computing the monthly returns and monthly standard deviation

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

Moderators: EViews Gareth, EViews Steve, EViews Moderator, EViews Jason

Hamdooey
Posts: 3
Joined: Thu Nov 19, 2015 1:28 pm

computing the monthly returns and monthly standard deviation

Postby Hamdooey » Thu Nov 19, 2015 1:32 pm

Hi, I was wondering if anyone could help me to compute monthly returns and also monthly standard deviations on some stocks I have identified. I have imported the data into EViews but do not know where to go from there in order to get the monthly returns and standard deviations of these stocks.
Any help would be greatly appreciated, Thanks.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: computing the monthly returns and monthly standard devia

Postby EViews Gareth » Thu Nov 19, 2015 1:35 pm

How are you defining a return? What do you mean by monthly standard deviation?

Hamdooey
Posts: 3
Joined: Thu Nov 19, 2015 1:28 pm

Re: computing the monthly returns and monthly standard devia

Postby Hamdooey » Thu Nov 19, 2015 1:45 pm

I am calculating the monthly return from the adjusted closing prices and standard deviation by looking at how the monthly return differs from the mean.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: computing the monthly returns and monthly standard devia

Postby EViews Gareth » Thu Nov 19, 2015 2:24 pm

That doesn't help much.

What is the mathematical definition of what you're trying to do?

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: computing the monthly returns and monthly standard devia

Postby startz » Thu Nov 19, 2015 3:27 pm

What is the frequency of your data?

Hamdooey
Posts: 3
Joined: Thu Nov 19, 2015 1:28 pm

Re: computing the monthly returns and monthly standard devia

Postby Hamdooey » Fri Nov 20, 2015 4:06 am

I have a question for an assignment and this is all I was given:
A Wealth manager from a major bank would like to allocate funds into Mining firms listed on the FTSE100 index. He has hired you to perform the econometric analysis which will inform his investment decision.

Using the historical prices tab on the Yahoo Finance UK website and the EViews software, compute the monthly returns and monthly standard deviation of each of the stocks listed in part a) for the period January 1, 2010 to October 9, 2015. The monthly returns should be calculated from the adjusted closing prices. Using the monthly returns calculated, rank all mining stocks in terms of 1) monthly average return and 2) monthly risk (standard deviation). Present the averages and standard deviations and discuss the general pattern in the rankings that you have produced.

The stocks listed are mining compnies

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: computing the monthly returns and monthly standard devia

Postby EViews Gareth » Fri Nov 20, 2015 6:54 am

If you can figure out mathematically what you want to do, someone can probably help you do it in EViews

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: computing the monthly returns and monthly standard devia

Postby startz » Fri Nov 20, 2015 6:56 am

Okay, tell us what you've done so far.

trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: computing the monthly returns and monthly standard devia

Postby trubador » Fri Nov 20, 2015 7:04 am

I think this is also one of the purposes of your assignment. You should figure it out on your own. Below are two useful hints for you:

http://www.eviews.com/help/helpintro.ht ... 01.html%23
http://www.eviews.com/help/helpintro.ht ... 010.8.html


Return to “Data Manipulation”

Who is online

Users browsing this forum: No registered users and 2 guests