### 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

January 11, 2024

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Calculate relevant statistics describing the distribution of the returns of each of the Â
five companies over the 5-year period ending in December 2022, using monthly data. Â
Table 5.4 in the text may be used as a guide for which statistics should be calculated. Â
You should use diagrams and tables to present your results and ensure that you report Â
annualised figures over the entire 5-year period, and report results for each calendar Â
year of the period. Discuss and interpret your findings.
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Commonwealth Bank of Australia (CBA)Â
CSL Ltd (CSL)Â
Harvey Norman Holdings Ltd (HVN)Â
Qantas Airways Ltd (QAN)Â
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.

assignment2.xlsx

Sheet1

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:

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