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  • Assignmnet # 02 - SFM

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    wadoodzia
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    This document analyzes stock price data for PSO and PPL from January 2011. [1] It provides the weekly average stock prices for each company over five weeks. [2] It then calculates the expected rate of return, standard deviation, and coefficient of variance for each stock. [3] The standard deviation and coefficient of variance for PPL are lower than for PSO, indicating PPL had less volatility in stock prices during that period.

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    Assignmnet # 02_SFM

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    This document analyzes stock price data for PSO and PPL from January 2011. [1] It provides the weekly average stock prices for each company over five weeks. [2] It then calculates the expected rate of return, standard deviation, and coefficient of variance for each stock. [3] The standard deviation and coefficient of variance for PPL are lower than for PSO, indicating PPL had less volatility in stock prices during that period.

    Авторское право:

    Attribution Non-Commercial (BY-NC)
    Скачайте в формате DOC, PDF, TXT или читайте онлайн в Scribd
    Отметить как неприемлемый контент
    36 просмотров5 страниц

    Assignmnet # 02 - SFM

    Загружено:

    wadoodzia
    This document analyzes stock price data for PSO and PPL from January 2011. [1] It provides the weekly average stock prices for each company over five weeks. [2] It then calculates the expected rate of return, standard deviation, and coefficient of variance for each stock. [3] The standard deviation and coefficient of variance for PPL are lower than for PSO, indicating PPL had less volatility in stock prices during that period.

    Авторское право:

    Attribution Non-Commercial (BY-NC)
    Скачайте в формате DOC, PDF, TXT или читайте онлайн в Scribd
    Отметить как неприемлемый контент
    из 5

    ASSIGNMENT # 02

    SFM
    SYED WADOOD ZIA 4776

    SHARE PRICES OF PSO & PPL OF PREVIOUS WEEK OF JAN 2011


    Stocks   REQUIREMENTS
    PSO PPL
    (304+297)/2 = 300.5 (223+224)/2 = 223.5  Expected Rate of Return of
    (297+294)/2 = 295.5 (224+220)/2 = 222 Stocks
    (294+293)/2 = 293.5 (220+221)/2 = 220.5
     Standard Deviation of Stocks
    (293+295)/2 = 294 (221+224)/2 = 222.5
    (295+296)/2 = 295.5 (224+223)/2 = 223.5
     Coefficient of Variance of Stocks
    1484 1112
    Note that these data of PSO and PPL got from www.kse.com.pk. These share prices are
    averages of the opening and closing stock of Karachi Stock Market in Jan 2011.

    CALCULATION
    Finding of the given stocks
    PSO: = kA / n = 1484/5 = 296.8
    PPL: = kA / n = 1112/5 = 222.4
    Finding = Standard Deviation

    Stocks PSO PPL

    PSO PPL
    ( - kA ) 2 ( - kA ) 2
    300.5 223.5 (296.8 – 300.5)2 = 13.69 (222.4 – 223.5)2 = 1.21
    295.5 222 (296.8 – 295.5)2 = 1.69 (222.4 – 222.0)2 = 0.16
    293.5 220.5 (296.8 – 293.5)2 = 10.89 (222.4 – 220.5)2 = 3.61
    294 222.5 (296.8 – 294.0)2 = 7.84 (222.4 – 222.5)2 = 0.01
    295.5 223.5 (296.8 – 295.5)2 = 1.69 (222.4 – 223.5)2 = 1.21

    1484 1112 ( - kA )2 = 35.8 ( - kA )2 = 6.2

    ( - kA) 2/ n - 1
    PSO PPL
    35.8 / 5 - 1 6.2 / 5 - 1
    = 8.95 = 1.55

    Finding Coefficient of variance


    PSO
    C.V = /
    C.V = 8.95/1484
    C.V = 0.006

    PPL
    C.V = /
    C.V = 1.55/1112
    C.V = 0.0014
    Submitted to Ms Nosheen Abbas

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