FI 360 Worksheet Accounting, Finance, SPSS Research Paper
FI 360 Worksheet
This worksheet is meant to challenge your search and retrieval skills and help you use on-line resources better.
1. Choose one stock from the S&P 500. Use the internet to find "beta" for this stock. Try and find at least four different sites with different beta figures. Report the ticker, website, beta and the source of the data (if available). Identify which variables one of the sites used to calculate beta (primarily the timing and which index) if you can. What is the variance between the highest and lowest beta? Which beta amount would you use in a CAPM calculation?
2. I bought Microsoft Stock at the end of 2011 (~12/31/11) and sold it at 6/30/16. How much is my gain and what is my annualized return? Which week did the stock increase the most? Which week did it decline the most? Does Microsoft show evidence of a fat tailed distribution?
3. Search the GGU library website. Locate the academic journal with the words Financial and Psychology in the title. What is that journal called today? Find the article by George & Elton that has a long quote from Robert Haugen. Please cite that journal and article following the APA guidelines.
4. The Journal of Behavioral Finance has an article in it by Kenneth Fisher. What asset does he note that has “more than one function”?
5. Find one reference to behavioral finance in the regularly published journal by the CFA Institute. Prepare the reference in APA Format.
6. There was a recent article about market efficiency by Cliff Asness. Can you find and list two articles in a peer reviewed journal by Dr. Asness? APA format please. For extra credit, who was Dr. Asness’s dissertation advisor?
7. An excel spreadsheet and a word document for the worksheet.
Beta: An Analysis
Name
Institutional Affiliation
Research Paper
Question 1
Beta is said to be a measure of systematic risk or volatility of a security relative to a benchmark or an entire market (Barberis, Greenwood, Jin, & Shleifer, 2015). It is in most cases used in the CAPM model, which helps calculate the expected returns for an asset based on its market returns and beta. A stock beta will reflect the tendency of the stock to respond to fluctuations in the market (Barberis et al., 2015). Different companies and analysts will compute a company’s beta differently and thus; a company may have different beta value. For instance, an internet search shows that 3M Company’s beta ranges between 1.19 and 1.31. The different sites with the company’s beta are summarized in table 1 below.
Ticker
|
Website
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Beta
|
Data source
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MMM
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Yahoo finance available at
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1.19
|
|
MMM
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Infrontanalytics available at
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1.20
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S&P DJIA
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MMM
|
Reuters available at
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1.14
|
|
MMM
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Nasdaq available at
|
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