Collect DJTSM and indexes analysis

timer Asked: Mar 28th, 2017

Question Description

■ Investment Homework (2017.03.24.)

Collect DJTSM (Dow-Jones Industrial Average) and two index series over December 1999- December 2016. (refer to Exhibit 5.13 on Page 131)

Calculate monthly arithmetic returns of above three time series.

Draw index series and return series using Excel worksheet.

Calculate corelation coefficients between returns of DJIA and returns of two other series.

Assuming an unweighted index consisting of three indexes and the base month of the unweighted index is Dec. 1999 and its value as 100, calculate new index value as of Dec. 2016 using both arithmetic mean return and geometric mean return. (refer to Exhibit 5.6 on Page 121)

1 a.m. March 31 and prepare your file to present it in the class on the same date. -end-


Need excel sheet form.

Yahoo finance is reference.I collected some data, transfer into excel file.

Collect DJTSM and indexes analysis
Collect DJTSM and indexes analysis

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