Calculate relevant statistics describing the distribution of the returns of each of the ? five companies over the 5-year period ending in December 2022, using monthly data. ? Table 5

  

Calculate relevant statistics describing the distribution of the returns of each of the  

five companies over the 5-year period ending in December 2022, using monthly data.  

Table 5.4 in the text may be used as a guide for which statistics should be calculated.  

You should use diagrams and tables to present your results and ensure that you report  

annualised figures over the entire 5-year period, and report results for each calendar  

year of the period. Discuss and interpret your findings.

  

Commonwealth Bank of Australia (CBA) 

CSL Ltd (CSL) 

Harvey Norman Holdings Ltd (HVN) 

Qantas Airways Ltd (QAN) 

Woolworths Group Ltd (WOW)

This is a stock analysis of five companies. I've done the data part. My requirement is to make a report on five companies based on these data, and analyze some real events of these companies. The readers of this report are defined as people without much financial knowledge, so we hope to make it easy for the public to understand.

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Date CBA close price CSL close price HVN close price QAN close price WOW close price CBA return CSL return HVN return QAN return WOW return Market return risk free rate Entire 5-year horizon
12/1/17 80.339996 141.300003 4.003904 5.04 27.299999 CBA CSL HVN QAN WOW Market Rf
1/1/18 78.870003 146.419998 4.339963 5.27 26.950001 -0.0182971505 0.0362349249 0.0839328316 0.0456349206 -0.01282044 0.00564811 0.0014917 monthly return 0.0063840833 0.0135770457 0.0034765045 0.0088670607 0.0049396209 0.0141527231 0.00086902
2/1/18 76.389999 163.169998 3.850277 5.89 27.610001 -0.0314441981 0.1143969419 -0.1128318375 0.1176470588 0.024489795 0.006866484 0.001475 monthly standard deviation 0.0674172881 0.058310538 0.0771117856 0.1057879073 0.0550596531 0.0413478901 0.0008073468
3/1/18 72.309998 155.460007 3.543023 5.83 26.290001 -0.053410146 -0.0472512784 -0.0798004923 -0.0101867572 -0.0478087632 -0.020882697 0.0016083 annualized return 0.0793570026 0.1756585301 0.0425250525 0.1117504448 0.0609126544 0.1836964178 0.0104782276
4/1/18 71.82 170.360001 3.379794 5.77 27.860001 -0.006776352 0.0958445473 -0.0460705448 -0.0102915952 0.0597185219 0.053494918 0.0017167 annualized standard deviation 0.2335403365 0.2019936288 0.267123061 0.3664600606 0.1907322332 0.143233293 0.0027967313
5/1/18 69.300003 185.850006 3.456607 6.35 28.459999 -0.0350876775 0.0909251286 0.0227271248 0.1005199307 0.0215361801 0.027093569 0.0016333
6/1/18 72.870003 192.619995 3.18776 6.16 30.52 0.0515151493 0.0364271659 -0.0777777167 -0.0299212598 0.0723823286 0.029917886 0.001725
7/1/18 74.790001 196.610001 3.408599 6.72 30.09 0.0263482629 0.0207143916 0.0692771727 0.0909090909 -0.0140891219 0.014014219 0.0016833 CBA return CSL return HVN return
8/1/18 71.239998 227.309998 3.456607 6.43 28.299999 -0.0474662783 0.1561466703 0.0140843789 -0.0431547619 -0.0594882353 0.032024239 0.0016333
9/1/18 71.410004 201.110001 3.434307 5.9 28.08 0.0023863841 -0.115261085 -0.0064514132 -0.0824261275 -0.0077738165 -0.003838665 0.0016083 Mean 0.0063840833 Mean 0.0135770457 Mean 0.0034765045
10/1/18 69.230003 188 3.11234 5.47 28.43 -0.0305279496 -0.0651882101 -0.0937502093 -0.0728813559 0.0124643875 -0.062714198 0.0016083 Standard Error 0.0087035345 Standard Error 0.0075278581 Standard Error 0.0099550887
11/1/18 71.230003 177.399994 3.083071 5.96 28.92 0.0288892086 -0.0563830106 -0.0094041782 0.0895795247 0.0172353148 -0.034206097 0.0016167 Median 0.0039877377 Median 0.0158325411 Median 0.0117860225
12/1/18 72.389999 185.160004 3.083071 5.79 29.42 0.0162852162 0.0437430116 0 -0.0285234899 0.0172890733 0.013937093 0.0016833 Mode ERROR:#N/A Mode ERROR:#N/A Mode ERROR:#N/A
1/1/19 69.910004 194.720001 3.287958 5.44 29.370001 -0.0342588069 0.0516310045 0.0664554919 -0.0604490501 -0.0016994901 0.059160272 0.001725 Standard Deviation 0.0674172881 Standard Deviation 0.058310538 Standard Deviation 0.0771117856
2/1/19 73.949997 193.759995 3.512359 5.73 28.67 0.0577884819 -0.0049301869 0.0682493511 0.0533088235 -0.0238338773 0.054487739 0.0016333 Sample Variance 0.0045450907 Sample Variance 0.0034001188 Sample Variance 0.0059462275
3/1/19 70.639999 194.940002 3.922134 5.66 30.4 -0.0447599477 0.0060900445 0.116666605 -0.0122164049 0.0603418207 0.013331443 0.001525 Kurtosis 2.5179453853 Kurtosis -0.1017642241 Kurtosis 0.3824145723
4/1/19 74.519997 198.570007 4.068483 5.61 31.85 0.0549263598 0.0186211396 0.0373136155 -0.0088339223 0.0476973684 0.018649473 0.0014 Skewness -0.5466770242 Skewness 0.0499203417 Skewness -0.1515471386
5/1/19 78.510002 205.490005 4.058726 5.55 31.370001 0.0535427424 0.0348491603 -0.0023981912 -0.0106951872 -0.0150706122 0.019146302 0.0012833 Range 0.3982039929 Range 0.2714077553 Range 0.393023795
6/1/19 82.779999 215 3.970917 5.4 33.23 0.0543879365 0.0462795989 -0.0216346213 -0.027027027 0.0592922837 0.038260932 0.001075 Minimum -0.2440694454 Minimum -0.115261085 Minimum -0.204851752
7/1/19 82.300003 229.619995 4.283127 5.71 35.619999 -0.0057984538 0.0679999767 0.0786241566 0.0574074074 0.0719229311 0.034552454 0.000925 Maximum 0.1541345475 Maximum 0.1561466703 Maximum 0.188172043
8/1/19 79.050003 240.869995 4.27337 6.11 37.77 -0.0394896705 0.0489939911 -0.0022780086 0.0700525394 0.0603593784 -0.019304664 0.0008167 Sum 0.383044996 Sum 0.8146227434 Sum 0.208590272
9/1/19 80.830002 233.690002 4.53 6.29 37.279999 0.0225173805 -0.029808582 0.0600533069 0.0294599018 -0.0129732857 0.020878208 0.0008167 Count 60 Count 60 Count 60
10/1/19 78.660004 256.029999 4.09 6.41 37.32 -0.0268464425 0.0955967171 -0.0971302428 0.0190779014 0.0010729882 0.011038907 0.0007333 QAN return WOW return
11/1/19 80.82 283.480011 4.3 7.3 39.759998 0.027459902 0.1072140456 0.0513447433 0.1388455538 0.0653804394 0.048020712 0.0007583 Market return
12/1/19 79.900002 275.76001 4.07 7.11 36.16 -0.0113832962 -0.0272329642 -0.0534883721 -0.0260273973 -0.0905432138 -0.007319021 0.00075 Mean 0.0088670607 Mean 0.0049396209
1/1/20 85.260002 312.049988 4.23 6.41 41.84 0.0670838531 0.1315998574 0.0393120393 -0.0984528833 0.157079646 0.041597422 0.0007417 Standard Error 0.0136571601 Standard Error 0.0071081707 Mean 0.0141527231
2/1/20 81.779999 309.440002 3.71 5.53 38.799999 -0.0408163608 -0.0083639997 -0.1229314421 -0.1372854914 -0.0726577677 -0.083556042 0.0007417 Median -0.0100340901 Median 0.0168788295 Standard Error 0.0053379897
3/1/20 61.82 296.679993 2.95 3.23 35.099998 -0.2440694454 -0.0412358096 -0.204851752 -0.4159132007 -0.095360853 -0.132020799 0.0004417 Mode ERROR:#N/A Mode ERROR:#N/A Median 0.018840211
4/1/20 62.689999 309.440002 2.78 3.86 35.75 0.0140730993 0.0430093343 -0.0576271186 0.1950464396 0.0185185766 0.125584428 0.0001417 Standard Deviation 0.1057879073 Standard Deviation 0.0550596531 Mode ERROR:#N/A
5/1/20 63.75 276.220001 3.26 3.99 35.34 0.0169086141 -0.1073552249 0.1726618705 0.0336787565 -0.0114685315 0.049368707 0.0000833 Sample Variance 0.0111910813 Sample Variance 0.0030315654 Standard Deviation 0.0413478901
6/1/20 69.419998 287 3.54 3.78 37.279999 0.0889411451 0.0390268589 0.0858895706 -0.0526315789 0.0548952745 0.018793234 0.0000833 Kurtosis 3.8446764543 Kurtosis -0.3005567983 Sample Variance 0.001709648
7/1/20 71.199997 270.100006 3.72 3.23 38.68 0.025641012 -0.0588849965 0.0508474576 -0.1455026455 0.0375536759 0.018887188 0.0000833 Skewness -0.6478387544 Skewness -0.0976319382 Kurtosis 2.5493036525
8/1/20 68.279999 286.01001 4.42 3.94 39.869999 -0.0410112096 0.0589041231 0.188172043 0.2198142415 0.0307652275 0.050607964 0.0000833 Range 0.6999227473 Range 0.2573132529 Skewness -0.7380048135
9/1/20 63.610001 287 4.53 4.05 36.43 -0.0683948165 0.0034613823 0.0248868778 0.0279187817 -0.0862803884