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.
computing the monthly returns and monthly standard deviation
Moderators: EViews Gareth, EViews Steve, EViews Moderator, EViews Jason
-
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
How are you defining a return? What do you mean by monthly standard deviation?
Re: computing the monthly returns and monthly standard devia
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
That doesn't help much.
What is the mathematical definition of what you're trying to do?
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
What is the frequency of your data?
Re: computing the monthly returns and monthly standard devia
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
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
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
Okay, tell us what you've done so far.
Re: computing the monthly returns and monthly standard devia
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
http://www.eviews.com/help/helpintro.ht ... 01.html%23
http://www.eviews.com/help/helpintro.ht ... 010.8.html
Who is online
Users browsing this forum: No registered users and 2 guests
