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[DOC File]CHAPTER ELEVEN - New York University
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S&P 500 is 1.17 percent per month (14.04 percent per year). The standard deviation of the international mutual funds ranges from 3.36 percent to 11.88 percent, with an average of 5.78 percent. In comparison, the S&P has a standard deviation of 4.25 percent.
52 weeks to year

[DOC File]www.umich.edu
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52 Week Range: 26 15/16 – 122 ¼ . PE Ratio: 118.14. ... This year’s estimated EPS growth is at 14.2% and next year’s is estimated at a 23.2% return, which is greater than the S&P 500. But year estimates reveal it’s long term growth characteristics, and our club is interested in short term. ... and this was larger than the S&P 500’s ...
52 weeks in months

[DOC File]Long-Short Strategy for US Small Cap Equity Trading
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1-Month Return & Price to 52-Week High +6.95%. 6-Month Return & Price to 52-Week High +4.55%. Bivariate Model: 1-Month Return & Price to 52-Week High. Beta for Bivarate P to 52High & 1 Month Return Model. Bivariate Model: 6-Month Return & Price to 52-Week High. Multivariate Model Scoring Screen. We chose our two best factors to run a scoring ...
s&p 500 52 week high

[DOC File]Weekly Economic Update
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Across five trading sessions, the S&P 500 rose 3.54% to 2,786.57, while the Nasdaq Composite advanced 4.17% to 7,560.81 – a new record close for that tech-heavy benchmark.4,5. THIS WEEK: Nothing major is slated for Monday. February’s Consumer Price Index arrives Tuesday, plus quarterly results from Dick’s Sporting Goods and DSW.
52 weeks to year

[DOC File]FIN 332 ON Financial Management
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S & P 500. Stock. Yield on Six. Month Treasury. Bills. Barclays Capital U.S. Corporate Index. U.S. Corporate Yield (%), 52 Week Range. EURO (In US Dollars) Gold (Cash Price) London p.m. fixing. On the first row, record the value in Standard & Poor’s 500 Stock Index, which is …
52 weeks in months

[DOC File]Chapters 1&2 - Investments, Investment Markets, and ...
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52 week high and low (range of price, for GE, $42.15 - $22.16) ... Portfolio’s return and risk. ... S&P 500 index monthly returns, and monthly T-bill rates from January 1999 to December 2003, 60 observations) Calculate Excess returns of GM and S&P 500 (R = r - rf)
s&p 500 52 week high

[DOC File]Second Examination – Finance 3321
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Provided below is the regression output resulting from using monthly portfolio returns and the excess return on the S&P 500 (Rm – Rf) to estimate the Beta of the portolio. Use this information to answer the following question: What is the estimated Beta of the portfolio? Assume a Long-run Market Risk Premium and a risk-free rate of 2.5%.
52 weeks to year

S p 500 52 week return