 17,476 15,933 9 ,944 8,379 Compute trend percents for the above accounts, using 2014 as the base year. (Round the percents to whole numbers.) Trend Percent for Net Sales: 1 Choose Denominator: Choose Numerator: Sales 2018: 2017: 2016: 2015: Trend Percent for Cost of Goods Sold: 1 Choose Denominator: Choose...
Sales Cost of goods sold Accounts receivable 2018 2017 2016 2015 2014 $ 515,774 $ 341,572 $ 268,954 $ 181,114 $ 132,200 265,495 175,952 148,567 9 4,368 67,422 25,067 20,850 18,370 10,631 9 ,082 points Skipped Compute trend percents for the above accounts, using 2014 as the base year. (Round the percents to whole numbers.) Trend Percent for Net Sales: Choose Denominator: Choose Numerator: Sales eBook 2018: 2017: 2016: 2015: lint Print Trend Percent for Cost of Goods Sold: 1...
The following information was provided by Mabie Company Year 2014 2015 2016 2017 2018 Ending Inventory at Average Cost S530,000 620.000 610.000 4 85.000 620.000 Cumulative Price Index 100 105 110 111 115 Mabie adopted the dollar-value LIFO method using 2014 as the base year. Required: a. Compute Mabie's ending inventory under the dollar-value LIFO method for the years 2014 through 2018. b. Prepare the journal entries for 2015 through 2018 to adjust inventory to the dollar value LIFO basis....
Check my work Sales Cost of goods sold Accounts receivable 2018 2017 2016 2015 2014 $ 551,080 $ 357,844 $ 280,662 $ 195,583 $ 149, 300 289,012 187,629 148,994 103,003 77,636 26,727 20,862 19,281 11,422 10,242 Compute trend percents for the above accounts, using 2014 as the base year. (Round the percents to whole numbers.) Trend Percent for Net Sales: I Choose Denominator: Choose Numerator: Sales 2018: 2017: 2016: 2015: Trend Percent for Cost of Goods Sold: hoose Denominator: Choose...
Prepare common-size statements in the framework provided?
2014 Coca-Cola 2015 2016 2017 2018 2014 Pepsi 2015 2016 2017 2018 45.9 44.5 42.0 32.1 66.71 11.8 179 30.9 63.5 28.8 28.2 64.7 29.4 33.3 Sales Cost of Revenue Gross Profit Operating Expenses Operating Profit Non-operating income 100 25.2 10.1 EBIT Interest solo EBT Taxes Net Income 4.9 | 2015 2016 2017 2018 2014 2015 2016 2017 2018 ASSETS 20 16.0 16.1 3 6.7 70 7.1 2.7 3.1 1.56 8.7 L 12.0...
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