Data for daily returns is provided below for Chinese Stocks. Calculate expected returns and standard deviation...
Data for daily returns is provided below for Chinese Stocks. Calculate expected returns and standard deviation and recommend which counter you would invest in based on expected returns and secondly on risk.
|
Listed Company Code_Comcd |
Stock Code_Stkcd |
Latest Stock Name_Lstknm |
Date_Date |
Daily Return_Dret |
|
C603508 |
603508 |
Thinker |
2018-01-18 |
0,0138 |
|
C603508 |
603508 |
Thinker |
2018-01-19 |
-0,0054 |
|
C603508 |
603508 |
Thinker |
2018-01-22 |
0,0116 |
|
C603508 |
603508 |
Thinker |
2018-01-23 |
0,0018 |
|
C603508 |
603508 |
Thinker |
2018-01-24 |
0,014 |
|
C603508 |
603508 |
Thinker |
2018-01-25 |
-0,0123 |
|
C603508 |
603508 |
Thinker |
2018-01-26 |
-0,0081 |
|
C603508 |
603508 |
Thinker |
2018-01-29 |
-0,0154 |
|
C603508 |
603508 |
Thinker |
2018-01-30 |
-0,0508 |
|
C603508 |
603508 |
Thinker |
2018-01-31 |
-0,0634 |
|
C603508 |
603508 |
Thinker |
2018-02-01 |
-0,0129 |
|
C603508 |
603508 |
Thinker |
2018-02-02 |
0,0457 |
|
C603508 |
603508 |
Thinker |
2018-02-05 |
-0,0281 |
|
C603508 |
603508 |
Thinker |
2018-02-06 |
-0,0315 |
|
C603508 |
603508 |
Thinker |
2018-02-07 |
0,0166 |
|
C603508 |
603508 |
Thinker |
2018-02-08 |
0,0122 |
|
C603508 |
603508 |
Thinker |
2018-02-09 |
-0,019 |
|
C603508 |
603508 |
Thinker |
2018-02-12 |
0,0182 |
|
C603508 |
603508 |
Thinker |
2018-02-13 |
0,0009 |
|
C603508 |
603508 |
Thinker |
2018-02-14 |
0,0026 |
|
C603508 |
603508 |
Thinker |
2018-02-22 |
0,0102 |
|
C603508 |
603508 |
Thinker |
2018-02-23 |
0,0017 |
|
C603508 |
603508 |
Thinker |
2018-02-26 |
0,0254 |
|
C603508 |
603508 |
Thinker |
2018-02-27 |
0,0245 |
Homework Answers
| R | D=R-(-0.0019875) | E=D^2 | |||||
| Date | Daily Return | Deviation from Expected | Deviation Squared | ||||
| 1/18/2018 | 0.0138 | 0.0157875 | 0.000249245 | ||||
| 1/19/2018 | -0.0054 | -0.0034125 | 1.16452E-05 | ||||
| 1/22/2018 | 0.0116 | 0.0135875 | 0.00018462 | ||||
| 1/23/2018 | 0.0018 | 0.0037875 | 1.43452E-05 | ||||
| 1/24/2018 | 0.014 | 0.0159875 | 0.0002556 | ||||
| 1/25/2018 | -0.0123 | -0.0103125 | 0.000106348 | ||||
| 1/26/2018 | -0.0081 | -0.0061125 | 3.73627E-05 | ||||
| 1/29/2018 | -0.0154 | -0.0134125 | 0.000179895 | ||||
| 1/30/2018 | -0.0508 | -0.0488125 | 0.00238266 | ||||
| 1/31/2018 | -0.0634 | -0.0614125 | 0.003771495 | ||||
| 2/1/2018 | -0.0129 | -0.0109125 | 0.000119083 | ||||
| 2/2/2018 | 0.0457 | 0.0476875 | 0.002274098 | ||||
| 2/5/2018 | -0.0281 | -0.0261125 | 0.000681863 | ||||
| 2/6/2018 | -0.0315 | -0.0295125 | 0.000870988 | ||||
| 2/7/2018 | 0.0166 | 0.0185875 | 0.000345495 | ||||
| 2/8/2018 | 0.0122 | 0.0141875 | 0.000201285 | ||||
| 2/9/2018 | -0.019 | -0.0170125 | 0.000289425 | ||||
| 2/12/2018 | 0.0182 | 0.0201875 | 0.000407535 | ||||
| 2/13/2018 | 0.0009 | 0.0028875 | 8.33766E-06 | ||||
| 2/14/2018 | 0.0026 | 0.0045875 | 2.10452E-05 | ||||
| 2/22/2018 | 0.0102 | 0.0121875 | 0.000148535 | ||||
| 2/23/2018 | 0.0017 | 0.0036875 | 1.35977E-05 | ||||
| 2/26/2018 | 0.0254 | 0.0273875 | 0.000750075 | ||||
| 2/27/2018 | 0.0245 | 0.0264875 | 0.000701588 | ||||
| Total | -0.0477 | SUM | 0.014026166 | ||||
| A | Sum of Returns | -0.0477 | |||||
| B | Number of observations | 24 | |||||
| C=A/B | Expected Return | (0.0019875) | |||||
| X | Sum of Deviation squared | 0.01402617 | |||||
| Y=X/(B-1) | Variance of return | 0.0006098 | |||||
| Z=Square Root(Y) | Standard Deviation of Return | 0.024694803 | |||||
| EXPECTED RETURN | (0.001988) | -0.1988% | |||||
| STANDARD DEVIATION | 0.024695 | 2.4695% | |||||
Add Answer to:
Data for daily returns is provided below for Chinese Stocks.
Calculate expected returns and standard deviation...
Need help writing a program that meets pseudocode and criteria . Txt File below input.txt file...
Need help writing a program that meets pseudocode and criteria .
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05 11/30/16
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07 12/11/16
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#include <iostream>
#include <string>
#include <fstream>
#include <iomanip>
#include <stdio.h>
#include <ctype.h>
#include <string.h>
#include <algorithm>
using namespace std;
/**
This structure is to store the date and it has three integer
fields
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struct Date{
int day;
int month;
int year;
};
/**
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Txt File below
input.txt file data
05 11/30/16
03 12/07/16
05 12/07/16
05 12/08/16
01 12/10/16
07 12/11/16
07 12/14/16
06 12/15/16
02 12/21/16
05 12/21/16
06 12/22/16
07 12/22/16
08 12/23/16
07 12/23/16
07 12/23/16
07 12/23/16
08 12/24/16
08 12/24/16
07 12/24/16
03 12/26/16
05 12/26/16
07 12/28/16
04 12/29/16
07 01/01/17
06 01/03/17
07 01/03/17
08 01/05/17
05 01/10/17
04 01/17/17
08 01/17/17
07 01/18/17
07...
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Need help with C++ assignment
Assignment 1 and .txt files are provided at the
bottom.
PART A
PART B
Assignment
1
#include <iostream>
#include <string>
#include <fstream>
#include <iomanip>
#include <stdio.h>
#include <ctype.h>
#include <string.h>
#include <algorithm>
using namespace std;
/**
This structure is to store the date and it has three integer
fields
**/
struct Date{
int day;
int month;
int year;
};
/**
This structure is to store the size of the box and it...
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