Energy Healthcare May-11 Sep-11 Oct-11 Jun-12 Sep-12 Oct-12 Nov-12 Dec-12 Mar-13 May-13 Oct-13 Dec-13 6 Mar-14...
Energy Healthcare May-11 Sep-11 Oct-11 Jun-12 Sep-12 Oct-12 Nov-12 Dec-12 Mar-13 May-13 Oct-13 Dec-13 6 Mar-14 un-14 Jul-14 14 ep-14 ct-14 4.67 9.05 8.57 Feb-15 5.02 4.8 Apr-15 0.58 7.79 Aug-15 4.83 5.81 Dec-15 11.81 1.5 8.84 1.8 12.42 Apr-16 May-16 2.62 2.75 0.04 5.2 4.95 0.59 7.67 Jul-16 Aug-16 Dec-16 0.2 5.23 The following table shows a portion of the monthly returns data (in percent) for 2010-2016 for two of Vanguard's mutual funds: the Vanguard Energy Fund and the...
Calculate the sample correlation coefficient rxy. Calculate the value of the test statistic. Date Energy Healthcare Jan-10 -4.87 -0.15 Feb-10 1.8 0.53 Mar-10 2.26 1.41 Apr-10 3.03 -3.75 May-10 -11.5 -5.12 Jun-10 -5.67 -0.52 Jul-10 8.73 1.49 Aug-10 -5.99 -0.97 Sep-10 10.15 8.24 Oct-10 3.89 2.28 Nov-10 2.85 -2.52 Dec-10 5.55 1.4 Jan-11 6.6 1.55 Feb-11 5.7 3.04 Mar-11 1.32 1.22 Apr-11 1.64 5.89 May-11 -4.06 2.62 Jun-11 -2.08 -0.55 Jul-11 1.14 -2.64 Aug-11 -10.41 -2.8 Sep-11 -15.06 -4.17 Oct-11...
If there are any seasonality or relationship between the price and the US oil price? How to analyze? Jan-10 2.769 Jan-11 3.148 Jan-12 3.44 Jan-13 3.391 Jan-14 3.392 Feb-10 2.699 Feb-11 3.264 Feb-12 3.64 Feb-13 3.736 Feb-14 3.434 Mar-10 2.824 Mar-11 3.615 Mar-12 3.907 Mar-13 3.779 Mar-14 3.606 Apr-10 2.9 Apr-11 3.852 Apr-12 3.958 Apr-13 3.638 Apr-14 3.735 May-10 2.89 May-11 3.96 May-12 3.791 May-13 3.675 May-14 3.75 Jun-10 2.785 Jun-11 3.735 Jun-12 3.596 Jun-13 3.689 Jun-14 3.766 Jul-10 2.782...
calculate the monthly time-weighted and money weighted returns for shareholders in the ADKSX with using excel. In a text box nearby, comment on whether investors’ trading decisions have created value. Month ADKSX Return (%) ADKSX Cash Flow ($) Nov-09 3.49 -$10,648,393 Dec-09 6.93 -$618,800 Jan-10 -2.05 $940,820 Feb-10 5.74 -$2,484,437 Mar-10 5.19 -$3,699,836 Apr-10 5.48 -$1,379,757 May-10 -4.68 $2,145,936 Jun-10 -6.31 -$2,953,884 Jul-10 5.9 -$4,160,472 Aug-10 -5.18 $1,096,304 Sep-10 8.61 -$5,571,657 Oct-10 4.5 -$669,464 Nov-10 2.77 -$3,145,367 Dec-10 9.16 -$6,162,018...
please explain the answer.
ocaut Coipany Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Month Seasonal index 1.2 1.3 1.1 1.0 1.0 0.9 0.8 0.7 0.9 1 L Sales (S '000s) 9.6 10.5 8.6 1 The seasonal index for December is: 1.0 1.1 6.4 7.2 8.3 7.4 7.1 6.0 5.4 A 0.8 B 0.9 C 1.0 D 1.1 E 1.2
Moving average (MA) Calculate the sales using 2, 3, 4, 5, and 6 month moving average values. Forecast and plot the upcoming period’s sales using the moving average series that fits best. Explain why you chose that particular MA. Why is it inadvisable to use the Moving Average approach to forecast far into the future? Month Sale Month Sale Month Sale Oct-12 13.30 Oct-13 24.01 Oct-14 50.56 Nov-12 1.70 Nov-13 32.67 Nov-14 60.06 Dec-12 11.44 Dec-13 23.19 Dec-14 61.73 Jan-13...
Trends Which trend line do you think best fits the following data? Plot your chosen trend line and explain why you chose that particular type of trend line. Month Sales Month Sales Month Sales Oct-12 12.50 Oct-13 33.53 Oct-14 43.31 Nov-12 19.78 Nov-13 32.88 Nov-14 44.17 Dec-12 14.58 Dec-13 45.59 Dec-14 59.66 Jan-13 19.85 Jan-14 35.85 Jan-15 56.00 Feb-13 14.15 Feb-14 22.49 Feb-15 54.95 Mar-13 8.82 Mar-14 38.94 Mar-15 40.78 Apr-13 (3.52) Apr-14 19.90 Apr-15 42.10 May-13 10.96 May-14 16.65...
Use the data table to estimate the alpha of Nike and HP Inc. stock, expressed as % per month. Monthly Returns Date Nike HP Inc. S&P 500 Jan-11 -3.442% 8.527% 2.330% Feb-11 7.941% -4.509% 3.474% Mar-11 -14.624% -5.913% -0.005% Apr-11 8.745% -1.465% 2.896% May-11 2.587% -7.406% -1.121% Jun-11 6.915% -2.301% -1.706% Jul-11 0.189% -3.379% -2.000% Aug-11 -3.882% -25.988% -5.498% Sep-11 -0.958% -13.292% -6.910% Oct-11 12.677% 18.530% 10.915% Nov-11 -0.176% 5.036% -0.406% Dec-11 0.572% -7.406% 1.024% Jan-12 7.907% 8.618% 4.637% Feb-12...
Consider five years of monthly sales data for a company in the
attached file (Q5.xlsx). a) Forecast monthly sales for the next
year (2020). (10 marks) b) Discuss whether a simple exponential
smoothing model works well with this data or not. (5 m
7 9 Month Sales 747 Feb-14 697 Mar-14 1014 Jan-14 Ap4 1126 May-14 1105 Jun-14 1450 Jul-14 1633 Aug-14 1711 Sep-14 1307 Oct-1223 Nov-14 9T5 Dec-14S53 4J-15 1024 Feb-15928 Mar-151442 7Apr-151371 May-15 1536 Ju15 2004 Jul-15 1854...
Use the Box & Jenkins methodology to adjust an ARIMA model in R or SAS for the following data. Include the complete procedure. The data correspond to the price index of Sugar proposed by FAO DATE valor ene-10 375.5 feb-10 360.8 mar-10 264.8 abr-10 233.4 may-10 215.7 jun-10 224.9 jul-10 247.4 ago-10 262.7 sep-10 318.1 oct-10 349.3 nov-10 373.4 dic-10 398.4 ene-11 420.2 feb-11 418.2 mar-11 372.3 abr-11 345.7 may-11 312.2 jun-11 357.7 jul-11 400.4 ago-11 393.7 sep-11 379 oct-11...