Due Date: 14th Dec 2012 This paper examines the monthly data on the value-weighted total returns (with dividends) on 25 Fama-French portfolios‚ from July 1926 to Sep 2012 to sorted by size and BE/ME value‚ from the K French Data Library‚ and performs the Fama-Macbeth (1973) CAPM test on size and value effects. The average return and standard deviations are shown in Table I: Table I: Average returns and standard deviations of the 25 portfolios‚ from 07/1926 to 09/2012. There are a total of
Premium Normal distribution Standard deviation
PSG INSTITUTE OF MANAGEMENT FINANCIAL SYSTEMS A PROJECT REPORT On RISK AND RETURN ANALYSIS & PORTFOLIO MANAGEMENT Of INDIAN AUTOMOBILE COMPANIES Submitted by‚ G.Abirami(9UTB02) M.Kamalam(9UTB13) N.Nirupa(9UTB18) P.Srilakshmi(9UTB32) INDEX CONTENTS PAGE NO. Acknowledgement Statement of Problem Introduction: Industry overview Company profiles Objectives Scope & Limitations Literature Review Research Methodology Analysis & Interpretation Findings Suggestions Conclusion
Premium Maruti Suzuki Automobile industry in India Automotive industry
M.Sc. Economics and Finance Dissertation INTEREST RATE SENSITIVITY OF STOCK RETURNS Acknowledgements I would like to thank my supervisor Dr. Illias Tsiakas for his continued support and Encouragement. I would like to thank my father‚ mother and my sister for their tremendous support and understanding not only through the period of this thesis but for the period of the entire masters programme. In addition I would like to thank some of my friends who supported and encouraged me. Special thanks
Premium Stock market Inflation Interest
Chapter 05 Learning about Return and Risk from the Historical Record Multiple Choice Questions 1. Over the past year you earned a nominal rate of interest of 10 percent on your money. The inflation rate was 5 percent over the same period. The exact actual growth rate of your purchasing power was A. 15.5%. B. 10.0%. C. 5.0%. D. 4.8%. E. 15.0% r = (1+R) / (1+i) - 1; 1.10% / 1.05% - 1 = 4.8%. Difficulty: Moderate 3. A year ago‚ you invested $1‚000 in a savings account that
Premium Inflation Interest Rate of return
Case Study: How to Calculate Return Profits on Rental Property Investment make more money through rental income property investment Property Profile Property Type : Serviced Apartment Size : 821 square feet Purchase Price : $ 235‚900.00 Down Payment : $ 23‚590.00 Home Loan Amount : $ 212‚310.00 Home Loan Installment : $ 1‚173.00 per month Gross Rental : $ 2‚200.00 per month Expenses : $ 832.37 per month * Service Charges = $ 164.05 * Sinking Fund = $ 16.79 * Quit Rent
Premium Rate of return Net present value Interest
INTERACTIVE FORMS BIR FORM NO. 1702: ANNUAL INCOME TAX RETURN FOR CORPORATION‚ PARTNERSHIP AND OTHER NON-INDIVIDUAL TAXPAYER |Script | |Open the form. | |For Form 1702: Annual Income Tax Return for Corporation‚ Partnership and Other Non-Individual Taxpayer
Premium Taxation in the United States Taxation Income tax
result several attentions have been made to study the relationship between oil price shocks‚ stock returns and other macroeconomic variables. Sadorsky (1996) explained that high oil prices reduced output and increased inflation in 1970’s and early 1980’s falling oil prices boosted output and lowered inflation particularly‚ in the U.S in the mid to late 1980’s. Oil price shocks and aggregate stock returns are important macroeconomic variable in the open economy‚ because high oil prices tend to show how
Premium Inflation
BIS Working Papers No 420 On the correlation between commodity and equity returns: implications for portfolio allocation by Marco Lombardi and Francesco Ravazzolo Monetary and Economic Department July 2013 JEL classification: C11‚ C15‚ C53‚ E17‚ G17. Keywords: Commodity prices‚ equity prices‚ density forecasting‚ correlation‚ Bayesian DCC. BIS Working Papers are written by members of the Monetary and Economic Department of the Bank for International Settlements‚ and from time to time
Premium Asset allocation Stock market
Return on Investment and Economic Value Added as Performance measures in an Organisation. Introduction Performance measurement in an organisation is a fundamental requirement by management‚ investors and other stakeholders. This ultimately guides stakeholders to make appropriate decisions based on information available to them to determine what the organisation wants to achieve and how the performance will be measured. Organisations that are large in structure and operations focus has been to
Premium Management accounting Costs Transfer pricing
the consequences when authority is usurped? This paper will attempt to answer these questions in a succinct manner using textual references to solidify its arguments. As the play progresses‚ Prospero constructs the hierarchy in such a way as to return things to their "natural" state. Any type of usurpation‚ whether attempted or successful‚ will always end up with power back in its rightful place‚ and most of the time with a lesson learned. The events that take place in the play are all made possible
Premium The Tempest Moons of Uranus