IMSIU Calculate the Net Present Value and Internal Rate of Return Excel Worksheet

Financial Management_Group Activity submission
Dr. Nader Naifar
Learning outcome:
LO1: Apply capital budgeting techniques (CH3)
LO2: Calculate risk and return of a portfolio (CH5)
1. Instructions and guidelines (Read carefully)
Instructions
1. Insert your name and surname in the space provided above, as well as in the file name. Save the file as:
Shibani Group Activity Submission.
2. Submit your assignment via Blackboard
3. Do not delete the plagiarism declaration or the assignment instructions and guidelines. They mus
PLEASE NOTE: Plagiarism cases will be investigated in line with the Terms and Conditions for Stud
IMPORTANT NOTICE: Deadline: 10 June 2023.
Guidelines
1. Working in groups of three students
2. There is 3 sheets in this workbook: Instructions, Answers_EX1 and Answers_EX2
3. Make sure that you have carefully read and fully understood each question before answering it. Answer
4. Answer the question in your own words. Do not copy any text from the slides, readings, or other sources
5. Enter your answers into the grey blocks provided. inputs to the grey cells.
6. Use the information provided in the spreadsheet to perform calculations .
7. Use Excel formulas to show your calculations, as marks may be awarded for correct calculations even
then only include the final answers in the spreadsheet.
Plagiarism declaration:
1. I know that plagiarism is wrong. Plagiarism is to use another’s work and pretend that it is one’s o
2. This assignment is my own work.
3. I have not allowed, and will not allow, anyone to copy my work with the intention of passing it off
4. I acknowledge that copying someone else’s assignment (or part of it) is wrong, and declare that m
2. Mark allocation
Each question receives a mark allocation. However, you will only receive a final percentage mark and will n
there to show you the weighting and length of each question.
Exercise 1
Q1
Q2
Exercise 2
Q1
Q2
Q3
Q4
TOTAL:
4
1
1
1
1
2
10
Exercise 1
You are an investor with SAR 12 million cash to invest. You wish to purchase an office building with this ca
located in different areas of the same city. The following information is available regarding the three possib
Distance from the Central Business District (km)
Floor space (square metres)
Asking price (SAR)
Management costs (SAR per square metre per month)
1
2
3
4
5
Commercial rent in the central business district (CBD) is SAR 60 per square metre per month and d
the CBD. Tip: Cumulatively means that, if the building is located 2 kilometres away from the CBD, re
and by another 5% on SAR 57 on the second kilometre, which gives you SAR 54.
Building 2 has been certified as complying with sustainability standards.
A suitable discount rate for all areas is 6%.
There is a fountain outside Building 1 that you can persuade the local government to renovate by th
in the area have increased the rent charged per square metre by 3.5%.
The local government will impose a 2.5% tax, by the time you complete the purchase of the property
sustainability standards. Ignore the effects of any other taxes.
Q1:Calculate the net present value and internal rate of return of each building assuming that net op
value to the nearest SAR and your calculated internal rate of return to two decimal places.
Q2:Recommend, based on your calculations in Question 1, and purely from a financial perspective,
Exercise 2
In this exercise, you will compute average daily return and standard deviation measures for two different po
the 4th individual assignment (You select 1 stock from the assignment of each student in the group).
for
the previous
assignment
to complete
this
Q1:Using
the daily
return data
on Stock
1,assignment.
Stock 2, and Stock 3, compute the expected return and s
assignment).
Q2:Compute the variance-covariance matrix for stock 1, stock 2, and stock 3
Q3:Compute the correlation matrix for stock 1, stock 2, and stock 3
Q4: Now, consider two portfolios with the following weights. Compute the average daily return and
i. A portfolio that is equally-weighted between stock 1, stock 2, and stock 3
ii. A portfolio that consists of 40% in Stock 1, 20% Stock 2, and 40% Stock 3
ion
the file name. Save the file as: First name Surname Group Activity Submission – e.g. Yassine
ons and guidelines. They must remain in your assignment when you submit.
erms and Conditions for Students.
ers_EX2
on before answering it. Answer the question fully, but concisely, and as directly as possible.
des, readings, or other sources. The assignment must be your own work only.
s.
ed for correct calculations even if the final answer is incorrect. Do not perform calculations manually and
Plagiarism declaration:
and pretend that it is one’s own.
the intention of passing it off as his or her own work.
t) is wrong, and declare that my assignments are my own work.
inal percentage mark and will not be given individual marks for each question. The mark allocation is
e an office building with this cash. You have a choice between three identical office buildings that are
able regarding the three possible investments:
Building 1
0
1,000
8,000,000
15
Building 2
5
1,500
12,000,000
5
quare metre per month and decreases cumulatively by 5% for each kilometre located away from
metres away from the CBD, rent decreases by 5% for the first kilometre (which gives you SAR 57),
ou SAR 54.
government to renovate by the time you purchase the property. Similar renovations to properties
e the purchase of the property, on the sale of all properties that are not certified as compliant with
uilding assuming that net operating income will be received in perpetuity. Round your calculated net present
two decimal places.
from a financial perspective, which building to invest in.
on measures for two different portfolios. You will use the historical price data that you already used for
f each student in the group). It will help to use the daily return and volatility measures you computed
ute the expected return and standard for each stock (Hint: you already have done this for 4th individual
the average daily return and daily volatility measures for each portfolio:
ock 2, and stock 3
, and 40% Stock 3
Building 3
10
2,000
11,000,000
10
Group:………………………………………………………………
Exercise 1
Q1
Distance from the CBD (km)
Floor space (square metres)
Asking price (SAR)
Management costs (per square metre per month)
Discount rate (%)
Sustainability certification (Yes/No)
Fountain (Yes/No)
Rent per square metre per month
Management costs per square metre per month
Net operating income per square metre per month
Monthly net operating income
Annual net operating income
Present value of net operating income
Asking price
Transfer tax
Initial investment
Net present value
Internal rate of return
Q2
Building 1
Building 2
…………………………
Building 3
For Dr. use
only
Exercise 2
Q1
E(r)
Stock 1
Stock 2
Stock 3
Variance-Covariance matrix
Q2
Stock 1
Stock 1
Stock 2
Stock 3
Q3
Correlation matrix
Stock 1
Stock 1
Stock 2
Stock 3
A portfolio that is equally-weighted between Stock 1, Stock 2, an
Weights
Q4
Stock 1
Stock 2
Stock 3
A portfolio that consists of 40% in Stock 1, 20% Stock 2, and 40%
Weights
Q5
Stock 1
Stock 2
Stock 3
Stock 1:……………………………………………
Stock 2:……………………………………………
Stock 3:……………………………………………
𝝈
Variance-Covariance matrix
Stock 2
Stock 3
Correlation matrix
Stock 2
Stock 3
hat is equally-weighted between Stock 1, Stock 2, and Stock 3
𝝈𝒑
E(rp)
hat consists of 40% in Stock 1, 20% Stock 2, and 40% Stock 3
𝝈𝒑
E(rp)
For Dr. use
only
For tutor use
only
Student 1:
…………………………………………………..
Student 2:
………………………………………………..
Student 3:
………………………………………………..
Financial Management_Chapter 5_Individual Activity submission
Dr. Nader Naifar
Learning outcome:
LO2: Calculate the return and risk of individual security
1. Instructions and guidelines (Read carefully)
Instructions
1. Insert your name and surname in the space provided above, as well as in the file name. Save the file as:
Yassine Shibani CH5 Individual Activity Submission.
2. Submit your assignment via Blackboard
3. Do not delete the plagiarism declaration or the assignment instructions and guidelines. They mus
PLEASE NOTE: Plagiarism cases will be investigated in line with the Terms and Conditions for Stud
IMPORTANT NOTICE: Please note that the due date for this assignment is 6 June 2023
Guidelines
1. There is 3 sheets in this workbook: Instructions, Historical data and Answers
2. Make sure that you have carefully read and fully understood each question before answering it. Answer
3. Answer the question in your own words. Do not copy any text from the slides, readings, or other sources
4. Enter your answers into the yellow blocks provided.
5. Use the information provided in the spreadsheet to perform calculations .
6. Use Excel formulas to show your calculations, as marks may be awarded for correct calculations even
then only include the final answers in the spreadsheet.
Plagiarism declaration:
1. I know that plagiarism is wrong. Plagiarism is to use another’s work and pretend that it is one’s o
2. This assignment is my own work.
3. I have not allowed, and will not allow, anyone to copy my work with the intention of passing it off
4. I acknowledge that copying someone else’s assignment (or part of it) is wrong, and declare that m
2. Mark allocation
Each question receives a mark allocation. However, you will only receive a final percentage mark and will n
there to show you the weighting and length of each question.
Question 1
Question 2
Question 3
TOTAL:
1
2
2
5
3. Questions
In this assignment, you will be asked to summarize the return distribution for each security by computi
data,” you will upload daily closing prices for NASDAQ-100 Index (NDX) and three stocks from the
April 2022 to 30 April 2023.
Q1: Using the historical data complete the answer sheet by filling in the cells where you are as
compute the daily returns using the closing prices.
Q2: Compute the average daily return for the NASDAQ-100 Index (NDX) and for each of the sto
standard deviation and the correlation coefficients.
Q3: Calculate the beta coefficients for the three stocks using all the historical data. Plot beta co
How to upload NASDAQ-100 index?
https://www.nasdaq.com/market-activity/index/ndx/historical
How to upload Historical prices of stock? https://www.nasdaq.com/market-activity/stocks/
Enter the sym
Distribution of Stocks by Student
Student ID
Stock 1
Stock 2
٤٣٨٠١٥٨٣٣
AMZN
PEP
٤٤٤٠٠٨٨٢٨
BKNG
AAPL
٤٤٤٠٠٨٧٤٩
COLM
ADBE
٤٣٨٠١٥٥٥
CROX
AMAT
٤٤٤٠٠٨٧٤٨
EA
AMD
Stock 3
COLM
AMAT
QCOM
NVDA
QCOM
٤٤٤٠٠٨٨٢٩
٤٣٣٠٤٢٠٨٣
٤٣٧٠٣٦١٠٦
٤٣٤٠٢٤٠٠٠
٤٤٤٠٠٨٧٤٢
٤٤٤٠٠٨٧٤١
٤٤٤٠٠٨٧٤٧
٤٤٤٠٠٨٨٣٢
٤٣٣٠٠٣٠٢١
٤٣٧٠٢٠٣٥٢
٤٤٤٠٠٨٨٣٠
٤٣١٠٤٩٠٠٥
٤٤٤٠١١٨١٨
٤٢٨٠٠٠٩٣٣
٤٣٥٠١٥٢١٧
٤٤٤٠٠٨٧٤٠
٤٤٤٠٠٨٧٤٦
٤٤٤٠٠٨٧٤٤
٤٣٤٠٢٠٦٢٩
٤٤٤٠٠٨٧٥٠
٤٤٤٠٠٨٨٣١
٤٤٤٠٠٨٧٤٥
EBAY
SBUX
TSLA
COKE
PEP
AAPL
ADBE
AMAT
AMD
GOOGL
INTC
META
MSFT
NVDA
QCOM
ZM
CSCO
TMUS
AAL
ADP
AEIS
AKAM
GOOGL
INTC
META
MSFT
AMZN
BKNG
COLM
CROX
EA
EBAY
SBUX
TSLA
COKE
PEP
AAPL
ADBE
AMAT
AMD
GOOGL
INTC
META
MSFT
ZM
CSCO
TMUS
AAL
ADP
AEIS
AKAM
COLM
AMAT
QCOM
NVDA
QCOM
ZM
AMZN
BKNG
COLM
CROX
EA
EBAY
SBUX
TSLA
COKE
ctivity submission
the file name. Save the file as: First name Surname CH5 Individual Activity Submission – e.g.
ons and guidelines. They must remain in your assignment when you submit.
erms and Conditions for Students.
6 June 2023
ers
on before answering it. Answer the question fully, but concisely, and as directly as possible.
des, readings, or other sources. The assignment must be your own work only.
ed for correct calculations even if the final answer is incorrect. Do not perform calculations manually and
Plagiarism declaration:
and pretend that it is one’s own.
the intention of passing it off as his or her own work.
t) is wrong, and declare that my assignments are my own work.
inal percentage mark and will not be given individual marks for each question. The mark allocation is
n for each security by computing historical average returns and volatility. In the Sheet ” Historical
) and three stocks from the NASDAQ market [ Based on Student ID] for the period from 30
n the cells where you are asked to based on your analysis (Yellow cells). You will need to
DX) and for each of the stocks. First, compute the arithmetic mean, the geometric mean, the
e historical data. Plot beta coefficients using scatter plot.
activity/index/ndx/historical
-activity/stocks/
Enter the symbol
of the stock
Select “Historical
Quotes”
“Historical
https://www.nasdaq.com/market-activity/index/ndx/historical
https://www.nasdaq.com/market-activity/stocks/
Adjusted closing prices
Date
NASDAQ-100 Index Stock 1
4/28/2023
13245.99 $307.26
4/27/2023
13160.03 $304.83
4/26/2023
12806.48 $295.37
4/25/2023
12725.11 $275.42
4/24/2023
12969.76 $281.77
4/21/2023
13000.77 $285.76
4/20/2023
12985.98 $286.11
4/19/2023
13088.71 $288.45
4/18/2023
13091.79 $288.37
4/17/2023
13087.71 $288.80
4/14/2023
13079.52 $286.14
4/13/2023
13109.39 $289.84
4/12/2023
12848.35 $283.49
4/11/2023
12964.15 $282.83
4/10/2023
13051.23 $289.39
4/6/2023
13062.6 $291.60
4/5/2023
12967.2 $284.34
4/4/2023
13100.07 $287.18
4/3/2023
13148.35 $287.23
3/31/2023
13181.35 $288.30
3/30/2023
12963.14 $284.05
3/29/2023
12846.03 $280.51
3/28/2023
12610.57 $275.23
3/27/2023
12673.07 $276.38
3/24/2023
12767.05 $280.57
3/23/2023
12729.23 $277.66
3/22/2023
12567.15 $272.29
3/21/2023
12741.44 $273.78
3/20/2023
12562.61 $272.23
3/17/2023
12519.88 $279.43
3/16/2023
12581.39 $276.20
3/15/2023
12251.32 $265.44
3/14/2023
12199.79 $260.79
3/13/2023
11923.17 $253.92
3/10/2023
11830.28 $248.59
3/9/2023
11995.88 $252.32
3/8/2023
12215.33 $253.70
3/7/2023
12152.17 $254.15
3/6/2023
12302.48 $256.87
3/3/2023
12290.81 $255.29
3/2/2023
12044.87 $251.11
Stock 2
$589.46
$573.62
$570.66
$560.45
$558.39
$551.30
$554.93
$536.93
$538.36
$533.30
$535.82
$537.37
$531.00
$533.00
$536.85
$530.68
$532.07
$519.85
$540.58
$535.08
$533.18
$536.25
$533.72
$538.60
$525.28
$514.91
$512.46
$517.28
$513.38
$498.27
$505.75
$509.01
$519.86
$518.64
$523.62
$531.72
$542.91
$543.10
$549.50
$549.93
$551.76
Stock 3
432.4
427.4
427.4
435
437.4
443.6
448.7
452
458.6
462.7
456.8
460.9
457.4
455
448.1
454.3
450.6
457.4
464.2
466
459.9
458.2
457.9
446
445.1
438.3
451.6
460.6
462.7
466
474
478.4
481.2
479.3
485.9
486.9
485.7
487.8
493.4
481.3
472.3
3/1/2023
2/28/2023
2/27/2023
2/24/2023
2/23/2023
2/22/2023
2/21/2023
2/17/2023
2/16/2023
2/15/2023
2/14/2023
2/13/2023
2/10/2023
2/9/2023
2/8/2023
2/7/2023
2/6/2023
2/3/2023
2/2/2023
2/1/2023
1/31/2023
1/30/2023
1/27/2023
1/26/2023
1/25/2023
1/24/2023
1/23/2023
1/20/2023
1/19/2023
1/18/2023
1/17/2023
1/13/2023
1/12/2023
1/11/2023
1/10/2023
1/9/2023
1/6/2023
1/5/2023
1/4/2023
1/3/2023
12/30/2022
12/29/2022
12/28/2022
12/27/2022
12/23/2022
12/22/2022
12/21/2022
11938.57
12042.12
12057.79
11969.65
12180.14
12066.27
12060.3
12358.18
12442.48
12687.89
12590.89
12502.31
12304.92
12381.17
12495.38
12728.27
12464.51
12573.36
12803.14
12363.1
12101.93
11912.39
12166.6
12051.48
11814.69
11846.64
11872.54
11619.03
11295.67
11410.29
11557.19
11541.48
11459.61
11402.52
11205.78
11108.44
11040.35
10741.22
10914.8
10862.64
10939.76
10951.05
10679.34
10822.51
10985.45
10956.14
11235.88
$246.27
$249.42
$250.16
$249.22
$254.77
$251.51
$252.67
$258.06
$262.15
$269.32
$272.17
$271.32
$263.10
$263.62
$266.73
$267.56
$256.77
$258.35
$264.60
$252.75
$247.81
$242.71
$248.16
$248.00
$240.61
$242.04
$242.58
$240.22
$231.93
$235.81
$240.35
$239.23
$238.51
$235.77
$228.85
$227.12
$224.93
$222.31
$229.10
$239.58
$239.82
$241.01
$234.53
$236.96
$238.73
$238.19
$244.43
$552.21
$556.85
$579.36
$564.73
$570.90
$520.00
$519.15
$530.46
$521.21
$526.49
$515.57
$521.83
$502.78
$505.50
$507.76
$512.28
$520.94
$516.35
$525.90
$518.99
$506.78
$488.02
$497.35
$503.25
$502.02
$497.49
$492.29
$483.42
$478.23
$480.17
$495.26
$494.51
$489.10
$496.01
$484.21
$490.51
$500.00
$483.77
$486.00
$476.66
$512.36
$520.04
$509.05
$518.29
$522.81
$514.41
$521.17
470.3
467.1
481.8
480
478
477.5
481.6
474.9
475.2
474.9
482.5
485.4
480.2
478
481.9
481.4
489
496.5
491.8
484.7
484.2
488.7
473.5
477.1
465.5
459.8
461.9
463.7
471.2
478.1
481.2
476.3
481.3
474.6
468.9
470.3
477.6
464.9
462.7
465.1
471
458.5
461.3
447.8
451.3
448.3
452.7
12/20/2022
12/19/2022
12/16/2022
12/15/2022
12/14/2022
12/13/2022
12/12/2022
12/9/2022
12/8/2022
12/7/2022
12/6/2022
12/5/2022
12/2/2022
12/1/2022
11/30/2022
11/29/2022
11/28/2022
11/25/2022
11/23/2022
11/22/2022
11/21/2022
11/18/2022
11/17/2022
11/16/2022
11/15/2022
11/14/2022
11/11/2022
11/10/2022
11/9/2022
11/8/2022
11/7/2022
11/4/2022
11/3/2022
11/2/2022
11/1/2022
10/31/2022
10/28/2022
10/27/2022
10/26/2022
10/25/2022
10/24/2022
10/21/2022
10/20/2022
10/19/2022
10/18/2022
10/17/2022
10/14/2022
11072.42
11084.59
11243.72
11345.22
11740.92
11834.21
11706.44
11563.33
11637.5
11497.39
11549.69
11786.8
11994.26
12041.89
12030.06
11503.45
11587.75
11756.03
11838.72
11724.84
11553.45
11677.02
11676.86
11699.09
11871.15
11700.94
11817.01
11605.96
10797.55
11059.5
10977
10857.03
10690.6
10906.34
11288.95
11405.57
11546.21
11191.63
11405.9
11669.99
11430.26
11310.33
11046.71
11103.38
11147.74
11062.53
10692.06
$241.80
$240.45
$244.69
$249.01
$257.22
$256.92
$252.51
$245.42
$247.40
$244.37
$245.12
$250.20
$255.02
$254.69
$255.14
$240.33
$241.76
$247.49
$247.58
$245.03
$242.05
$241.22
$241.68
$241.73
$241.97
$241.55
$247.11
$242.98
$224.51
$228.87
$227.87
$221.39
$214.25
$220.10
$228.17
$232.13
$235.87
$226.75
$231.32
$250.66
$247.25
$242.12
$236.15
$236.48
$238.50
$237.53
$228.56
$511.70
$498.40
$499.21
$494.12
$510.98
$518.09
$537.96
$541.42
$511.87
$482.76
$473.96
$490.28
$508.07
$500.50
$491.80
$479.00
$483.18
$479.99
$478.93
$482.43
$476.62
$466.44
$462.93
$461.70
$465.95
$455.49
$468.98
$478.68
$464.34
$476.07
$479.41
$491.64
$485.44
$457.60
$476.00
$487.01
$492.05
$480.58
$468.77
$469.65
$452.66
$444.36
$430.78
$441.54
$444.69
$441.02
$433.34
449.3
446.1
460.2
452.6
456.2
449.9
448.4
468.6
462.4
457
445.9
432.1
424.1
421.6
417.8
407.6
411.7
406.3
407.4
405
408
406.1
402.5
404
407
402.2
407.4
404.1
417.6
419.3
419
420.4
414.3
424.5
424.8
428.1
425.4
415.4
408.7
415.6
408.7
417.9
413.3
401.7
401.8
411
411.1
10/13/2022
10/12/2022
10/11/2022
10/10/2022
10/7/2022
10/6/2022
10/5/2022
10/4/2022
10/3/2022
9/30/2022
9/29/2022
9/28/2022
9/27/2022
9/26/2022
9/23/2022
9/22/2022
9/21/2022
9/20/2022
9/19/2022
9/16/2022
9/15/2022
9/14/2022
9/13/2022
9/12/2022
9/9/2022
9/8/2022
9/7/2022
9/6/2022
9/2/2022
9/1/2022
8/31/2022
8/30/2022
8/29/2022
8/26/2022
8/25/2022
8/24/2022
8/23/2022
8/22/2022
8/19/2022
8/18/2022
8/17/2022
8/16/2022
8/15/2022
8/12/2022
8/11/2022
8/10/2022
8/9/2022
11033.58
10785.62
10791.35
10926.97
11039.47
11485.5
11573.18
11582.54
11229.73
10971.22
11164.78
11493.83
11271.75
11254.11
11311.24
11501.65
11637.79
11851.54
11953.27
11861.38
11927.49
12134.4
12033.62
12739.72
12588.29
12321.19
12259.39
12011.31
12098.44
12274.62
12272.03
12342.7
12484.32
12605.17
13143.58
12917.86
12881.79
12890.54
13242.9
13505.99
13470.86
13635.21
13667.18
13565.87
13291.99
13378.32
13008.17
$234.24
$225.75
$225.41
$229.25
$234.24
$246.79
$249.20
$248.88
$240.74
$232.90
$237.50
$241.07
$236.41
$237.45
$237.92
$240.98
$238.95
$242.45
$244.52
$244.74
$245.38
$252.22
$251.99
$266.65
$264.46
$258.52
$258.09
$253.25
$256.06
$260.40
$261.47
$262.97
$265.23
$268.09
$278.85
$275.79
$276.44
$277.75
$286.15
$290.17
$291.32
$292.71
$293.47
$291.91
$287.02
$289.16
$282.30
$457.00
$440.42
$443.83
$448.19
$439.40
$439.72
$440.94
$439.93
$429.00
$411.73
$418.94
$423.00
$409.75
$413.61
$413.52
$421.83
$427.96
$431.36
$435.68
$432.40
$430.25
$442.95
$434.69
$465.54
$459.44
$456.10
$457.69
$451.83
$465.54
$474.35
$474.33
$488.47
$495.70
$494.39
$507.37
$509.55
$514.88
$520.10
$527.18
$534.20
$520.09
$517.60
$506.79
$503.30
$499.69
$499.23
$497.59
411
414.3
406
405.7
400.7
393.4
398.5
401.5
405.3
403
407.2
412.7
413.6
417.5
423.3
428.9
438.8
439.4
429.3
421.7
428
423.1
423.8
434.6
410.7
405.9
411.5
406.8
417.7
415.3
415.1
424.5
427.1
428.5
414.3
429.3
427.2
415.4
402.3
407.9
400.6
396.1
405.1
417.9
412.4
407.8
410.2
8/8/2022
8/5/2022
8/4/2022
8/3/2022
8/2/2022
8/1/2022
7/29/2022
7/28/2022
7/27/2022
7/26/2022
7/25/2022
7/22/2022
7/21/2022
7/20/2022
7/19/2022
7/18/2022
7/15/2022
7/14/2022
7/13/2022
7/12/2022
7/11/2022
7/8/2022
7/7/2022
7/6/2022
7/5/2022
7/1/2022
6/30/2022
6/29/2022
6/28/2022
6/27/2022
6/24/2022
6/23/2022
6/22/2022
6/21/2022
6/17/2022
6/16/2022
6/15/2022
6/14/2022
6/13/2022
6/10/2022
6/9/2022
6/8/2022
6/7/2022
6/6/2022
6/3/2022
6/2/2022
6/1/2022
13159.16
13207.69
13311.04
13253.26
12901.6
12940.78
12947.97
12717.87
12601.47
12086.9
12328.41
12396.47
12619.41
12439.68
12249.42
11877.5
11983.62
11768.4
11728.53
11744.99
11860.28
12125.69
12109.05
11852.59
11779.9
11585.68
11503.72
11658.26
11637.77
12008.24
12105.85
11697.68
11527.71
11546.76
11265.99
11127.57
11593.77
11311.69
11288.32
11832.82
12269.78
12615.13
12711.68
12599.63
12548.03
12892.89
12548.36
$280.32
$282.91
$283.65
$282.47
$274.82
$278.01
$280.74
$276.41
$268.74
$251.90
$258.83
$260.36
$264.84
$262.27
$259.53
$254.25
$256.72
$254.08
$252.72
$253.67
$264.51
$267.66
$268.40
$266.21
$262.85
$259.58
$256.83
$260.26
$256.48
$264.89
$267.70
$258.86
$253.13
$253.74
$247.65
$244.97
$251.76
$244.49
$242.26
$252.99
$264.79
$270.41
$272.50
$268.75
$270.02
$274.58
$272.42
$498.13
$499.74
$501.35
$507.48
$512.79
$520.95
$513.00
$506.79
$507.17
$501.70
$494.11
$496.87
$501.12
$500.25
$506.03
$495.49
$501.00
$514.32
$579.28
$569.36
$573.00
$583.73
$577.00
$582.55
$582.19
$575.06
$563.90
$551.82
$544.00
$562.90
$551.82
$521.43
$505.57
$516.30
$496.16
$533.60
$551.00
$569.92
$551.98
$582.35
$589.50
$632.12
$634.98
$635.77
$603.00
$602.28
$573.79
399.1
405.1
420.7
398.1
403.1
399.3
418.5
419
426.1
417.8
399.1
382
385.2
390.9
391.6
395.9
391.6
402.6
402.5
389.7
400.9
403.7
391.8
379.5
377.6
389.2
406.7
407
400.2
394.2
390.7
387.9
399.9
402.6
407
401.4
391.5
390.8
393.5
401.8
402
396.7
398.5
392.3
407.9
414.9
412.7
5/31/2022
5/27/2022
5/26/2022
5/25/2022
5/24/2022
5/23/2022
5/20/2022
5/19/2022
5/18/2022
5/17/2022
5/16/2022
5/13/2022
5/12/2022
5/11/2022
5/10/2022
5/9/2022
5/6/2022
5/5/2022
5/4/2022
5/3/2022
5/2/2022
4/29/2022
4/28/2022
4/27/2022
4/26/2022
4/25/2022
4/22/2022
4/21/2022
4/20/2022
4/19/2022
4/18/2022
4/14/2022
4/13/2022
4/12/2022
4/11/2022
4/8/2022
4/7/2022
4/6/2022
4/5/2022
4/4/2022
4/1/2022
DATE
12642.1
12681.42
12276.79
11943.93
11769.84
12034.28
11835.62
11875.63
11928.31
12564.1
12243.58
12387.4
11945.5
11967.56
12345.86
12187.72
12693.53
12850.55
13535.71
13089.9
13075.85
12854.8
13456.06
13003.36
13009.71
13533.22
13356.87
13720.45
13998.53
14210.26
13910.76
13893.21
14217.29
13940.24
13990.21
14327.26
14531.81
14498.88
14820.64
15159.58
14861.21
$271.87
$273.24
$265.90
$262.52
$259.62
$260.65
$252.56
$253.14
$254.08
$266.82
$261.50
$261.12
$255.35
$260.55
$269.50
$264.58
$274.73
$277.35
$289.98
$281.78
$284.47
$277.52
$289.63
$283.22
$270.22
$280.72
$274.03
$280.81
$286.36
$285.30
$280.52
$279.83
$287.62
$282.06
$285.26
$296.97
$301.37
$299.50
$310.88
$314.97
$309.42
$564.97
$565.32
$557.53
$582.51
$564.20
$543.25
$508.41
$492.05
$488.86
$525.49
$529.69
$530.80
$514.01
$498.00
$502.61
$497.14
$483.65
$469.73
$496.01
$449.53
$448.79
$441.50
$461.00
$462.00
$473.45
$485.14
$474.80
$487.69
$493.09
$490.88
$475.09
$492.70
$494.25
$488.98
$485.22
$488.14
$492.30
$495.13
$498.40
$505.45
$513.60
414.8
432.3
428.2
424.2
427.1
422.5
429.9
425.3
414
411.8
413.6
409.3
396
397.9
401.5
402.8
413.6
419.9
418.2
423.9
430.9
432.3
430.1
441
437
445.6
452.1
463.9
466.3
459.6
460.3
455.7
454.3
457.7
454.2
468.2
460.2
461.8
465.9
455.1
450
Name:………………………………………………………………
Stock 1:……..MSFT……………………………………..
Stock 2:………COKE…………………………………….
Stock 3:…….ZM………………………………………
CALCULATION OF RETURNS
NSDAQ-100 STOCK-1 STOCK-2
0.0065319 0.007972 0.027614
0.027607118 0.032028 0.005187
0.006394444 0.072435 0.018218
-0.01886311 -0.02254 0.003689
-0.00238524 -0.01396 0.012861
0.001138921 -0.00122 -0.00654
-0.00784875 -0.00811 0.033524
-0.00023526 0.000277 -0.00266
0.000311743 -0.00149 0.009488
0.00062617 0.009296 -0.0047
-0.00227852 -0.01277 -0.00288
0.020317006 0.022399 0.011996
-0.00893232 0.002334 -0.00375
-0.00667217 -0.02267 -0.00717
-0.00087042 -0.00758 0.011627
0.007357024 0.025533 -0.00261
-0.01014269 -0.00989 0.023507
-0.00367194 -0.00017 -0.03835
-0.00250354 -0.00371 0.010279
0.016833113 0.014962 0.003564
0.009116435 0.01262 -0.00572
0.018671638 0.019184 0.00474
-0.00493172 -0.00416 -0.00906
-0.00736114 -0.01493 0.025358
0.002971115 0.01048 0.020139
0.012897117 0.019722 0.004781
-0.01367899 -0.00544 -0.00932
0.014235099 0.005694 0.007597
0.003412972 -0.02577 0.030325
-0.00488897 0.011694 -0.01479
0.026941587 0.040536 -0.0064
0.004223843 0.01783 -0.02087
0.023200206 0.027056 0.002352
0.007851885 0.021441 -0.00951
-0.01380474 -0.01478 -0.01523
-0.01796513 -0.00544 -0.02061
0.005197426 -0.00177 -0.00035
-0.01221786 -0.01059 -0.01165
0.00094949 0.006189 -0.00078
0.020418651 0.016646 -0.00332
0.008903914 0.019653 -0.00081
-0.00859898
-0.00129957
0.007363624
-0.01728141
0.009437051
0.000495013
-0.02410387
-0.00677518
-0.01934207
0.007703983
0.007085091
0.016041551
-0.00615855
-0.00914018
-0.01829707
0.02116088
-0.00865719
-0.01794716
0.035593015
0.021580855
0.015911165
-0.02089409
0.009552354
0.020041999
-0.00269697
-0.0021815
0.021818517
0.028626899
-0.01004532
-0.0127107
0.001361177
0.007144222
0.005006788
0.017557011
0.008762707
0.006167377
0.027848792
-0.01590318
0.004801779
-0.00704951
-0.00103095
0.025442584
-0.01322891
-0.01483235
0.002675212
-0.02489703
0.014762807
-0.01263
-0.00296
0.003772
-0.02178
0.012962
-0.00459
-0.02089
-0.0156
-0.02662
-0.01047
0.003133
0.031243
-0.00197
-0.01166
-0.0031
0.042022
-0.00612
-0.02362
0.046884
0.019935
0.021013
-0.02196
0.000645
0.030714
-0.00591
-0.00223
0.009824
0.035744
-0.01645
-0.01889
0.004682
0.003019
0.011621
0.030238
0.007617
0.009736
0.011785
-0.02964
-0.04374
-0.001
-0.00494
0.02763
-0.01025
-0.00741
0.002267
-0.02553
0.010877
-0.00833
-0.03885
0.025906
-0.01081
0.097885
0.001637
-0.02132
0.017747
-0.01003
0.02118
-0.012
0.037889
-0.00538
-0.00445
-0.00882
-0.01662
0.008889
-0.01816
0.013314
0.024093
0.038441
-0.01876
-0.01172
0.00245
0.009106
0.010563
0.018348
0.010853
-0.00404
-0.03047
0.001517
0.011061
-0.01393
0.02437
-0.01284
-0.01898
0.033549
-0.00459
0.019595
-0.06968
-0.01477
0.021589
-0.01783
-0.00865
0.016329
-0.01297
0.018507
-0.00109792
-0.01415279
-0.0089465
-0.03370264
-0.00788308
0.010914505
0.012376193
-0.00637336
0.012186244
-0.00452826
-0.02011657
-0.01729661
-0.00395536
0.00098337
0.04577844
-0.00727492
-0.01431436
-0.00698471
0.009712712
0.01483453
-0.01058232
1.37023E-05
-0.00190015
-0.01449396
0.014546695
-0.00982228
0.018184622
0.074869762
-0.02368552
0.007515715
0.011049983
0.015567882
-0.01978115
-0.03389243
-0.01022483
-0.01218062
0.031682606
-0.01878589
-0.02262984
0.020973276
0.010603581
0.023864119
-0.00510385
-0.00397928
0.007702578
0.034649076
-0.03095278
0.005614
-0.01733
-0.01735
-0.03192
0.001168
0.017465
0.028889
-0.008
0.012399
-0.00306
-0.0203
-0.0189
0.001296
-0.00176
0.061624
-0.00591
-0.02315
-0.00036
0.010407
0.012312
0.003441
-0.0019
-0.00021
-0.00099
0.001739
-0.0225
0.016997
0.082268
-0.01905
0.004388
0.02927
0.033326
-0.02658
-0.03537
-0.01706
-0.01586
0.040221
-0.01976
-0.07716
0.013792
0.021188
0.025281
-0.0014
-0.00847
0.004084
0.039246
-0.02425
0.026685
-0.00162
0.010301
-0.033
-0.01372
-0.03694
-0.00639
0.05773
0.060299
0.018567
-0.03329
-0.03501
0.015125
0.01769
0.026722
-0.00865
0.006646
0.002213
-0.00725
0.01219
0.021825
0.007582
0.002664
-0.00912
0.022964
-0.02876
-0.02026
0.030883
-0.02464
-0.00697
-0.02488
0.012772
0.060839
-0.03866
-0.02261
-0.01024
0.023867
0.025194
-0.00187
0.037534
0.018679
0.031524
-0.02437
-0.00708
0.008322
0.017723
-0.05177
0.02298987
-0.00053098
-0.01241149
-0.01019071
-0.03883418
-0.00757614
-0.00080811
0.031417496
0.023562557
-0.01733666
-0.0286284
0.019702353
0.001567427
-0.00505073
-0.01655502
-0.0116981
-0.01803563
-0.00851064
0.007746991
-0.00554266
-0.01705152
0.00837487
-0.05542508
0.012029434
0.021678101
0.005041034
0.020653867
-0.00720175
-0.01435319
0.000211049
-0.00572565
-0.01134383
-0.00958734
-0.04096373
0.017473482
0.002800077
-0.00067879
-0.02660747
-0.01947951
0.002607851
-0.01205335
-0.00233918
0.007468006
0.020604891
-0.00645298
0.028455194
-0.01147414
0.037608
0.001508
-0.01675
-0.0213
-0.05085
-0.00967
0.001286
0.033812
0.033663
-0.01937
-0.01481
0.019712
-0.00438
-0.00198
-0.0127
0.008496
-0.01444
-0.00847
-0.0009
-0.00261
-0.02712
0.000913
-0.05498
0.008281
0.022977
0.001666
0.019112
-0.01097
-0.01667
-0.00409
-0.0057
-0.00852
-0.01067
-0.03859
0.011095
-0.00235
-0.00472
-0.02936
-0.01385
-0.00395
-0.00475
-0.00259
0.005344
0.017037
-0.0074
0.0243
0.007063
0.037646
-0.00768
-0.00973
0.020005
-0.00073
-0.00277
0.002296
0.025478
0.041945
-0.01721
-0.0096
0.032337
-0.00933
0.000218
-0.0197
-0.01432
-0.00788
-0.00992
0.007586
0.004997
-0.02867
0.019002
-0.06627
0.013277
0.007323
-0.00347
0.012969
-0.02945
-0.01857
4.22E-05
-0.02895
-0.01459
0.00265
-0.02558
-0.00428
-0.01035
-0.01004
-0.01343
-0.01314
0.02713
0.004811
0.02133
0.006934
0.007224
0.000921
0.003296
-0.00108
-0.00367437
-0.00776423
0.004359682
0.027257084
-0.00302764
-0.0005553
0.018092652
0.009237018
0.042572537
-0.01958971
-0.00549027
-0.01766644
0.014448121
0.015532164
0.031312987
-0.00885542
0.018287958
0.003399403
-0.00140145
-0.00972068
-0.02188824
0.001374179
0.021637465
0.006170681
0.016763798
0.007124652
-0.01325584
0.001760647
-0.03085132
-0.00806304
0.034893244
0.014744472
-0.00164981
0.024921911
0.012439374
-0.04021125
0.024937034
0.002070281
-0.04601608
-0.0356127
-0.02737586
-0.00759538
0.008893118
0.004112199
-0.02674808
0.027456178
-0.00741491
-0.00915
-0.00261
0.004177
0.027836
-0.01147
-0.00972
0.015665
0.028541
0.066852
-0.02677
-0.00588
-0.01692
0.009799
0.010558
0.020767
-0.00962
0.01039
0.005381
-0.00375
-0.04098
-0.01177
-0.00276
0.008227
0.012783
0.012597
0.010707
-0.01318
0.014738
-0.03175
-0.0105
0.03415
0.022637
-0.0024
0.024591
0.01094
-0.02697
0.029735
0.009205
-0.04241
-0.04456
-0.02078
-0.00767
0.013953
-0.0047
-0.01661
0.007929
0.002023
-0.00322
-0.00321
-0.01208
-0.01036
-0.01566
0.015497
0.012254
-0.00075
0.010903
0.015361
-0.00555
-0.00848
0.001739
-0.01142
0.021272
-0.011
-0.0259
-0.11214
0.017423
-0.00635
-0.01838
0.011664
-0.00953
0.000618
0.012399
0.019791
0.021891
0.014375
-0.03358
0.020079
0.058282
0.031371
-0.02078
0.040592
-0.07016
-0.03158
-0.0332
0.032501
-0.05215
-0.01213
-0.06742
-0.0045
-0.00124
0.054345
0.001195
0.049652
0.015611
-0.0031006
0.032958941
0.027868549
0.014791195
-0.02197389
0.016784926
-0.00336908
-0.00441638
-0.0506037
0.026178618
-0.01161018
0.03699301
-0.00184332
-0.03064185
0.012975356
-0.03984786
-0.01221893
-0.0506187
0.034057556
0.0010745
0.017195911
-0.04468321
0.034814079
-0.0004881
-0.03868333
0.013202944
-0.02649913
-0.01986494
-0.0148998
0.021530096
0.001263207
-0.02279478
0.01987412
-0.00357178
-0.02352508
-0.01407602
0.00227121
-0.02171026
-0.02235814
0.0200771
-0.00501
0.027604
0.012875
0.01117
-0.00395
0.032032
-0.00229
-0.0037
-0.04775
0.020344
0.001455
0.022596
-0.01996
-0.03321
0.018596
-0.03695
-0.00945
-0.04355
0.029101
-0.00946
0.025043
-0.04181
0.022633
0.048109
-0.0374
0.024413
-0.02414
-0.01938
0.003715
0.01704
0.002466
-0.02708
0.019712
-0.01122
-0.03943
-0.0146
0.006244
-0.03661
-0.01299
0.017937
-0.00062
0.013972
-0.04288
0.032453
0.038564
0.068527
0.033249
0.006525
-0.06971
-0.00793
-0.00209
0.032665
0.032149
-0.00917
0.011003
0.027892
0.029634
-0.05298
0.103397
0.001649
0.016512
-0.0423
-0.00216
-0.02418
-0.0241
0.021778
-0.02643
-0.01095
0.004502
0.033236
-0.03574
-0.00314
0.010778
0.007749
-0.00598
-0.00845
-0.00572
-0.00656
-0.01395
-0.01587
CALCULATION OF RETURNS
STOCK-3
0.011699
0
-0.01747
-0.00549
-0.01398
-0.01137
-0.0073
-0.01439
-0.00886
0.012916
-0.0089
0.007652
0.005275
0.015398
-0.01365
0.008211
-0.01487
-0.01465
-0.00386
0.013264
0.00371
0.000655
0.026682
0.002022
0.015514
-0.02945
-0.01954
-0.00454
-0.00708
-0.01688
-0.0092
-0.00582
0.003964
-0.01358
-0.00205
0.002471
-0.00431
-0.01135
0.02514
0.019056
0.004253
0.006851
-0.03051
0.00375
0.004184
0.001047
-0.00851
0.014108
-0.00063
0.000632
-0.01575
-0.00597
0.010829
0.004603
-0.00809
0.001039
-0.01554
-0.01511
0.009557
0.014648
0.001033
-0.00921
0.032101
-0.00755
0.024919
0.012397
-0.00455
-0.00388
-0.01592
-0.01443
-0.00644
0.010288
-0.01039
0.014117
0.012156
-0.00298
-0.01528
0.027318
0.004755
-0.00516
-0.01253
0.027263
-0.00607
0.030147
-0.00776
0.006692
-0.00972
0.007567
0.007173
-0.03064
0.016792
-0.00789
0.014003
0.003345
-0.04311
0.013408
0.011816
0.024893
0.031937
0.018863
0.00593
0.009095
0.025025
-0.00996
0.013291
-0.0027
0.005926
-0.00735
0.004679
0.008944
-0.00371
-0.00737
0.011934
-0.01276
0.008166
-0.03233
-0.00405
0.000716
-0.00333
0.014724
-0.02403
-0.00071
-0.00771
0.006347
0.024073
0.016393
-0.0166
0.016883
-0.02201
0.01113
0.028877
-0.00025
-0.02238
-0.00024
0.000243
-0.00797
0.020443
0.000739
0.012478
0.018556
-0.0128
-0.00747
-0.00938
0.005707
-0.01031
-0.01333
-0.00218
-0.00934
-0.0137
-0.01306
-0.02256
-0.00137
0.023527
0.018022
-0.01472
0.011581
-0.00165
-0.02485
0.058193
0.011826
-0.01361
0.011554
-0.0261
0.005779
0.000482
-0.02214
-0.00609
-0.00327
0.034275
-0.03494
0.004916
0.028406
0.032563
-0.01373
0.018223
0.011361
-0.02222
-0.03063
0.013337
0.01128
-0.00585
0.027813
-0.01481
-0.03708
0.05677
-0.0124
0.009517
-0.04588
-0.00119
-0.01666
0.019866
0.046855
0.044764
-0.00831
-0.01458
-0.00179
-0.01086
0.010981
-0.02732
0.000248
0.032846
-0.02794
-0.00694
0.030373
0.032411
0.005032
-0.0298
-0.04303
-0.00074
0.016992
0.015221
0.008958
0.007218
-0.03001
-0.00671
-0.01081
0.013951
0.025287
0.001791
-0.00686
-0.02066
-0.0005
0.01336
-0.00452
0.015804
-0.03824
-0.01687
0.005331
-0.00506
-0.04048
0.009575
0.00943
-0.00679
0.010888
-0.01721
0.010816
0.027295
0.005342
-0.00435
0.010506
0.033586
-0.00478
-0.00897
-0.00323
-0.02611
-0.015
0.004065
-0.01345
-0.01625
-0.00324
0.005115
-0.02472
0.009153
-0.0193
-0.01438
-0.02544
-0.00515
0.014578
-0.00152
0.010094
0.003082
-0.00743
0.007706
-0.0299
0.017384
-0.00346
-0.0088
0.023731
0.011333
Question 1
Instruction: Please format return as “percentages” with three digits after the decimal point
10/25/2022
10/24/2022
10/23/2022
10/20/2022
10/19/2022
10/18/2022
10/17/2022
NASDAQ-100 Index
0.021
0.011
0.024
-0.005
-0.004
0.008
0.035
11/23/2021
11/22/2021
11/21/2021
11/18/2021
11/17/2021
11/16/2021
11/15/2021
-0.005
-0.012
0.005
0.011
0
0.007
0
Daily Returns
Stock 1
Stock 2
0.013
0.037
0.021
0.019
0.025
0.031
-0.001
-0.024
-0.008
-0.007
0.004
0.008
0.039
0.018
-0.006
-0.009
0.005
0.006
-0.001
0.01
-0.001
0.017
0.036
0.013
0.05
0.015
0.012
0.002
Question 2
Instruction: Please format return and standard deviation as “percentages” with three digits after the decima
NASDAQ-100 Index
0.006857143
Stock 1
0.006928571
Average daily return (geometric)
0.007274786
0.00669433
The standard deviation
0.012930924
0.013713914
Average daily return (Arithmetic)
NASDAQ-100 index NASDAQ-100 index
Vs Stock1
Vs Stock2
Pairs
Correlation
0.942099857
0.376621608
Return
Stock 2
$589.46
$573.62
$570.66
$560.45
$558.39
Question 3
Date
4/28/2023
4/27/2023
4/26/2023
4/25/2023
4/24/2023
Stock 1
$307.26
$304.83
$295.37
$275.42
$281.77
$0.01
$0.03
$0.07
($0.02)
($0.01)
4/21/2023
4/20/2023
4/19/2023
4/18/2023
4/17/2023
4/14/2023
4/13/2023
4/12/2023
4/11/2023
4/10/2023
4/6/2023
4/5/2023
4/4/2023
4/3/2023
3/31/2023
3/30/2023
3/29/2023
3/28/2023
3/27/2023
3/24/2023
3/23/2023
3/22/2023
3/21/2023
3/20/2023
3/17/2023
3/16/2023
3/15/2023
3/14/2023
3/13/2023
3/10/2023
3/9/2023
3/8/2023
3/7/2023
3/6/2023
3/3/2023
3/2/2023
3/1/2023
2/28/2023
2/27/2023
2/24/2023
2/23/2023
2/22/2023
2/21/2023
2/17/2023
2/16/2023
2/15/2023
2/14/2023
2/13/2023
2/10/2023
2/9/2023
2/8/2023
2/7/2023
$285.76
$286.11
$288.45
$288.37
$288.80
$286.14
$289.84
$283.49
$282.83
$289.39
$291.60
$284.34
$287.18
$287.23
$288.30
$284.05
$280.51
$275.23
$276.38
$280.57
$277.66
$272.29
$273.78
$272.23
$279.43
$276.20
$265.44
$260.79
$253.92
$248.59
$252.32
$253.70
$254.15
$256.87
$255.29
$251.11
$246.27
$249.42
$250.16
$249.22
$254.77
$251.51
$252.67
$258.06
$262.15
$269.32
$272.17
$271.32
$263.10
$263.62
$266.73
$267.56
($0.00)
($0.01)
$0.00
($0.00)
$0.01
($0.01)
$0.02
$0.00
($0.02)
($0.01)
$0.03
($0.01)
($0.00)
($0.00)
$0.01
$0.01
$0.02
($0.00)
($0.01)
$0.01
$0.02
($0.01)
$0.01
($0.03)
$0.01
$0.04
$0.02
$0.03
$0.02
($0.01)
($0.01)
($0.00)
($0.01)
$0.01
$0.02
$0.02
($0.01)
($0.00)
$0.00
($0.02)
$0.01
($0.00)
($0.02)
($0.02)
($0.03)
($0.01)
$0.00
$0.03
($0.00)
($0.01)
($0.00)
$0.04
$551.30
$554.93
$536.93
$538.36
$533.30
$535.82
$537.37
$531.00
$533.00
$536.85
$530.68
$532.07
$519.85
$540.58
$535.08
$533.18
$536.25
$533.72
$538.60
$525.28
$514.91
$512.46
$517.28
$513.38
$498.27
$505.75
$509.01
$519.86
$518.64
$523.62
$531.72
$542.91
$543.10
$549.50
$549.93
$551.76
$552.21
$556.85
$579.36
$564.73
$570.90
$520.00
$519.15
$530.46
$521.21
$526.49
$515.57
$521.83
$502.78
$505.50
$507.76
$512.28
2/6/2023
2/3/2023
2/2/2023
2/1/2023
1/31/2023
1/30/2023
1/27/2023
1/26/2023
1/25/2023
1/24/2023
1/23/2023
1/20/2023
1/19/2023
1/18/2023
1/17/2023
1/13/2023
1/12/2023
1/11/2023
1/10/2023
1/9/2023
1/6/2023
1/5/2023
1/4/2023
1/3/2023
12/30/2022
12/29/2022
12/28/2022
12/27/2022
12/23/2022
12/22/2022
12/21/2022
12/20/2022
12/19/2022
12/16/2022
12/15/2022
12/14/2022
12/13/2022
12/12/2022
12/9/2022
12/8/2022
12/7/2022
12/6/2022
12/5/2022
12/2/2022
12/1/2022
11/30/2022
11/29/2022
11/28/2022
11/25/2022
11/23/2022
11/22/2022
11/21/2022
$256.77
$258.35
$264.60
$252.75
$247.81
$242.71
$248.16
$248.00
$240.61
$242.04
$242.58
$240.22
$231.93
$235.81
$240.35
$239.23
$238.51
$235.77
$228.85
$227.12
$224.93
$222.31
$229.10
$239.58
$239.82
$241.01
$234.53
$236.96
$238.73
$238.19
$244.43
$241.80
$240.45
$244.69
$249.01
$257.22
$256.92
$252.51
$245.42
$247.40
$244.37
$245.12
$250.20
$255.02
$254.69
$255.14
$240.33
$241.76
$247.49
$247.58
$245.03
$242.05
($0.01)
($0.02)
$0.05
$0.02
$0.02
($0.02)
$0.00
$0.03
($0.01)
($0.00)
$0.01
$0.04
($0.02)
($0.02)
$0.00
$0.00
$0.01
$0.03
$0.01
$0.01
$0.01
($0.03)
($0.04)
($0.00)
($0.00)
$0.03
($0.01)
($0.01)
$0.00
($0.03)
$0.01
$0.01
($0.02)
($0.02)
($0.03)
$0.00
$0.02
$0.03
($0.01)
$0.01
($0.00)
($0.02)
($0.02)
$0.00
($0.00)
$0.06
($0.01)
($0.02)
($0.00)
$0.01
$0.01
$0.00
$520.94
$516.35
$525.90
$518.99
$506.78
$488.02
$497.35
$503.25
$502.02
$497.49
$492.29
$483.42
$478.23
$480.17
$495.26
$494.51
$489.10
$496.01
$484.21
$490.51
$500.00
$483.77
$486.00
$476.66
$512.36
$520.04
$509.05
$518.29
$522.81
$514.41
$521.17
$511.70
$498.40
$499.21
$494.12
$510.98
$518.09
$537.96
$541.42
$511.87
$482.76
$473.96
$490.28
$508.07
$500.50
$491.80
$479.00
$483.18
$479.99
$478.93
$482.43
$476.62
11/18/2022
11/17/2022
11/16/2022
11/15/2022
11/14/2022
11/11/2022
11/10/2022
11/9/2022
11/8/2022
11/7/2022
11/4/2022
11/3/2022
11/2/2022
11/1/2022
10/31/2022
10/28/2022
10/27/2022
10/26/2022
10/25/2022
10/24/2022
10/21/2022
10/20/2022
10/19/2022
10/18/2022
10/17/2022
10/14/2022
10/13/2022
10/12/2022
10/11/2022
10/10/2022
10/7/2022
10/6/2022
10/5/2022
10/4/2022
10/3/2022
9/30/2022
9/29/2022
9/28/2022
9/27/2022
9/26/2022
9/23/2022
9/22/2022
9/21/2022
9/20/2022
9/19/2022
9/16/2022
9/15/2022
9/14/2022
9/13/2022
9/12/2022
9/9/2022
9/8/2022
$241.22
$241.68
$241.73
$241.97
$241.55
$247.11
$242.98
$224.51
$228.87
$227.87
$221.39
$214.25
$220.10
$228.17
$232.13
$235.87
$226.75
$231.32
$250.66
$247.25
$242.12
$236.15
$236.48
$238.50
$237.53
$228.56
$234.24
$225.75
$225.41
$229.25
$234.24
$246.79
$249.20
$248.88
$240.74
$232.90
$237.50
$241.07
$236.41
$237.45
$237.92
$240.98
$238.95
$242.45
$244.52
$244.74
$245.38
$252.22
$251.99
$266.65
$264.46
$258.52
($0.00)
($0.00)
($0.00)
$0.00
($0.02)
$0.02
$0.08
($0.02)
$0.00
$0.03
$0.03
($0.03)
($0.04)
($0.02)
($0.02)
$0.04
($0.02)
($0.08)
$0.01
$0.02
$0.03
($0.00)
($0.01)
$0.00
$0.04
($0.02)
$0.04
$0.00
($0.02)
($0.02)
($0.05)
($0.01)
$0.00
$0.03
$0.03
($0.02)
($0.01)
$0.02
($0.00)
($0.00)
($0.01)
$0.01
($0.01)
($0.01)
($0.00)
($0.00)
($0.03)
$0.00
($0.05)
$0.01
$0.02
$0.00
$466.44
$462.93
$461.70
$465.95
$455.49
$468.98
$478.68
$464.34
$476.07
$479.41
$491.64
$485.44
$457.60
$476.00
$487.01
$492.05
$480.58
$468.77
$469.65
$452.66
$444.36
$430.78
$441.54
$444.69
$441.02
$433.34
$457.00
$440.42
$443.83
$448.19
$439.40
$439.72
$440.94
$439.93
$429.00
$411.73
$418.94
$423.00
$409.75
$413.61
$413.52
$421.83
$427.96
$431.36
$435.68
$432.40
$430.25
$442.95
$434.69
$465.54
$459.44
$456.10
9/7/2022
9/6/2022
9/2/2022
9/1/2022
8/31/2022
8/30/2022
8/29/2022
8/26/2022
8/25/2022
8/24/2022
8/23/2022
8/22/2022
8/19/2022
8/18/2022
8/17/2022
8/16/2022
8/15/2022
8/12/2022
8/11/2022
8/10/2022
8/9/2022
8/8/2022
8/5/2022
8/4/2022
8/3/2022
8/2/2022
8/1/2022
7/29/2022
7/28/2022
7/27/2022
7/26/2022
7/25/2022
7/22/2022
7/21/2022
7/20/2022
7/19/2022
7/18/2022
7/15/2022
7/14/2022
7/13/2022
7/12/2022
7/11/2022
7/8/2022
7/7/2022
7/6/2022
7/5/2022
7/1/2022
6/30/2022
6/29/2022
6/28/2022
6/27/2022
6/24/2022
$258.09
$253.25
$256.06
$260.40
$261.47
$262.97
$265.23
$268.09
$278.85
$275.79
$276.44
$277.75
$286.15
$290.17
$291.32
$292.71
$293.47
$291.91
$287.02
$289.16
$282.30
$280.32
$282.91
$283.65
$282.47
$274.82
$278.01
$280.74
$276.41
$268.74
$251.90
$258.83
$260.36
$264.84
$262.27
$259.53
$254.25
$256.72
$254.08
$252.72
$253.67
$264.51
$267.66
$268.40
$266.21
$262.85
$259.58
$256.83
$260.26
$256.48
$264.89
$267.70
$0.02
($0.01)
($0.02)
($0.00)
($0.01)
($0.01)
($0.01)
($0.04)
$0.01
($0.00)
($0.00)
($0.03)
($0.01)
($0.00)
($0.00)
($0.00)
$0.01
$0.02
($0.01)
$0.02
$0.01
($0.01)
($0.00)
$0.00
$0.03
($0.01)
($0.01)
$0.02
$0.03
$0.07
($0.03)
($0.01)
($0.02)
$0.01
$0.01
$0.02
($0.01)
$0.01
$0.01
($0.00)
($0.04)
($0.01)
($0.00)
$0.01
$0.01
$0.01
$0.01
($0.01)
$0.01
($0.03)
($0.01)
$0.03
$457.69
$451.83
$465.54
$474.35
$474.33
$488.47
$495.70
$494.39
$507.37
$509.55
$514.88
$520.10
$527.18
$534.20
$520.09
$517.60
$506.79
$503.30
$499.69
$499.23
$497.59
$498.13
$499.74
$501.35
$507.48
$512.79
$520.95
$513.00
$506.79
$507.17
$501.70
$494.11
$496.87
$501.12
$500.25
$506.03
$495.49
$501.00
$514.32
$579.28
$569.36
$573.00
$583.73
$577.00
$582.55
$582.19
$575.06
$563.90
$551.82
$544.00
$562.90
$551.82
6/23/2022
6/22/2022
6/21/2022
6/17/2022
6/16/2022
6/15/2022
6/14/2022
6/13/2022
6/10/2022
6/9/2022
$258.86
$253.13
$253.74
$247.65
$244.97
$251.76
$244.49
$242.26
$252.99
$264.79
$270.41
$272.50
$0.02
($0.00)
$0.02
$0.01
($0.03)
$0.03
$0.01
($0.04)
($0.04)
($0.02)
($0.01)
$521.43
$505.57
$516.30
$496.16
$533.60
$551.00
$569.92
$551.98
$582.35
$589.50
$632.12
$634.98
er the decimal point
Stock 3
0.017
-0.022
0.011
0.029
0
-0.022
0
-0.021
-0.002
0.002
-0.014
0.018
-0.012
0.012
ges” with three digits after the decimal point
Stock 2
0.016214286
Stock 3
-0.000285714
0.014626425
0.007559526
0.018913481
0.016349211
NASDAQ-100 index
Vs Stock3
Stock 1 Vs Stock 2
-0.004938054
0.278243995
Return
Stock 3
$0.03
$0.01
$0.02
$0.00
$0.01
432.4
427.4
427.4
435
437.4
Return
Tadawul Index
Return
$0.01 11307.76953 0.003245363
$0.00 11271.19043 -0.003186398
($0.02) 11307.21973 0.003738035
($0.01) 11265.11035
0.00909566
($0.01) 11163.57031 0.011873933
($0.01)
$0.03
($0.00)
$0.01
($0.00)
($0.00)
$0.01
($0.00)
($0.01)
$0.01
($0.00)
$0.02
($0.04)
$0.01
$0.00
($0.01)
$0.00
($0.01)
$0.03
$0.02
$0.00
($0.01)
$0.01
$0.03
($0.01)
($0.01)
($0.02)
$0.00
($0.01)
($0.02)
($0.02)
($0.00)
($0.01)
($0.00)
($0.00)
($0.00)
($0.01)
($0.04)
$0.03
($0.01)
$0.10
$0.00
($0.02)
$0.02
($0.01)
$0.02
($0.01)
$0.04
($0.01)
($0.00)
($0.01)
($0.02)
443.6
448.7
452
458.6
462.7
456.8
460.9
457.4
455
448.1
454.3
450.6
457.4
464.2
466
459.9
458.2
457.9
446
445.1
438.3
451.6
460.6
462.7
466
474
478.4
481.2
479.3
485.9
486.9
485.7
487.8
493.4
481.3
472.3
470.3
467.1
481.8
480
478
477.5
481.6
474.9
475.2
474.9
482.5
485.4
480.2
478
481.9
481.4
($0.01)
($0.01)
($0.01)
($0.01)
$0.01
($0.01)
$0.01
$0.01
$0.02
($0.01)
$0.01
($0.01)
($0.01)
($0.00)
$0.01
$0.00
$0.00
$0.03
$0.00
$0.02
($0.03)
($0.02)
($0.00)
($0.01)
($0.02)
($0.01)
($0.01)
$0.00
($0.01)
($0.00)
$0.00
($0.00)
($0.01)
$0.03
$0.02
$0.00
$0.01
($0.03)
$0.00
$0.00
$0.00
($0.01)
$0.01
($0.00)
$0.00
($0.02)
($0.01)
$0.01
$0.00
($0.01)
$0.00
($0.02)
11032.57031 0.006192653
10964.66992
0.00267757
10935.38965 0.007958286
10849.04981 -0.005174523
10905.48047 -0.005498907
10965.78027 0.005467546
10906.15039 -0.001325884
10920.62988 -0.00255464
10948.59961 0.013112928
10806.88965
0.01600786
10636.62012
0.00439283
10590.09961 0.008275582
10503.17969 0.003353013
10468.08008 0.000427169
10463.61035 0.000406335
10459.36035 0.001241645
10446.38965
0.0092633
10350.50977 -0.000890994
10359.74023 0.013859704
10218.12012 0.005945191
10157.73047 0.018150388
9976.650391 -0.007150282
10048.5 -0.015544948
10207.16992 -0.009502093
10305.08984 -0.007582033
10383.82031 -0.007584633
10463.17969 0.005088248
10410.20996 -0.006025821
10473.32031 0.002427302
10447.95996 0.003525048
10411.25977 0.012989212
10277.75977 0.008388719
10192.25977 0.008864914
10102.7002 0.010796641
9994.790039 -0.005669666
10051.78027 -0.009998674
10153.29981 -0.011337266
10269.73047 -0.009761793
10370.96973 -0.011645689
10493.16992 -0.005240606
10548.4502 -0.002326633
10573.04981 0.007284267
10496.58984 -0.002200662
10519.74023 0.009626218
10419.44043 0.000699209
10412.16016 -0.009094225
10507.71973 0.003650578
10469.5 -0.00816714
10555.70996 -0.000271828
10558.58008 -0.01338187
10701.79004 -0.007598524
10783.73047 -0.000844924
$0.01
($0.02)
$0.01
$0.02
$0.04
($0.02)
($0.01)
$0.00
$0.01
$0.01
$0.02
$0.01
($0.00)
($0.03)
$0.00
$0.01
($0.01)
$0.02
($0.01)
($0.02)
$0.03
($0.00)
$0.02
($0.07)
($0.01)
$0.02
($0.02)
($0.01)
$0.02
($0.01)
$0.02
$0.03
($0.00)
$0.01
($0.03)
($0.01)
($0.04)
($0.01)
$0.06
$0.06
$0.02
($0.03)
($0.04)
$0.02
$0.02
$0.03
($0.01)
$0.01
$0.00
($0.01)
$0.01
$0.02
489
496.5
491.8
484.7
484.2
488.7
473.5
477.1
465.5
459.8
461.9
463.7
471.2
478.1
481.2
476.3
481.3
474.6
468.9
470.3
477.6
464.9
462.7
465.1
471
458.5
461.3
447.8
451.3
448.3
452.7
449.3
446.1
460.2
452.6
456.2
449.9
448.4
468.6
462.4
457
445.9
432.1
424.1
421.6
417.8
407.6
411.7
406.3
407.4
405
408
($0.02)
$0.01
$0.01
$0.00
($0.01)
$0.03
($0.01)
$0.02
$0.01
($0.00)
($0.00)
($0.02)
($0.01)
($0.01)
$0.01
($0.01)
$0.01
$0.01
($0.00)
($0.02)
$0.03
$0.00
($0.01)
($0.01)
$0.03
($0.01)
$0.03
($0.01)
$0.01
($0.01)
$0.01
$0.01
($0.03)
$0.02
($0.01)
$0.01
$0.00
($0.04)
$0.01
$0.01
$0.02
$0.03
$0.02
$0.01
$0.01
$0.03
($0.01)
$0.01
($0.00)
$0.01
($0.01)
$0.00
10792.84961 -0.001649302
10810.67969 -0.002657924
10839.49023 0.001648533
10821.65039 0.001156428
10809.15039 0.001255213
10795.59961 0.002770826
10765.76953 0.003836911
10724.62012 0.003988983
10682.00977 0.001685077
10664.04004 -0.001765471
10682.90039 -0.004245702
10728.4502 0.000147301
10726.87012 -0.001614785
10744.21973 0.011935918
10617.49023 -0.001558138
10634.05957 -0.001232262
10647.17969 0.010465073
10536.91016 0.000482355
10531.83008 -6.67619E-06
10531.90039 -0.012104002
10660.94043 0.007808464
10578.33984 0.003002836
10546.66992 0.006509541
10478.45996 -0.000651396
10485.29004 0.012165954
10359.25977 0.012770038
10228.63965 -0.000574515
10234.51953 0.001833387
10215.79004 -0.005950253
10276.94043 -0.000312248
10280.15039 0.009225314
10186.17969 -0.006389197
10251.67969 -0.003764689
10290.41992 0.004127567
10248.12012 0.002639673
10221.13965 0.018732747
10033.19043 -0.010368508
10138.30957 -0.010569425
10246.61035 0.006035332
10185.13965 -0.024810723
10444.26953 0.002410863
10419.15039 -0.028422344
10723.9502 -0.009119781
10822.65039 -0.006814754
10896.91016 0.013476587
10752.00977 0.000499702
10746.63965 -0.004614504
10796.45996 -0.013007888
10938.75 -0.002431296
10965.41016 0.003192933
10930.50977 10930509765
0.000001
-1
$0.01
$0.00
($0.01)
$0.02
($0.03)
($0.02)
$0.03
($0.02)
($0.01)
($0.02)
$0.01
$0.06
($0.04)
($0.02)
($0.01)
$0.02
$0.03
($0.00)
$0.04
$0.02
$0.03
($0.02)
($0.01)
$0.01
$0.02
($0.05)
$0.04
($0.01)
($0.01)
$0.02
($0.00)
($0.00)
$0.00
$0.03
$0.04
($0.02)
($0.01)
$0.03
($0.01)
$0.00
($0.02)
($0.01)
($0.01)
($0.01)
$0.01
$0.00
($0.03)
$0.02
($0.07)
$0.01
$0.01
($0.00)
406.1
402.5
404
407
402.2
407.4
404.1
417.6
419.3
419
420.4
414.3
424.5
424.8
428.1
425.4
415.4
408.7
415.6
408.7
417.9
413.3
401.7
401.8
411
411.1
411
414.3
406
405.7
400.7
393.4
398.5
401.5
405.3
403
407.2
412.7
413.6
417.5
423.3
428.9
438.8
439.4
429.3
421.7
428
423.1
423.8
434.6
410.7
405.9
$0.01
($0.00)
($0.01)
$0.01
($0.01)
$0.01
($0.03)
($0.00)
$0.00
($0.00)
$0.01
($0.02)
($0.00)
($0.01)
$0.01
$0.02
$0.02
($0.02)
$0.02
($0.02)
$0.01
$0.03
($0.00)
($0.02)
($0.00)
$0.00
($0.01)
$0.02
$0.00
$0.01
$0.02
($0.01)
($0.01)
($0.01)
$0.01
($0.01)
($0.01)
($0.00)
($0.01)
($0.01)
($0.01)
($0.02)
($0.00)
$0.02
$0.02
($0.01)
$0.01
($0.00)
($0.02)
$0.06
$0.01
($0.01)
11142.01953 -0.000826877
11151.24023 0.004925856
11096.58008 -0.009009176
11197.45996 -0.004398509
11246.92969 0.003142208
11211.7002 -0.017136531
11407.17969 -0.006908142
11486.53027 -0.009675991
11598.75977 0.006724903
11521.28027 0.007176193
11439.19043 -0.007900895
11530.29004 -1.3043E-05
11530.44043 -0.011772517
11667.79981 0.003049237
11632.33008 -0.006590369
11709.5 -0.007566003
11798.76953 -0.014622755
11973.86035 -0.008398088
12075.26953 0.005720166
12006.58984 0.003586702
11963.67969 0.014292383
11795.09961 -0.001257464
11809.9502 0.021058474
11566.37988 1.15664E+11
0.0000001
-1
11421.78027 -0.011215978
11551.33984 0.003220361
11514.25977 -0.00139721
11530.37012 -0.003119373
11566.4502 -0.016273453
11757.79004 -0.001064565
11770.32031 -0.000856493
11780.41016 0.014856202
11607.95996 0.010523976
11487.07031 0.007167708
11405.32031 0.021059852
11170.08008 0.013859937
11017.37988
0.00991827
10909.17969 -0.02259579
11161.37988 -0.026150215
11461.08984 -0.003695345
11503.59961 0.005003309
11446.33008 -0.010875186
11572.17969 -0.021755736
11829.54004 -0.00535845
11893.26953 -0.015820386
12084.4502 0.005184616
12022.12012 0.006847345
11940.36035 0.008965545
11834.25977 -0.002490752
11863.80957 -0.010913982
11994.71973 -0.008687728
$0.01
($0.03)
($0.02)
$0.00
($0.03)
($0.01)
$0.00
($0.03)
($0.00)
($0.01)
($0.01)
($0.01)
($0.01)
$0.03
$0.00
$0.02
$0.01
$0.01
$0.00
$0.00
($0.00)
($0.00)
($0.00)
($0.01)
($0.01)
($0.02)
$0.02
$0.01
($0.00)
$0.01
$0.02
($0.01)
($0.01)
$0.00
($0.01)
$0.02
($0.01)
($0.03)
($0.11)
$0.02
($0.01)
($0.02)
$0.01
($0.01)
$0.00
$0.01
$0.02
$0.02
$0.01
($0.03)
$0.02
$0.06
411.5
406.8
417.7
415.3
415.1
424.5
427.1
428.5
414.3
429.3
427.2
415.4
402.3
407.9
400.6
396.1
405.1
417.9
412.4
407.8
410.2
399.1
405.1
420.7
398.1
403.1
399.3
418.5
419
426.1
417.8
399.1
382
385.2
390.9
391.6
395.9
391.6
402.6
402.5
389.7
400.9
403.7
391.8
379.5
377.6
389.2
406.7
407
400.2
394.2
390.7
$0.01
($0.03)
$0.01
$0.00
($0.02)
($0.01)
($0.00)
$0.03
($0.03)
$0.00
$0.03
$0.03
($0.01)
$0.02
$0.01
($0.02)
($0.03)
$0.01
$0.01
($0.01)
$0.03
($0.01)
($0.04)
$0.06
($0.01)
$0.01
($0.05)
($0.00)
($0.02)
$0.02
$0.05
$0.04
($0.01)
($0.01)
($0.00)
($0.01)
$0.01
($0.03)
$0.00
$0.03
($0.03)
($0.01)
$0.03
$0.03
$0.01
($0.03)
($0.04)
($0.00)
$0.02
$0.02
$0.01
$0.01
12099.83984 12099839843
0.000001
-1
12142.65039 -0.011452895
12283.33008 -0.01383471
12455.65039 -0.005986098
12530.66016 0.000363226
12526.11035 -0.005212138
12591.74023 0.011891148
12443.76953 0.001851737
12420.76953 -0.011123057
12560.48047 0.000476361
12554.5 -0.005326565
12621.73047 -0.001977566
12646.74023 0.008098801
12545.13965 0.000109227
12543.76953 12543769530
0.000001
-1
12530.75977 0.007988575
12431.4502 0.008228714
12329.99023 0.002659138
12297.29004 0.006585189
12216.83984 -0.006077367
12291.54004 -3.16996E-05
12291.92969 -0.001519028
12310.62988 -0.002295196
12338.9502 0.011465628
12199.08008 0.003624885
12155.01953 0.008532883
12052.17969
0.00735274
11964.20996 0.007578623
11874.21973 -0.008427453
11975.13965 -0.001070246
11987.96973 0.010420292
11864.33984 0.008756668
11761.34961 0.017850982
11555.08008 0.023260749
11292.41016 0.011591006
11163.01953 -0.011225268
11289.75 -0.01110582
11416.54004
0.00634398
11344.57031 -0.001217608
11358.40039 -0.009296141
11464.98047 -0.005056692
11523.25 -0.017390391
11727.19043 0.004801587
11671.15039 0.021342879
11427.25977 -0.007448096
11513.00977 0.017889289
11310.66992 -0.000813609
11319.87988 -0.029139817
11659.63965 0.026238488
11361.53027 0.005518151
$0.03
($0.02)
$0.04
($0.07)
($0.03)
($0.03)
$0.03
($0.05)
($0.01)
($0.07)
($0.00)
387.9
399.9
402.6
407
401.4
391.5
390.8
393.5
401.8
402
396.7
398.5
($0.03)
($0.01)
($0.01)
$0.01
$0.03
$0.00
($0.01)
($0.02)
($0.00)
$0.01
($0.00)
11299.17969 -0.044419958
11824.41992 -0.012863858
11978.50977 -0.003508115
12020.67969 -0.002717958
12053.44043 -0.021822882
12322.34961 -0.022337552
12603.88965 0.000602545
12596.29981 -0.005247691
12662.75 -0.012416975
12821.95996
Beta (Stock 1)
-1.3609
Figure beta coefficient (Stock 1)
BETA STOCK1
0.08
0.06
0.04
0.02
0
0
0.0005
0.001
0.0015
0.002
0.0025
0.003
0.0035
0.0025
0.003
0.0035
-0.02
-0.04
Beta (Stock 2)
0.4544
Figure beta coefficient (Stock 2)
BETA STOCK2
0.04
0.03
0.02
0.01
0
-0.01 0
0.0005
0.001
0.0015
-0.02
-0.03
-0.04
-0.05
Beta (Stock 3)
-0.6382
Figure beta coefficient (Stock 3)
BETA STOCK3
0.03
0.025
0.02
0.015
0.01
0.005
0
0.002
0.005
0
-0.005 0
-0.01
-0.015
-0.02
0.0005
0.001
0.0015
0.002
0.0025
0.003
0.0035
For Dr. use
only
Financial Management_Chapter 5_Individual Activity submission
Dr. Nader Naifar
Learning outcome:
LO2: Calculate the return and risk of individual security
1. Instructions and guidelines (Read carefully)
Instructions
1. Insert your name and surname in the space provided above, as well as in the file name. Save the file as:
Yassine Shibani CH5 Individual Activity Submission.
2. Submit your assignment via Blackboard
3. Do not delete the plagiarism declaration or the assignment instructions and guidelines. They mus
PLEASE NOTE: Plagiarism cases will be investigated in line with the Terms and Conditions for Stud
IMPORTANT NOTICE: Please note that the due date for this assignment is 6 June 2023
Guidelines
1. There is 3 sheets in this workbook: Instructions, Historical data and Answers
2. Make sure that you have carefully read and fully understood each question before answering it. Answer
3. Answer the question in your own words. Do not copy any text from the slides, readings, or other sources
4. Enter your answers into the yellow blocks provided.
5. Use the information provided in the spreadsheet to perform calculations .
6. Use Excel formulas to show your calculations, as marks may be awarded for correct calculations even
then only include the final answers in the spreadsheet.
Plagiarism declaration:
1. I know that plagiarism is wrong. Plagiarism is to use another’s work and pretend that it is one’s o
2. This assignment is my own work.
3. I have not allowed, and will not allow, anyone to copy my work with the intention of passing it off
4. I acknowledge that copying someone else’s assignment (or part of it) is wrong, and declare that m
2. Mark allocation
Each question receives a mark allocation. However, you will only receive a final percentage mark and will n
there to show you the weighting and length of each question.
Question 1
Question 2
Question 3
TOTAL:
1
2
2
5
3. Questions
In this assignment, you will be asked to summarize the return distribution for each security by computi
data,” you will upload daily closing prices for NASDAQ-100 Index (NDX) and three stocks from the
April 2022 to 30 April 2023.
Q1: Using the historical data complete the answer sheet by filling in the cells where you are as
compute the daily returns using the closing prices.
Q2: Compute the average daily return for the NASDAQ-100 Index (NDX) and for each of the sto
standard deviation and the correlation coefficients.
Q3: Calculate the beta coefficients for the three stocks using all the historical data. Plot beta co
How to upload NASDAQ-100 index?
https://www.nasdaq.com/market-activity/index/ndx/historical
How to upload Historical prices of stock? https://www.nasdaq.com/market-activity/stocks/
Enter the sym
Distribution of Stocks by Student
Student ID
Stock 1
Stock 2
٤٣٨٠١٥٨٣٣
AMZN
PEP
٤٤٤٠٠٨٨٢٨
BKNG
AAPL
٤٤٤٠٠٨٧٤٩
COLM
ADBE
٤٣٨٠١٥٥٥
CROX
AMAT
٤٤٤٠٠٨٧٤٨
EA
AMD
Stock 3
COLM
AMAT
QCOM
NVDA
QCOM
٤٤٤٠٠٨٨٢٩
٤٣٣٠٤٢٠٨٣
٤٣٧٠٣٦١٠٦
٤٣٤٠٢٤٠٠٠
٤٤٤٠٠٨٧٤٢
٤٤٤٠٠٨٧٤١
٤٤٤٠٠٨٧٤٧
٤٤٤٠٠٨٨٣٢
٤٣٣٠٠٣٠٢١
٤٣٧٠٢٠٣٥٢
٤٤٤٠٠٨٨٣٠
٤٣١٠٤٩٠٠٥
٤٤٤٠١١٨١٨
٤٢٨٠٠٠٩٣٣
٤٣٥٠١٥٢١٧
٤٤٤٠٠٨٧٤٠
٤٤٤٠٠٨٧٤٦
٤٤٤٠٠٨٧٤٤
٤٣٤٠٢٠٦٢٩
٤٤٤٠٠٨٧٥٠
٤٤٤٠٠٨٨٣١
٤٤٤٠٠٨٧٤٥
EBAY
SBUX
TSLA
COKE
PEP
AAPL
ADBE
AMAT
AMD
GOOGL
INTC
META
MSFT
NVDA
QCOM
ZM
CSCO
TMUS
AAL
ADP
AEIS
AKAM
GOOGL
INTC
META
MSFT
AMZN
BKNG
COLM
CROX
EA
EBAY
SBUX
TSLA
COKE
PEP
AAPL
ADBE
AMAT
AMD
GOOGL
INTC
META
MSFT
ZM
CSCO
TMUS
AAL
ADP
AEIS
AKAM
COLM
AMAT
QCOM
NVDA
QCOM
ZM
AMZN
BKNG
COLM
CROX
EA
EBAY
SBUX
TSLA
COKE
ctivity submission
the file name. Save the file as: First name Surname CH5 Individual Activity Submission – e.g.
ons and guidelines. They must remain in your assignment when you submit.
erms and Conditions for Students.
6 June 2023
ers
on before answering it. Answer the question fully, but concisely, and as directly as possible.
des, readings, or other sources. The assignment must be your own work only.
ed for correct calculations even if the final answer is incorrect. Do not perform calculations manually and
Plagiarism declaration:
and pretend that it is one’s own.
the intention of passing it off as his or her own work.
t) is wrong, and declare that my assignments are my own work.
inal percentage mark and will not be given individual marks for each question. The mark allocation is
n for each security by computing historical average returns and volatility. In the Sheet ” Historical
) and three stocks from the NASDAQ market [ Based on Student ID] for the period from 30
n the cells where you are asked to based on your analysis (Yellow cells). You will need to
DX) and for each of the stocks. First, compute the arithmetic mean, the geometric mean, the
e historical data. Plot beta coefficients using scatter plot.
activity/index/ndx/historical
-activity/stocks/
Enter the symbol
of the stock
Select “Historical
Quotes”
“Historical
https://www.nasdaq.com/market-activity/index/ndx/historical
https://www.nasdaq.com/market-activity/stocks/
Adjusted closing prices
Date
NASDAQ-100 Index Stock 1
Stock 2
4/29/2022
12854.8 $218.18
$43.59
5/2/2022
13075.85 $219.32
$44.96
5/3/2022
13089.9 $221.54
$45.06
5/4/2022
13535.71 $228.88
$46.54
5/5/2022
12850.55 $218.56
$44.60
5/6/2022
12693.53 $216.94
$44.30
5/9/2022
12187.72 $209.79
$43.07
5/10/2022
12345.86 $212.34
$44.01
5/11/2022
11967.56 $208.53
$42.83
5/12/2022
11945.5 $207.48
$42.84
5/13/2022
12387.4 $208.79
$43.60
5/16/2022
12243.58 $208.60
$43.08
5/17/2022
12564.1 $214.96
$44.40
5/18/2022
11928.31 $208.50
$42.35
5/19/2022
11875.63 $206.85
$42.01
5/20/2022
11835.62 $208.64
$41.65
5/23/2022
12034.28 $212.96
$42.00
5/24/2022
11769.84 $212.73
$41.67
5/25/2022
11943.93 $213.90
$42.20
5/26/2022
12276.79 $218.28
$43.48
5/27/2022
12681.42 $224.66
$44.55
5/31/2022
12642.1 $222.94
$44.42
6/1/2022
12548.36 $219.32
$44.11
6/2/2022
12892.89 $223.71
$44.84
6/3/2022
12548.03 $220.68
$43.39
6/6/2022
12599.63 $219.51
$43.34
6/7/2022
12711.68 $222.28
$43.53
6/8/2022
12615.13 $219.99
$41.23
6/9/2022
12269.78 $215.70
$40.01
6/10/2022
11832.82 $211.62
$39.18
6/13/2022
11288.32 $204.76
$37.77
6/14/2022
11311.69 $204.13
$37.93
6/15/2022
11593.77 $207.15
$38.65
6/16/2022
11127.57 $199.94
$37.34
6/17/2022
11265.99 $200.28
$36.97
6/21/2022
11546.76 $206.84
$37.73
6/22/2022
11527.71 $207.40
$37.38
6/23/2022
11697.68 $210.58
$37.41
6/24/2022
12105.85 $218.79
$38.61
6/27/2022
12008.24 $218.31
$38.63
6/28/2022
11637.77 $214.06
$37.78
Stock 3
$74.64
$75.37
$74.33
$81.64
$77.48
$76.52
$73.49
$71.86
$70.06
$69.90
$75.60
$72.42
$73.72
$71.28
$71.93
$73.39
$73.42
$72.72
$72.48
$74.49
$76.71
$78.50
$76.28
$79.42
$79.05
$78.98
$79.47
$78.47
$78.91
$75.67
$72.36
$72.31
$74.19
$70.95
$71.87
$72.96
$73.30
$75.20
$78.11
$77.68
$76.34
6/29/2022
6/30/2022
7/1/2022
7/5/2022
7/6/2022
7/7/2022
7/8/2022
7/11/2022
7/12/2022
7/13/2022
7/14/2022
7/15/2022
7/18/2022
7/19/2022
7/20/2022
7/21/2022
7/22/2022
7/25/2022
7/26/2022
7/27/2022
7/28/2022
7/29/2022
8/1/2022
8/2/2022
8/3/2022
8/4/2022
8/5/2022
8/8/2022
8/9/2022
8/10/2022
8/11/2022
8/12/2022
8/15/2022
8/16/2022
8/17/2022
8/18/2022
8/19/2022
8/22/2022
8/23/2022
8/24/2022
8/25/2022
8/26/2022
8/29/2022
8/30/2022
8/31/2022
9/1/2022
9/2/2022
11658.26
11503.72
11585.68
11779.9
11852.59
12109.05
12125.69
11860.28
11744.99
11728.53
11768.4
11983.62
11877.5
12249.42
12439.68
12619.41
12396.47
12328.41
12086.9
12601.47
12717.87
12947.97
12940.78
12901.6
13253.26
13311.04
13207.69
13159.16
13008.17
13378.32
13291.99
13565.87
13667.18
13635.21
13470.86
13505.99
13242.9
12890.54
12881.79
12917.86
13143.58
12605.17
12484.32
12342.7
12272.03
12274.62
12098.44
$212.19
$210.04
$213.23
$212.48
$217.26
$216.52
$217.27
$214.89
$212.29
$211.07
$211.20
$214.13
$211.31
$218.95
$216.05
$218.09
$220.34
$218.38
$217.91
$234.04
$239.48
$241.12
$241.32
$240.62
$244.32
$243.99
$247.20
$248.61
$249.80
$252.47
$250.23
$256.78
$259.71
$260.04
$260.69
$260.94
$259.82
$256.38
$255.77
$256.14
$258.21
$250.48
$248.88
$245.59
$244.41
$245.96
$238.48
$37.29
$37.41
$36.34
$36.69
$36.99
$38.14
$37.99
$37.20
$37.21
$37.21
$37.71
$38.62
$38.71
$40.22
$40.56
$40.61
$39.20
$39.16
$38.96
$40.18
$39.71
$36.31
$36.96
$36.01
$36.52
$35.66
$35.39
$35.38
$34.52
$35.37
$35.59
$36.11
$36.34
$36.19
$35.78
$36.20
$35.38
$33.84
$33.95
$33.86
$34.89
$33.36
$32.94
$32.26
$31.92
$31.76
$31.22
$76.43
$76.39
$79.26
$79.52
$78.86
$79.24
$79.28
$77.90
$77.76
$77.92
$78.20
$79.62
$80.23
$82.55
$83.27
$83.54
$83.59
$81.50
$80.31
$82.96
$84.67
$84.78
$84.91
$83.71
$87.27
$86.88
$85.73
$85.72
$84.84
$86.49
$87.27
$88.31
$89.16
$89.40
$88.35
$88.55
$86.92
$84.95
$84.69
$86.05
$87.39
$84.06
$84.12
$83.41
$84.07
$85.40
$82.94
9/6/2022
9/7/2022
9/8/2022
9/9/2022
9/12/2022
9/13/2022
9/14/2022
9/15/2022
9/16/2022
9/19/2022
9/20/2022
9/21/2022
9/22/2022
9/23/2022
9/26/2022
9/27/2022
9/28/2022
9/29/2022
9/30/2022
10/3/2022
10/4/2022
10/5/2022
10/6/2022
10/7/2022
10/10/2022
10/11/2022
10/12/2022
10/13/2022
10/14/2022
10/17/2022
10/18/2022
10/19/2022
10/20/2022
10/21/2022
10/24/2022
10/25/2022
10/26/2022
10/27/2022
10/28/2022
10/31/2022
11/1/2022
11/2/2022
11/3/2022
11/4/2022
11/7/2022
11/8/2022
11/9/2022
12011.31
12259.39
12321.19
12588.29
12739.72
12033.62
12134.4
11927.49
11861.38
11953.27
11851.54
11637.79
11501.65
11311.24
11254.11
11271.75
11493.83
11164.78
10971.22
11229.73
11582.54
11573.18
11485.5
11039.47
10926.97
10791.35
10785.62
11033.58
10692.06
11062.53
11147.74
11103.38
11046.71
11310.33
11430.26
11669.99
11405.9
11191.63
11546.21
11405.57
11288.95
10906.34
10690.6
10857.03
10977
11059.5
10797.55
$238.14
$241.72
$241.94
$244.30
$243.95
$235.06
$234.48
$230.71
$233.64
$235.72
$233.54
$230.42
$230.47
$230.28
$228.64
$227.62
$231.95
$227.75
$226.19
$232.25
$236.62
$239.05
$234.89
$227.12
$228.69
$226.27
$224.11
$229.90
$225.91
$233.08
$235.02
$233.24
$229.48
$232.74
$236.91
$237.76
$235.14
$234.97
$242.64
$241.70
$243.64
$237.44
$236.10
$236.86
$240.41
$245.04
$240.38
$30.36
$30.65
$30.75
$31.46
$31.56
$29.29
$29.18
$28.84
$29.24
$29.44
$28.96
$28.47
$28.07
$27.52
$26.97
$26.89
$27.13
$26.38
$25.77
$26.97
$27.70
$27.64
$27.18
$25.72
$25.20
$25.04
$25.33
$26.42
$25.91
$26.42
$25.87
$26.00
$26.08
$26.97
$27.18
$27.41
$27.21
$26.27
$29.07
$28.43
$28.30
$27.42
$27.39
$28.20
$28.41
$28.48
$27.52
$84.52
$88.31
$89.46
$88.69
$89.07
$87.84
$92.70
$92.22
$91.31
$92.14
$90.79
$88.60
$84.70
$84.17
$84.81
$84.28
$87.11
$86.57
$84.26
$85.62
$88.51
$90.12
$89.35
$87.03
$87.06
$86.21
$86.87
$89.37
$86.37
$88.90
$88.96
$87.52
$86.79
$88.61
$83.76
$85.21
$85.89
$85.28
$87.10
$86.59
$87.10
$84.58
$84.68
$91.86
$90.45
$92.75
$91.63
11/10/2022
11/11/2022
11/14/2022
11/15/2022
11/16/2022
11/17/2022
11/18/2022
11/21/2022
11/22/2022
11/23/2022
11/25/2022
11/28/2022
11/29/2022
11/30/2022
12/1/2022
12/2/2022
12/5/2022
12/6/2022
12/7/2022
12/8/2022
12/9/2022
12/12/2022
12/13/2022
12/14/2022
12/15/2022
12/16/2022
12/19/2022
12/20/2022
12/21/2022
12/22/2022
12/23/2022
12/27/2022
12/28/2022
12/29/2022
12/30/2022
1/3/2023
1/4/2023
1/5/2023
1/6/2023
1/9/2023
1/10/2023
1/11/2023
1/12/2023
1/13/2023
1/17/2023
1/18/2023
1/19/2023
11605.96
11817.01
11700.94
11871.15
11699.09
11676.86
11677.02
11553.45
11724.84
11838.72
11756.03
11587.75
11503.45
12030.06
12041.89
11994.26
11786.8
11549.69
11497.39
11637.5
11563.33
11706.44
11834.21
11740.92
11345.22
11243.72
11084.59
11072.42
11235.88
10956.14
10985.45
10822.51
10679.34
10951.05
10939.76
10862.64
10914.8
10741.22
11040.35
11108.44
11205.78
11402.52
11459.61
11541.48
11557.19
11410.29
11295.67
$254.88
$249.23
$250.08
$253.32
$253.62
$253.55
$256.02
$257.60
$261.97
$262.58
$263.95
$258.33
$257.06
$264.14
$267.95
$269.90
$264.39
$258.53
$259.22
$260.05
$257.20
$264.43
$262.20
$260.08
$248.79
$247.05
$245.06
$243.91
$247.04
$239.16
$240.94
$241.03
$237.85
$240.62
$238.86
$237.66
$238.78
$233.63
$240.16
$239.51
$240.78
$245.05
$244.26
$245.36
$236.78
$234.25
$233.32
$29.76
$30.43
$30.35
$30.71
$29.53
$29.89
$29.87
$28.94
$29.82
$29.67
$29.34
$28.73
$28.90
$30.07
$29.83
$29.41
$29.17
$28.60
$28.33
$28.44
$28.24
$28.69
$28.73
$28.26
$27.15
$26.92
$26.79
$26.44
$26.83
$25.97
$26.09
$25.94
$25.54
$26.21
$26.43
$26.73
$27.68
$27.56
$28.73
$29.31
$29.44
$29.85
$30.29
$30.11
$29.60
$28.81
$28.42
$96.26
$97.38
$97.42
$97.83
$97.07
$96.97
$97.95
$98.32
$98.43
$99.52
$99.56
$98.66
$98.66
$102.20
$103.37
$105.05
$103.55
$102.08
$101.87
$103.74
$101.79
$102.70
$102.11
$102.19
$99.99
$98.83
$98.30
$98.00
$98.67
$97.76
$98.27
$99.20
$98.60
$99.77
$99.20
$100.83
$104.46
$104.43
$106.69
$104.74
$106.00
$106.30
$105.85
$107.23
$106.75
$105.00
$104.26
1/20/2023
1/23/2023
1/24/2023
1/25/2023
1/26/2023
1/27/2023
1/30/2023
1/31/2023
2/1/2023
2/2/2023
2/3/2023
2/6/2023
2/7/2023
2/8/2023
2/9/2023
2/10/2023
2/13/2023
2/14/2023
2/15/2023
2/16/2023
2/17/2023
2/21/2023
2/22/2023
2/23/2023
2/24/2023
2/27/2023
2/28/2023
3/1/2023
3/2/2023
3/3/2023
3/6/2023
3/7/2023
3/8/2023
3/9/2023
3/10/2023
3/13/2023
3/14/2023
3/15/2023
3/16/2023
3/17/2023
3/20/2023
3/21/2023
3/22/2023
3/23/2023
3/24/2023
3/27/2023
3/28/2023
11619.03
11872.54
11846.64
11814.69
12051.48
12166.6
11912.39
12101.93
12363.1
12803.14
12573.36
12464.51
12728.27
12495.38
12381.17
12304.92
12502.31
12590.89
12687.89
12442.48
12358.18
12060.3
12066.27
12180.14
11969.65
12057.79
12042.12
11938.57
12044.87
12290.81
12302.48
12152.17
12215.33
11995.88
11830.28
11923.17
12199.79
12251.32
12581.39
12519.88
12562.61
12741.44
12567.15
12729.23
12767.05
12673.07
12610.57
$237.17
$240.96
$239.15
$228.01
$225.43
$220.80
$222.35
$225.81
$226.73
$228.99
$225.31
$223.47
$226.77
$223.98
$223.91
$225.82
$227.36
$224.59
$227.85
$227.48
$228.70
$224.68
$222.93
$222.78
$221.58
$221.60
$219.82
$219.56
$222.55
$224.75
$225.52
$221.28
$221.97
$218.98
$213.56
$213.55
$213.59
$213.25
$215.80
$213.22
$215.87
$218.10
$213.26
$213.62
$214.13
$214.36
$214.15
$29.22
$30.27
$29.92
$29.70
$30.09
$28.16
$27.95
$28.26
$29.07
$30.19
$30.32
$28.69
$29.05
$28.24
$27.73
$27.80
$28.55
$28.64
$28.85
$28.20
$27.61
$26.06
$25.47
$25.61
$25.14
$24.90
$24.93
$25.33
$26.20
$26.40
$25.99
$25.53
$25.98
$26.44
$27.22
$26.95
$28.01
$28.41
$30.18
$29.81
$29.16
$28.46
$28.13
$29.03
$29.36
$29.18
$29.29
$105.04
$106.21
$106.64
$106.98
$108.76
$109.02
$108.40
$109.14
$109.99
$109.15
$104.30
$105.02
$106.83
$106.30
$106.05
$107.09
$108.52
$107.98
$109.00
$107.54
$107.10
$104.78
$104.77
$103.51
$101.60
$102.44
$102.09
$101.43
$103.01
$104.55
$104.99
$103.34
$102.50
$100.30
$99.38
$99.08
$99.46
$99.34
$100.43
$98.70
$99.85
$100.54
$99.12
$98.42
$98.34
$98.66
$98.72
3/29/2023
3/30/2023
3/31/2023
4/3/2023
4/4/2023
4/5/2023
4/6/2023
4/10/2023
4/11/2023
4/12/2023
4/13/2023
4/14/2023
4/17/2023
4/18/2023
4/19/2023
4/20/2023
4/21/2023
4/24/2023
4/25/2023
4/26/2023
4/27/2023
4/28/2023
12846.03
12963.14
13181.35
13148.35
13100.07
12967.2
13062.6
13051.23
12964.15
12848.35
13109.39
13079.52
13087.71
13091.79
13088.71
12985.98
13000.77
12969.76
12725.11
12806.48
13160.03
13245.99
$219.90
$219.49
$222.63
$216.81
$214.04
$213.17
$216.11
$214.22
$215.21
$215.61
$217.25
$215.70
$218.16
$217.32
$217.04
$215.62
$215.21
$215.47
$211.69
$210.83
$216.16
$220.00
$31.52
$32.09
$32.67
$32.89
$33.10
$32.83
$32.81
$32.52
$32.35
$32.02
$32.13
$31.89
$32.14
$31.83
$31.15
$30.86
$30.30
$29.66
$28.88
$29.05
$29.86
$31.06
$100.62
$101.32
$104.13
$104.85
$104.00
$104.90
$104.68
$104.74
$105.74
$105.60
$106.99
$107.47
$108.31
$107.91
$107.16
$107.05
$108.19
$109.29
$109.34
$111.47
$112.75
$114.29
Name:………………………………………………………………
Stock 1: ADP
Stock 2:INTC
Stock 3: SBUX
Question 1
Instruction: Please format return as “percentages” with three digits after the decimal point
4/27/2023
4/26/2023
4/25/2023
4/24/2023
4/21/2023
4/20/2023
4/19/2023
NASDAQ-100 Index
2.7607%
Daily Returns
Stock 1
-0.4063%
-0.65426%
-0.0235%
5/10/2022
5/9/2022
5/6/2022
5/5/2022
5/4/2022
5/3/2022
5/2/2022
1.2975%
-3.2958%
1.0122%
1.7196%
Question 2
Instruction: Please format return and standard deviation as “percentages” with three digits after the decima
NASDAQ-100 Index
Average daily return (Arithmetic)
1.4386%
Average daily return (geometric)
0.3168%
The standard deviation
1.1525%
NASDAQ-100 index Vs Stock1
Pairs
Correlation
3.7642%
Question 3
Date
4/29/2022
5/2/2022
5/3/2022
5/4/2022
5/5/2022
Stock 1
$218.18
$219.32
$221.54
$228.88
$218.56
Return
0.005225044
0.010122196
0.033131714
-0.04508913
5/6/2022
5/9/2022
5/10/2022
5/11/2022
5/12/2022
5/13/2022
5/16/2022
5/17/2022
5/18/2022
5/19/2022
5/20/2022
5/23/2022
5/24/2022
5/25/2022
5/26/2022
5/27/2022
5/31/2022
6/1/2022
6/2/2022
6/3/2022
6/6/2022
6/7/2022
6/8/2022
6/9/2022
6/10/2022
6/13/2022
6/14/2022
6/15/2022
6/16/2022
6/17/2022
6/21/2022
6/22/2022
6/23/2022
6/24/2022
6/27/2022
6/28/2022
6/29/2022
6/30/2022
7/1/2022
7/5/2022
7/6/2022
7/7/2022
7/8/2022
7/11/2022
7/12/2022
7/13/2022
7/14/2022
7/15/2022
7/18/2022
7/19/2022
7/20/2022
7/21/2022
$216.94
$209.79
$212.34
$208.53
$207.48
$208.79
$208.60
$214.96
$208.50
$206.85
$208.64
$212.96
$212.73
$213.90
$218.28
$224.66
$222.94
$219.32
$223.71
$220.68
$219.51
$222.28
$219.99
$215.70
$211.62
$204.76
$204.13
$207.15
$199.94
$200.28
$206.84
$207.40
$210.58
$218.79
$218.31
$214.06
$212.19
$210.04
$213.23
$212.48
$217.26
$216.52
$217.27
$214.89
$212.29
$211.07
$211.20
$214.13
$211.31
$218.95
$216.05
$218.09
-0.007412152
-0.032958422
0.012155012
-0.017942922
-0.005035247
0.006313862
-0.000910005
0.030488974
-0.030052103
-0.007913669
0.008653614
0.020705521
-0.001080015
0.005499929
0.020476858
0.029228514
-0.007656014
-0.016237553
0.020016414
-0.013544321
-0.005301794
0.012619015
-0.010302321
-0.019500886
-0.01891516
-0.032416596
-0.003076773
0.014794494
-0.034805696
0.00170051
0.032754144
0.002707407
0.01533269
0.038987558
-0.002193885
-0.019467729
-0.008735868
-0.010132428
0.015187583
-0.003517329
0.022496235
-0.003406057
0.003463883
-0.010954112
-0.012099214
-0.005746856
0.000615909
0.013873106
-0.01316957
0.036155411
-0.013245033
0.009442259
7/22/2022
7/25/2022
7/26/2022
7/27/2022
7/28/2022
7/29/2022
8/1/2022
8/2/2022
8/3/2022
8/4/2022
8/5/2022
8/8/2022
8/9/2022
8/10/2022
8/11/2022
8/12/2022
8/15/2022
8/16/2022
8/17/2022
8/18/2022
8/19/2022
8/22/2022
8/23/2022
8/24/2022
8/25/2022
8/26/2022
8/29/2022
8/30/2022
8/31/2022
9/1/2022
9/2/2022
9/6/2022
9/7/2022
9/8/2022
9/9/2022
9/12/2022
9/13/2022
9/14/2022
9/15/2022
9/16/2022
9/19/2022
9/20/2022
9/21/2022
9/22/2022
9/23/2022
9/26/2022
9/27/2022
9/28/2022
9/29/2022
9/30/2022
10/3/2022
10/4/2022
$220.34
$218.38
$217.91
$234.04
$239.48
$241.12
$241.32
$240.62
$244.32
$243.99
$247.20
$248.61
$249.80
$252.47
$250.23
$256.78
$259.71
$260.04
$260.69
$260.94
$259.82
$256.38
$255.77
$256.14
$258.21
$250.48
$248.88
$245.59
$244.41
$245.96
$238.48
$238.14
$241.72
$241.94
$244.30
$243.95
$235.06
$234.48
$230.71
$233.64
$235.72
$233.54
$230.42
$230.47
$230.28
$228.64
$227.62
$231.95
$227.75
$226.19
$232.25
$236.62
0.010316842
-0.008895344
-0.002152212
0.074021385
0.02324389
0.006848171
0.000829463
-0.002900713
0.015376943
-0.001350688
0.013156277
0.005703883
0.004786614
0.010688551
-0.008872341
0.026175918
0.011410546
0.001270648
0.002499615
0.000958993
-0.004292174
-0.013239935
-0.002379281
0.001446612
0.008081518
-0.029936873
-0.006387736
-0.013219222
-0.004804756
0.006341803
-0.030411449
-0.001425696
0.015033174
0.000910144
0.009754485
-0.001432665
-0.036441894
-0.002467455
-0.01607813
0.012699926
0.008902585
-0.009248261
-0.013359596
0.000216995
-0.000824402
-0.007121765
-0.004461162
0.019022933
-0.018107351
-0.006849616
0.026791635
0.018815931
10/5/2022
10/6/2022
10/7/2022
10/10/2022
10/11/2022
10/12/2022
10/13/2022
10/14/2022
10/17/2022
10/18/2022
10/19/2022
10/20/2022
10/21/2022
10/24/2022
10/25/2022
10/26/2022
10/27/2022
10/28/2022
10/31/2022
11/1/2022
11/2/2022
11/3/2022
11/4/2022
11/7/2022
11/8/2022
11/9/2022
11/10/2022
11/11/2022
11/14/2022
11/15/2022
11/16/2022
11/17/2022
11/18/2022
11/21/2022
11/22/2022
11/23/2022
11/25/2022
11/28/2022
11/29/2022
11/30/2022
12/1/2022
12/2/2022
12/5/2022
12/6/2022
12/7/2022
12/8/2022
12/9/2022
12/12/2022
12/13/2022
12/14/2022
12/15/2022
12/16/2022
$239.05
$234.89
$227.12
$228.69
$226.27
$224.11
$229.90
$225.91
$233.08
$235.02
$233.24
$229.48
$232.74
$236.91
$237.76
$235.14
$234.97
$242.64
$241.70
$243.64
$237.44
$236.10
$236.86
$240.41
$245.04
$240.38
$254.88
$249.23
$250.08
$253.32
$253.62
$253.55
$256.02
$257.60
$261.97
$262.58
$263.95
$258.33
$257.06
$264.14
$267.95
$269.90
$264.39
$258.53
$259.22
$260.05
$257.20
$264.43
$262.20
$260.08
$248.79
$247.05
0.010269631
-0.017402217
-0.033079314
0.006912645
-0.010582011
-0.009546117
0.025835527
-0.017355372
0.031738303
0.008323322
-0.007573824
-0.016120734
0.014206031
0.017916989
0.00358786
-0.011019515
-0.000722974
0.032642465
-0.003874052
0.008026479
-0.025447381
-0.005643531
0.003218975
0.014987756
0.019258766
-0.019017303
0.060321158
-0.022167294
0.003410504
0.012955854
0.001184273
-0.000276003
0.009741668
0.006171393
0.016964286
0.002328511
0.005217458
-0.021291911
-0.004916192
0.027542208
0.014424169
0.007277477
-0.020414969
-0.022164227
0.002668936
0.003201913
-0.010959431
0.02811042
-0.008433234
-0.008085431
-0.04340972
-0.00699385
12/19/2022
12/20/2022
12/21/2022
12/22/2022
12/23/2022
12/27/2022
12/28/2022
12/29/2022
12/30/2022
1/3/2023
1/4/2023
1/5/2023
1/6/2023
1/9/2023
1/10/2023
1/11/2023
1/12/2023
1/13/2023
1/17/2023
1/18/2023
1/19/2023
1/20/2023
1/23/2023
1/24/2023
1/25/2023
1/26/2023
1/27/2023
1/30/2023
1/31/2023
2/1/2023
2/2/2023
2/3/2023
2/6/2023
2/7/2023
2/8/2023
2/9/2023
2/10/2023
2/13/2023
2/14/2023
2/15/2023
2/16/2023
2/17/2023
2/21/2023
2/22/2023
2/23/2023
2/24/2023
2/27/2023
2/28/2023
3/1/2023
3/2/2023
3/3/2023
3/6/2023
$245.06
$243.91
$247.04
$239.16
$240.94
$241.03
$237.85
$240.62
$238.86
$237.66
$238.78
$233.63
$240.16
$239.51
$240.78
$245.05
$244.26
$245.36
$236.78
$234.25
$233.32
$237.17
$240.96
$239.15
$228.01
$225.43
$220.80
$222.35
$225.81
$226.73
$228.99
$225.31
$223.47
$226.77
$223.98
$223.91
$225.82
$227.36
$224.59
$227.85
$227.48
$228.70
$224.68
$222.93
$222.78
$221.58
$221.60
$219.82
$219.56
$222.55
$224.75
$225.52
-0.00805505
-0.004692728
0.012832602
-0.031897668
0.007442716
0.000373537
-0.013193378
0.011645995
-0.007314438
-0.005023863
0.004712615
-0.021567971
0.027950178
-0.002706529
0.005302493
0.017734031
-0.003223832
0.004503398
-0.034969025
-0.010685024
-0.003970117
0.016500943
0.015980099
-0.00751162
-0.046581643
-0.011315293
-0.020538526
0.007019928
0.015561052
0.004074222
0.009967803
-0.016070571
-0.008166526
0.014767083
-0.012303215
-0.000312528
0.008530213
0.006819591
-0.012183322
0.014515339
-0.001623875
0.005341129
-0.017556134
-0.007788855
-0.000672857
-0.00538648
9.02609E-05
-0.008032491
-0.001182786
0.013618145
0.009885419
0.003426029
3/7/2023
3/8/2023
3/9/2023
3/10/2023
3/13/2023
3/14/2023
3/15/2023
3/16/2023
3/17/2023
3/20/2023
3/21/2023
3/22/2023
3/23/2023
3/24/2023
3/27/2023
3/28/2023
3/29/2023
3/30/2023
3/31/2023
4/3/2023
4/4/2023
4/5/2023
4/6/2023
4/10/2023
4/11/2023
4/12/2023
4/13/2023
4/14/2023
4/17/2023
4/18/2023
4/19/2023
4/20/2023
4/21/2023
4/24/2023
4/25/2023
4/26/2023
4/27/2023
4/28/2023
$221.28
$221.97
$218.98
$213.56
$213.55
$213.59
$213.25
$215.80
$213.22
$215.87
$218.10
$213.26
$213.62
$214.13
$214.36
$214.15
$219.90
$219.49
$222.63
$216.81
$214.04
$213.17
$216.11
$214.22
$215.21
$215.61
$217.25
$215.70
$218.16
$217.32
$217.04
$215.62
$215.21
$215.47
$211.69
$210.83
$216.16
$220.00
-0.018800993
0.003118221
-0.013470289
-0.024751119
-4.68252E-05
0.00018731
-0.001591835
0.011957796
-0.011955514
0.012428478
0.010330291
-0.022191655
0.00168808
0.002387417
0.001074114
-0.00097966
0.026850339
-0.001864484
0.014305891
-0.026142029
-0.012776163
-0.004064661
0.013791809
-0.008745546
0.004621417
0.00185865
0.007606326
-0.007134638
0.011404729
-0.003850385
-0.001288423
-0.006542573
-0.001901493
0.001208122
-0.017543045
-0.004062544
0.025281032
0.017764619
ts after the decimal point
y Returns
Stock 2
Stock 3
-2.6298%
1.0167%
-1.81465%
2.8558%
-5.0955%
3.2845%
entages” with three digits after the decimal point
Stock 1
-0.83603%
Stock 2
0.4240%
Stock 3
-2.0394%
-0.1891%
0.0862%
-0.2341%
1.7967%
3.0786%
4.3220%
NASDAQ-100 index NASDAQ-100 index
Vs Stock2
Vs Stock3
Stock 1 Vs Stock 2
36.9877%
Stock 2
$43.59
$44.96
$45.06
$46.54
$44.60
-0.3295%
Return
0.031429227
0.002224199
0.032845095
-0.041684572
94.235%
Stock 3
$74.64
$75.37
$74.33
$81.64
$77.48
Tadawul Index
12854.8
0.009780279
13075.85
-0.01379859
13089.9
0.098345217
13535.71
-0.05095541
12850.55
Return
$44.30
$43.07
$44.01
$42.83
$42.84
$43.60
$43.08
$44.40
$42.35
$42.01
$41.65
$42.00
$41.67
$42.20
$43.48
$44.55
$44.42
$44.11
$44.84
$43.39
$43.34
$43.53
$41.23
$40.01
$39.18
$37.77
$37.93
$38.65
$37.34
$36.97
$37.73
$37.38
$37.41
$38.61
$38.63
$37.78
$37.29
$37.41
$36.34
$36.69
$36.99
$38.14
$37.99
$37.20
$37.21
$37.21
$37.71
$38.62
$38.71
$40.22
$40.56
$40.61
-0.006726457
-0.027765237
0.021824936
-0.026812088
0.000233481
0.01774043
-0.011926606
0.030640669
-0.046171171
-0.008028335
-0.008569388
0.008403361
-0.007857143
0.012718982
0.030331754
0.024609016
-0.00291807
-0.006978838
0.016549535
-0.032337199
-0.001152339
0.004383941
-0.052837124
-0.029590104
-0.020744814
-0.035987749
0.004236166
0.018982336
-0.03389392
-0.009908945
0.020557209
-0.009276438
0.000802568
0.032076985
0.000518001
-0.022003624
-0.012969825
0.003218021
-0.028601978
0.00963126
0.008176615
0.031089484
-0.003932879
-0.020794946
0.000268817
0
0.013437248
0.02413153
0.002330399
0.039008008
0.008453506
0.001232742
$76.52
$73.49
$71.86
$70.06
$69.90
$75.60
$72.42
$73.72
$71.28
$71.93
$73.39
$73.42
$72.72
$72.48
$74.49
$76.71
$78.50
$76.28
$79.42
$79.05
$78.98
$79.47
$78.47
$78.91
$75.67
$72.36
$72.31
$74.19
$70.95
$71.87
$72.96
$73.30
$75.20
$78.11
$77.68
$76.34
$76.43
$76.39
$79.26
$79.52
$78.86
$79.24
$79.28
$77.90
$77.76
$77.92
$78.20
$79.62
$80.23
$82.55
$83.27
$83.54
-0.01239029
-0.03959749
-0.02217989
-0.02504871
-0.00228376
0.081545064
-0.04206349
0.017950842
-0.03309821
0.009118967
0.020297511
0.000408775
-0.00953419
-0.00330033
0.027731788
0.029802658
0.023334637
-0.02828025
0.041164132
-0.00465878
-0.00088552
0.006204102
-0.01258336
0.005607238
-0.04105943
-0.04374257
-0.00069099
0.02599917
-0.04367165
0.012966878
0.015166272
0.004660088
0.025920873
0.038696809
-0.00550506
-0.01725026
0.001178936
-0.00052335
0.037570363
0.003280343
-0.0082998
0.004818666
0.000504796
-0.01740666
-0.00179718
0.002057613
0.003593429
0.018158568
0.007661392
0.028916864
0.008721987
0.003242464
12693.53
12187.72
12345.86
11967.56
11945.5
12387.4
12243.58
12564.1
11928.31
11875.63
11835.62
12034.28
11769.84
11943.93
12276.79
12681.42
12642.1
12548.36
12892.89
12548.03
12599.63
12711.68
12615.13
12269.78
11832.82
11288.32
11311.69
11593.77
11127.57
11265.99
11546.76
11527.71
11697.68
12105.85
12008.24
11637.77
11658.26
11503.72
11585.68
11779.9
11852.59
12109.05
12125.69
11860.28
11744.99
11728.53
11768.4
11983.62
11877.5
12249.42
12439.68
12619.41
$39.20
$39.16
$38.96
$40.18
$39.71
$36.31
$36.96
$36.01
$36.52
$35.66
$35.39
$35.38
$34.52
$35.37
$35.59
$36.11
$36.34
$36.19
$35.78
$36.20
$35.38
$33.84
$33.95
$33.86
$34.89
$33.36
$32.94
$32.26
$31.92
$31.76
$31.22
$30.36
$30.65
$30.75
$31.46
$31.56
$29.29
$29.18
$28.84
$29.24
$29.44
$28.96
$28.47
$28.07
$27.52
$26.97
$26.89
$27.13
$26.38
$25.77
$26.97
$27.70
-0.034720512
-0.001020408
-0.005107252
0.031314168
-0.011697362
-0.08562075
0.017901405
-0.025703463
0.014162733
-0.02354874
-0.007571509
-0.000282566
-0.024307518
0.024623407
0.00621996
0.014610846
0.006369427
-0.004127683
-0.011329096
0.011738401
-0.022651934
-0.043527417
0.003250591
-0.002650957
0.030419374
-0.043852107
-0.012589928
-0.020643594
-0.010539368
-0.005012531
-0.017002519
-0.027546445
0.009552042
0.003262643
0.023089431
0.00317864
-0.071926489
-0.003755548
-0.011651816
0.013869626
0.006839945
-0.016304348
-0.01691989
-0.014049877
-0.019593872
-0.019985465
-0.002966259
0.008925251
-0.027644674
-0.023123578
0.046565774
0.027067112
$83.59
$81.50
$80.31
$82.96
$84.67
$84.78
$84.91
$83.71
$87.27
$86.88
$85.73
$85.72
$84.84
$86.49
$87.27
$88.31
$89.16
$89.40
$88.35
$88.55
$86.92
$84.95
$84.69
$86.05
$87.39
$84.06
$84.12
$83.41
$84.07
$85.40
$82.94
$84.52
$88.31
$89.46
$88.69
$89.07
$87.84
$92.70
$92.22
$91.31
$92.14
$90.79
$88.60
$84.70
$84.17
$84.81
$84.28
$87.11
$86.57
$84.26
$85.62
$88.51
0.000598516
-0.02500299
-0.01460123
0.032997136
0.020612343
0.001299161
0.001533381
-0.01413261
0.042527774
-0.00446889
-0.01323665
-0.00011665
-0.01026598
0.019448373
0.009018384
0.011917039
0.009625184
0.00269179
-0.01174497
0.002263724
-0.01840768
-0.02266452
-0.00306062
0.016058567
0.015572342
-0.03810505
0.000713776
-0.00844032
0.00791272
0.01582015
-0.02880562
0.019049916
0.044841458
0.013022308
-0.0086072
0.004284587
-0.01380936
0.055327869
-0.00517799
-0.00986771
0.009089913
-0.01465162
-0.0241216
-0.04401806
-0.00625738
0.007603659
-0.00624926
0.033578548
-0.00619906
-0.02668361
0.016140517
0.033753796
12396.47
12328.41
12086.9
12601.47
12717.87
12947.97
12940.78
12901.6
13253.26
13311.04
13207.69
13159.16
13008.17
13378.32
13291.99
13565.87
13667.18
13635.21
13470.86
13505.99
13242.9
12890.54
12881.79
12917.86
13143.58
12605.17
12484.32
12342.7
12272.03
12274.62
12098.44
12011.31
12259.39
12321.19
12588.29
12739.72
12033.62
12134.4
11927.49
11861.38
11953.27
11851.54
11637.79
11501.65
11311.24
11254.11
11271.75
11493.83
11164.78
10971.22
11229.73
11582.54
$27.64
$27.18
$25.72
$25.20
$25.04
$25.33
$26.42
$25.91
$26.42
$25.87
$26.00
$26.08
$26.97
$27.18
$27.41
$27.21
$26.27
$29.07
$28.43
$28.30
$27.42
$27.39
$28.20
$28.41
$28.48
$27.52
$29.76
$30.43
$30.35
$30.71
$29.53
$29.89
$29.87
$28.94
$29.82
$29.67
$29.34
$28.73
$28.90
$30.07
$29.83
$29.41
$29.17
$28.60
$28.33
$28.44
$28.24
$28.69
$28.73
$28.26
$27.15
$26.92
-0.002166065
-0.016642547
-0.053715968
-0.020217729
-0.006349206
0.01158147
0.043031978
-0.019303558
0.01968352
-0.020817562
0.005025126
0.003076923
0.034125767
0.007786429
0.008462104
-0.007296607
-0.034546123
0.106585459
-0.022015824
-0.004572635
-0.031095406
-0.001094092
0.029572837
0.007446809
0.002463921
-0.033707865
0.081395349
0.022513441
-0.002628985
0.011861614
-0.038423966
0.012190992
-0.00066912
-0.031134918
0.03040774
-0.005030181
-0.011122346
-0.020961145
0.006092254
0.040484429
-0.007981377
-0.014079785
-0.00816049
-0.019540624
-0.009440559
0.00388281
-0.007032349
0.015934844
0.001394214
-0.016359206
-0.039278132
-0.008471455
$90.12
$89.35
$87.03
$87.06
$86.21
$86.87
$89.37
$86.37
$88.90
$88.96
$87.52
$86.79
$88.61
$83.76
$85.21
$85.89
$85.28
$87.10
$86.59
$87.10
$84.58
$84.68
$91.86
$90.45
$92.75
$91.63
$96.26
$97.38
$97.42
$97.83
$97.07
$96.97
$97.95
$98.32
$98.43
$99.52
$99.56
$98.66
$98.66
$102.20
$103.37
$105.05
$103.55
$102.08
$101.87
$103.74
$101.79
$102.70
$102.11
$102.19
$99.99
$98.83
0.018190035
-0.00854416
-0.0259653
0.000344709
-0.00976338
0.007655724
0.028778635
-0.03356831
0.029292578
0.000674916
-0.01618705
-0.00834095
0.020970158
-0.05473423
0.017311366
0.007980284
-0.00710211
0.021341463
-0.00585534
0.005889826
-0.02893226
0.001182313
0.084789797
-0.01534944
0.025428413
-0.01207547
0.050529303
0.011635155
0.000410762
0.004208581
-0.00776858
-0.00103018
0.010106218
0.003777437
0.001118796
0.01107386
0.000401929
-0.00903978
0
0.035880803
0.011448141
0.016252298
-0.01427891
-0.01419604
-0.00205721
0.018356729
-0.01879699
0.008939974
-0.00574489
0.000783469
-0.02152853
-0.01160116
11573.18
11485.5
11039.47
10926.97
10791.35
10785.62
11033.58
10692.06
11062.53
11147.74
11103.38
11046.71
11310.33
11430.26
11669.99
11405.9
11191.63
11546.21
11405.57
11288.95
10906.34
10690.6
10857.03
10977
11059.5
10797.55
11605.96
11817.01
11700.94
11871.15
11699.09
11676.86
11677.02
11553.45
11724.84
11838.72
11756.03
11587.75
11503.45
12030.06
12041.89
11994.26
11786.8
11549.69
11497.39
11637.5
11563.33
11706.44
11834.21
11740.92
11345.22
11243.72
$26.79
$26.44
$26.83
$25.97
$26.09
$25.94
$25.54
$26.21
$26.43
$26.73
$27.68
$27.56
$28.73
$29.31
$29.44
$29.85
$30.29
$30.11
$29.60
$28.81
$28.42
$29.22
$30.27
$29.92
$29.70
$30.09
$28.16
$27.95
$28.26
$29.07
$30.19
$30.32
$28.69
$29.05
$28.24
$27.73
$27.80
$28.55
$28.64
$28.85
$28.20
$27.61
$26.06
$25.47
$25.61
$25.14
$24.90
$24.93
$25.33
$26.20
$26.40
$25.99
-0.004829123
-0.013064576
0.014750378
-0.032053671
0.004620716
-0.005749329
-0.0154202
0.026233359
0.008393743
0.011350738
0.035540591
-0.00433526
0.04245283
0.020187957
0.004435346
0.01392663
0.014740369
-0.005942555
-0.016937894
-0.026689189
-0.013536966
0.028149191
0.035934292
-0.011562603
-0.007352941
0.013131313
-0.064140911
-0.007457386
0.011091234
0.02866242
0.038527692
0.004306062
-0.053759894
0.012547926
-0.02788296
-0.01805949
0.002524342
0.026978417
0.003152364
0.007332402
-0.022530329
-0.020921986
-0.05613908
-0.022640061
0.005496663
-0.018352206
-0.009546539
0.001204819
0.016044926
0.034346625
0.007633588
-0.015530303
$98.30
$98.00
$98.67
$97.76
$98.27
$99.20
$98.60
$99.77
$99.20
$100.83
$104.46
$104.43
$106.69
$104.74
$106.00
$106.30
$105.85
$107.23
$106.75
$105.00
$104.26
$105.04
$106.21
$106.64
$106.98
$108.76
$109.02
$108.40
$109.14
$109.99
$109.15
$104.30
$105.02
$106.83
$106.30
$106.05
$107.09
$108.52
$107.98
$109.00
$107.54
$107.10
$104.78
$104.77
$103.51
$101.60
$102.44
$102.09
$101.43
$103.01
$104.55
$104.99
-0.00536274
-0.00305188
0.006836735
-0.00922266
0.005216858
0.009463722
-0.00604839
0.011866126
-0.00571314
0.016431452
0.03600119
-0.00028719
0.021641291
-0.01827725
0.012029788
0.002830189
-0.0042333
0.013037317
-0.00447636
-0.01639344
-0.00704762
0.007481297
0.011138614
0.004048583
0.003188297
0.016638624
0.002390585
-0.00568703
0.006826568
0.007788162
-0.00763706
-0.04443426
0.006903164
0.017187202
-0.00491458
-0.00235183
0.009806695
0.013353254
-0.00497604
0.009446194
-0.0133945
-0.0040915
-0.021662
-9.5438E-05
-0.01202634
-0.01845232
0.008267717
-0.00341663
-0.00646488
0.015577245
0.014950005
0.004208513
11084.59
11072.42
11235.88
10956.14
10985.45
10822.51
10679.34
10951.05
10939.76
10862.64
10914.8
10741.22
11040.35
11108.44
11205.78
11402.52
11459.61
11541.48
11557.19
11410.29
11295.67
11619.03
11872.54
11846.64
11814.69
12051.48
12166.6
11912.39
12101.93
12363.1
12803.14
12573.36
12464.51
12728.27
12495.38
12381.17
12304.92
12502.31
12590.89
12687.89
12442.48
12358.18
12060.3
12066.27
12180.14
11969.65
12057.79
12042.12
11938.57
12044.87
12290.81
12302.48
$25.53
$25.98
$26.44
$27.22
$26.95
$28.01
$28.41
$30.18
$29.81
$29.16
$28.46
$28.13
$29.03
$29.36
$29.18
$29.29
$31.52
$32.09
$32.67
$32.89
$33.10
$32.83
$32.81
$32.52
$32.35
$32.02
$32.13
$31.89
$32.14
$31.83
$31.15
$30.86
$30.30
$29.66
$28.88
$29.05
$29.86
$31.06
-0.017699115
0.017626322
0.017705928
0.029500756
-0.009919177
0.039332096
0.014280614
0.062302006
-0.012259775
-0.021804764
-0.024005487
-0.011595221
0.031994312
0.011367551
-0.00613079
0.003769705
0.0761352
0.018083756
0.018074166
0.006734007
0.006384919
-0.0081571
-0.000609199
-0.008838769
-0.005227552
-0.010200927
0.003435353
-0.007469655
0.007839448
-0.009645302
-0.021363494
-0.009309791
-0.018146468
-0.021122112
-0.026298045
0.005886427
0.02788296
0.040187542
$103.34
$102.50
$100.30
$99.38
$99.08
$99.46
$99.34
$100.43
$98.70
$99.85
$100.54
$99.12
$98.42
$98.34
$98.66
$98.72
$100.62
$101.32
$104.13
$104.85
$104.00
$104.90
$104.68
$104.74
$105.74
$105.60
$106.99
$107.47
$108.31
$107.91
$107.16
$107.05
$108.19
$109.29
$109.34
$111.47
$112.75
$114.29
-0.01571578
-0.00812851
-0.02146341
-0.00917248
-0.00301872
0.003835285
-0.00120652
0.010972418
-0.01722593
0.011651469
0.006910366
-0.01412373
-0.00706215
-0.00081284
0.003254017
0.000608149
0.019246353
0.006956867
0.027733912
0.006914434
-0.00810682
0.008653846
-0.00209724
0.000573175
0.009547451
-0.001324
0.013162879
0.004486401
0.007816135
-0.0036931
-0.00695024
-0.0010265
0.010649229
0.010167298
0.000457498
0.019480519
0.01148291
0.013658537
12152.17
12215.33
11995.88
11830.28
11923.17
12199.79
12251.32
12581.39
12519.88
12562.61
12741.44
12567.15
12729.23
12767.05
12673.07
12610.57
12846.03
12963.14
13181.35
13148.35
13100.07
12967.2
13062.6
13051.23
12964.15
12848.35
13109.39
13079.52
13087.71
13091.79
13088.71
12985.98
13000.77
12969.76
12725.11
12806.48
13160.03
13245.99
Return
0.017195911
0.0010745
0.034057556
-0.0506187
Beta (Stock 1)
0.8819
Figure beta coefficient (Stock 1)
BETA
BETA
y = 0.8819x + 0.0001
0.1
0.08
0.06
stock 1
0.04
-0.06
0.02
0
-0.04
-0.02
-0.02
0
0.02
0.04
0.06
-0.04
-0.06
-0.08
Beta (Stock 2)
Nasdaq 100 index
0.5647
Figure beta coefficient (Stock 2)
BETA
y = 0.5647x + 0.0009
0.1
0.08
0.06
stock 2
0.04
0.02
0
-0.1
-0.05
-0.02
0
0.05
0.1
-0.04
-0.06
-0.08
Beta (Stock 3)
Nasdaq 100 index
0.6435
Figure beta coefficient (Stock 3)
BETA
0.1
0.08
0.06
0.04
stock 2
-0.01221893
-0.03984786
0.012975356
-0.03064185
-0.00184332
0.03699301
-0.01161018
0.026178618
-0.0506037
-0.00441638
-0.00336908
0.016784926
-0.02197389
0.014791195
0.027868549
0.032958941
-0.0031006
-0.00741491
0.027456178
-0.02674808
0.004112199
0.008893118
-0.00759538
-0.02737586
-0.0356127
-0.04601608
0.002070281
0.024937034
-0.04021125
0.012439374
0.024921911
-0.00164981
0.014744472
0.034893244
-0.00806304
-0.03085132
0.001760647
-0.01325584
0.007124652
0.016763798
0.006170681
0.021637465
0.001374179
-0.02188824
-0.00972068
-0.00140145
0.003399403
0.018287958
-0.00885542
0.031312987
0.015532164
0.014448121
0.02
0
y = 0.6435x + 0.0009
stock 2
-0.01766644
-0.00549027
-0.01958971
0.042572537
0.009237018
0.018092652
-0.0005553
-0.00302764
0.027257084
0.004359682
-0.00776423
-0.00367437
-0.01147414
0.028455194
-0.00645298
0.020604891
0.007468006
-0.00233918
-0.01205335
0.002607851
-0.01947951
-0.02660747
-0.00067879
0.002800077
0.017473482
-0.04096373
-0.00958734
-0.01134383
-0.00572565
0.000211049
-0.01435319
-0.00720175
0.020653867
0.005041034
0.021678101
0.012029434
-0.05542508
0.00837487
-0.01705152
-0.00554266
0.007746991
-0.00851064
-0.01803563
-0.0116981
-0.01655502
-0.00505073
0.001567427
0.019702353
-0.0286284
-0.01733666
0.023562557
0.031417496
-0.1
0
-0.05
-0.02
0
0.05
-0.04
-0.06
-0.08
Nasdaq 100 index
0.1
-0.00080811
-0.00757614
-0.03883418
-0.01019071
-0.01241149
-0.00053098
0.02298987
-0.03095278
0.034649076
0.007702578
-0.00397928
-0.00510385
0.023864119
0.010603581
0.020973276
-0.02262984
-0.01878589
0.031682606
-0.01218062
-0.01022483
-0.03389243
-0.01978115
0.015567882
0.011049983
0.007515715
-0.02368552
0.074869762
0.018184622
-0.00982228
0.014546695
-0.01449396
-0.00190015
1.37023E-05
-0.01058232
0.01483453
0.009712712
-0.00698471
-0.01431436
-0.00727492
0.04577844
0.00098337
-0.00395536
-0.01729661
-0.02011657
-0.00452826
0.012186244
-0.00637336
0.012376193
0.010914505
-0.00788308
-0.03370264
-0.0089465
-0.01415279
-0.00109792
0.014762807
-0.02489703
0.002675212
-0.01483235
-0.01322891
0.025442584
-0.00103095
-0.00704951
0.004801779
-0.01590318
0.027848792
0.006167377
0.008762707
0.017557011
0.005006788
0.007144222
0.001361177
-0.0127107
-0.01004532
0.028626899
0.021818517
-0.0021815
-0.00269697
0.020041999
0.009552354
-0.02089409
0.015911165
0.021580855
0.035593015
-0.01794716
-0.00865719
0.02116088
-0.01829707
-0.00914018
-0.00615855
0.016041551
0.007085091
0.007703983
-0.01934207
-0.00677518
-0.02410387
0.000495013
0.009437051
-0.01728141
0.007363624
-0.00129957
-0.00859898
0.008903914
0.020418651
0.00094949
-0.01221786
0.005197426
-0.01796513
-0.01380474
0.007851885
0.023200206
0.004223843
0.026941587
-0.00488897
0.003412972
0.014235099
-0.01367899
0.012897117
0.002971115
-0.00736114
-0.00493172
0.018671638
0.009116435
0.016833113
-0.00250354
-0.00367194
-0.01014269
0.007357024
-0.00087042
-0.00667217
-0.00893232
0.020317006
-0.00227852
0.00062617
0.000311743
-0.00023526
-0.00784875
0.001138921
-0.00238524
-0.01886311
0.006394444
0.027607118
0.0065319
For Dr. use
only
819x + 0.0001
0.08
0.1
0.15
0.15
Financial Management_Chapter 5_Individual Activity submission
Dr. Nader Naifar
Learning outcome:
LO2: Calculate the return and risk of individual security
1. Instructions and guidelines (Read carefully)
Instructions
1. Insert your name and surname in the space provided above, as well as in the file name. Save the file as:
Yassine Shibani CH5 Individual Activity Submission.
2. Submit your assignment via Blackboard
3. Do not delete the plagiarism declaration or the assignment instructions and guidelines. They mus
PLEASE NOTE: Plagiarism cases will be investigated in line with the Terms and Conditions for Stud
IMPORTANT NOTICE: Please note that the due date for this assignment is 6 June 2023
Guidelines
1. There is 3 sheets in this workbook: Instructions, Historical data and Answers
2. Make sure that you have carefully read and fully understood each question before answering it. Answer
3. Answer the question in your own words. Do not copy any text from the slides, readings, or other sources
4. Enter your answers into the yellow blocks provided.
5. Use the information provided in the spreadsheet to perform calculations .
6. Use Excel formulas to show your calculations, as marks may be awarded for correct calculations even
then only include the final answers in the spreadsheet.
Plagiarism declaration:
1. I know that plagiarism is wrong. Plagiarism is to use another’s work and pretend that it is one’s o
2. This assignment is my own work.
3. I have not allowed, and will not allow, anyone to copy my work with the intention of passing it off
4. I acknowledge that copying someone else’s assignment (or part of it) is wrong, and declare that m
2. Mark allocation
Each question receives a mark allocation. However, you will only receive a final percentage mark and will n
there to show you the weighting and length of each question.
Question 1
Question 2
Question 3
TOTAL:
1
2
2
5
3. Questions
In this assignment, you will be asked to summarize the return distribution for each security by computi
data,” you will upload daily closing prices for NASDAQ-100 Index (NDX) and three stocks from the
April 2022 to 30 April 2023.
Q1: Using the historical data complete the answer sheet by filling in the cells where you are as
compute the daily returns using the closing prices.
Q2: Compute the average daily return for the NASDAQ-100 Index (NDX) and for each of the sto
standard deviation and the correlation coefficients.
Q3: Calculate the beta coefficients for the three stocks using all the historical data. Plot beta co
How to upload NASDAQ-100 index?
https://www.nasdaq.com/market-activity/index/ndx/historical
How to upload Historical prices of stock? https://www.nasdaq.com/market-activity/stocks/
Enter the sym
Distribution of Stocks by Student
Student ID
Stock 1
Stock 2
٤٣٨٠١٥٨٣٣
AMZN
PEP
٤٤٤٠٠٨٨٢٨
BKNG
AAPL
٤٤٤٠٠٨٧٤٩
COLM
ADBE
٤٣٨٠١٥٥٥
CROX
AMAT
٤٤٤٠٠٨٧٤٨
EA
AMD
Stock 3
COLM
AMAT
QCOM
NVDA
QCOM
٤٤٤٠٠٨٨٢٩
٤٣٣٠٤٢٠٨٣
٤٣٧٠٣٦١٠٦
٤٣٤٠٢٤٠٠٠
٤٤٤٠٠٨٧٤٢
٤٤٤٠٠٨٧٤١
٤٤٤٠٠٨٧٤٧
٤٤٤٠٠٨٨٣٢
٤٣٣٠٠٣٠٢١
٤٣٧٠٢٠٣٥٢
٤٤٤٠٠٨٨٣٠
٤٣١٠٤٩٠٠٥
٤٤٤٠١١٨١٨
٤٢٨٠٠٠٩٣٣
٤٣٥٠١٥٢١٧
٤٤٤٠٠٨٧٤٠
٤٤٤٠٠٨٧٤٦
٤٤٤٠٠٨٧٤٤
٤٣٤٠٢٠٦٢٩
٤٤٤٠٠٨٧٥٠
٤٤٤٠٠٨٨٣١
٤٤٤٠٠٨٧٤٥
EBAY
SBUX
TSLA
COKE
PEP
AAPL
ADBE
AMAT
AMD
GOOGL
INTC
META
MSFT
NVDA
QCOM
ZM
CSCO
TMUS
AAL
ADP
AEIS
AKAM
GOOGL
INTC
META
MSFT
AMZN
BKNG
COLM
CROX
EA
EBAY
SBUX
TSLA
COKE
PEP
AAPL
ADBE
AMAT
AMD
GOOGL
INTC
META
MSFT
ZM
CSCO
TMUS
AAL
ADP
AEIS
AKAM
COLM
AMAT
QCOM
NVDA
QCOM
ZM
AMZN
BKNG
COLM
CROX
EA
EBAY
SBUX
TSLA
COKE
ctivity submission
the file name. Save the file as: First name Surname CH5 Individual Activity Submission – e.g.
ons and guidelines. They must remain in your assignment when you submit.
erms and Conditions for Students.
6 June 2023
ers
on before answering it. Answer the question fully, but concisely, and as directly as possible.
des, readings, or other sources. The assignment must be your own work only.
ed for correct calculations even if the final answer is incorrect. Do not perform calculations manually and
Plagiarism declaration:
and pretend that it is one’s own.
the intention of passing it off as his or her own work.
t) is wrong, and declare that my assignments are my own work.
inal percentage mark and will not be given individual marks for each question. The mark allocation is
n for each security by computing historical average returns and volatility. In the Sheet ” Historical
) and three stocks from the NASDAQ market [ Based on Student ID] for the period from 30
n the cells where you are asked to based on your analysis (Yellow cells). You will need to
DX) and for each of the stocks. First, compute the arithmetic mean, the geometric mean, the
e historical data. Plot beta coefficients using scatter plot.
activity/index/ndx/historical
-activity/stocks/
Enter the symbol
of the stock
Select “Historical
Quotes”
“Historical
https://www.nasdaq.com/market-activity/index/ndx/historical
https://www.nasdaq.com/market-activity/stocks/
Date
NASDAQ-100 Index
6/6/2023
14558.090
6/5/2023
14556.500
6/2/2023
14546.640
6/1/2023
14441.510
5/31/2023
14254.090
5/30/2023
14354.990
5/26/2023
14298.410
5/25/2023
13938.530
5/24/2023
13604.480
5/23/2023
13672.540
5/22/2023
13849.740
5/19/2023
13803.490
5/18/2023
13834.620
5/17/2023
13589.260
5/16/2023
13426.010
5/15/2023
13413.510
5/12/2023
13340.180
5/11/2023
13389.780
5/10/2023
13347.830
5/9/2023
13201.11…