ADMN702 Yahoo Finance Website 10 Years of Monthly Price Data Paper

calculate the data correctly.
Part 1: Individual stocks
Instructions
Using Yahoo’s finance website, download 10 years of monthly price data for two stocks and the S&P 500 (^GSPC).The stocks chosen must have at least 10 years of price data on Yahoo.
Perform the following for each stock and the S&P 500:
1) Compute monthly returns for all downloaded months
2) Compute the arithmetic mean of the monthly returns
3) Compute the geometric mean of the monthly returns
4) Annualize the geometric mean and arithmetic mean computed in 2) and 3) above
5) Compute the CWI over the 10-year time period
Perform the following for each stock:
1) Compute the return correlation with the S&P 500 using all 10 years of data
2) Compute the stock’s beta using all 10 years of data
3) Compute the beta using the first five (of the 10) years of data
4) Compute the beta using the last five (of the 10) years of data
5) Determine whether there was a shift in systematic risk over the 10 year period (write conclusion in one sentence)
Part 2: ETFs
Instructions
Using Yahoo’s finance website, download two years of monthly data for the following ETFs: 1) the S&P 500 (SPY), 2) a bond ETF of your choice, and 3) a foreign stock ETF of your choice.The chosen ETFs must have at least two years of price data on Yahoo.
Perform the following for each ETF:
1) Compute the correlation with the other ETFs.
2) Place the results in a correlation matrix (example below).
SPYBondForeign
SPY1.0
Bond0.501.0
Foreign0.750.651.0
How and What to Turn In
Put your name on your spreadsheets and email them to the instructor directly ([email protected]) or through the Canvas messaging system.

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Attachments
20190601192444part_2_project___return_statistics_1__2_ (14 kB)