Calculate the data of quarterly stock returns of the selected company over the past 10 years

INSTRUCTIONS TO CANDIDATES

ANSWER ALL QUESTIONS

Part A: Calculating the beta of a security (8 marks) [must be submitted in Excel folder on Moodle]

Calculate beta of an ASX company using 10 years quarterly returns of the selected stock, the stock market (all ordinary index) and 10-year bonds. You are required to use Excel program to complete this project. You must use formulae in Excel and must show the formulae in a separate spreadsheet that has been used in completing this part.

Instructions

You need to answer and calculate the following for this part of the assignment:

1. Provide a summary of the selected ASX company.

2. Calculate the data of quarterly stock returns of the selected company over the past 10 years (i.e., 2012 to 2022).

3. Calculate the data of quarterly market returns (all ordinary Index) of the selected company over past 10 years (i.e., 2012 to 2022).

4. Calculate the data of quarterly 10-year government bond returns (yield) of over past 10 years (i.e., 2012 to 2022).

5. Identify the Ex-dividend dates for selected company over last 10 years (i.e., 2012 to 2022) and the respective dividend paid per share. Then calculate Beta for the selected company.

Calculate the beta use the following formula:

𝐶𝑜𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒(𝑟𝑓 − 𝑟𝑡,𝑟𝑚 − 𝑟𝑡),

 

 

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