Assignment 1 – Group
XX
, Question 1: Descriptive Statistics
Table 1: Data from Group 1 Stocks
AKZO KPN AH PHIL We computed the mean using the average function
Mean 0,001796 0,000626 0,003449 0,000858 and skewness using the skew function. For the
SD 0,011193 0,01479 0,024337 0,023192 standard deviation, we used the sample standard
deviation and for the kurtosis, the Kurt function.
Skewness 1,581494 0,136896 9,43765 -0,48651 For each descriptive statistic we used the row of
Kurtosis 9,200472 1,089989 125,6788 7,964279 the stocks above (separately).
Question 2: Risk Measures
Table 2: AKZO Stock Data
To calculate the Average Return of the stock, it was used the average of
all returns between February 1st of 1996 to January 31st of 1997. The
Volatility was calculated based in the sample standard deviation.
Table 3: Portfolio Risk Measures