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  • Index Calculation

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    shehry .C
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    The document contains stock market data for 3 companies over 2 time periods (T and T+1). It shows the stock price, number of shares, and calculates various metrics like average stock price, market value, and returns for equal investments in each stock. The key findings are: - Madison Ltd had the highest market value at T+1 of $75 million. - For an equal $1000 investment, the portfolio return was 49.07% from T to T+1. - The geometric mean return of the 3 stocks from T to T+1 was 47.98%.

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    The document contains stock market data for 3 companies over 2 time periods (T and T+1). It shows the stock price, number of shares, and calculates various metrics like average stock price, market value, and returns for equal investments in each stock. The key findings are: - Madison Ltd had the highest market value at T+1 of $75 million. - For an equal $1000 investment, the portfolio return was 49.07% from T to T+1. - The geometric mean return of the 3 stocks from T to T+1 was 47.98%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    10 views13 pages

    Index Calculation

    Uploaded by

    shehry .C
    The document contains stock market data for 3 companies over 2 time periods (T and T+1). It shows the stock price, number of shares, and calculates various metrics like average stock price, market value, and returns for equal investments in each stock. The key findings are: - Madison Ltd had the highest market value at T+1 of $75 million. - For an equal $1000 investment, the portfolio return was 49.07% from T to T+1. - The geometric mean return of the 3 stocks from T to T+1 was 47.98%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    of 13

    Price

    Stock Number of Shares T T+1


    Lauren Corp. 1,000,000 10 12
    Kayleigh Co. 6,000,000 15 10
    Madison Ltd. 5,000,000 20 20

    1(a).
    Stock T T+1
    Lauren Corp. 10 12
    Kayleigh Co. 15 10
    Madison Ltd. 20 20
    sum 45 42
    Divisor 3 3
    Average 15 14
    Percentage Change -6.67%
    1(b). Market Value
    Stock Number of Shares T T+1
    Lauren Corp. 1,000,000 10 12 10000000 12000000 1000000
    Kayleigh Co. 12,000,000 15 10 90000000 120000000 6000000
    Madison Ltd. 5,500,000 20 20 100000000 110000000 5000000
    sum 200000000 242000000
    Percentage Change 21.00%

    2(a) Equal investment 1000 Market Value


    Stock Number of Shares T T+1 T T+1
    Lauren Corp. 16.67 60 80 1000 1333.33
    Kayleigh Co. 50.00 20 35 1000 1750.00
    Madison Ltd. 55.56 18 25 1000 1388.89
    sum 3000 4472.222222
    Percentage Change 49.07%

    2(b)
    Stock T T+1 Percentage change
    Lauren Corp. 60 80 33.33%
    Kayleigh Co. 20 35 75.00%
    Madison Ltd. 18 25 38.89%
    average 49.07%

    2(c)
    Stock T T+1 HPR
    Lauren Corp. 60 80 1.33
    Kayleigh Co. 20 35 1.75
    Madison Ltd. 18 25 1.39
    Geometric Mean 47.98%
    Price
    Stock Number of Shares 31-Dec-02 31-Dec-03
    Lauren Corp. 100,000,000 20 32
    Kayleigh Co. 2,000,000 80 45
    Madison Ltd. 25,000,000 18 25

    1(a).
    Stock 31-Dec-02 31-Dec-03
    Lauren Corp. 20 32 New Divisor
    Kayleigh Co. 80 45 1.983050847
    Madison Ltd. 18 25
    sum 118 102
    Divisor 3 1.98305084745763
    Average 39.3333333333 51.4358974358974
    Percentage Change 30.77%
    NAZRA RAZZAQ
    1(b). Market Value
    Stock Number of Shares 31-Dec-02 31-Dec-03 T T+1
    Lauren Corp. 100,000,000 20 32 2000000000 3200000000
    Kayleigh Co. 2,000,000 80 45 160000000 180000000 4,000,000
    Madison Ltd. 25,000,000 40 42 1000000000 1050000000 highest weight
    sum 3160000000 4430000000
    Percentage Change 40.19% 1.401898734

    2(a) Equal investment 1000 Market Value


    Stock Number of Shares 31-Dec-02 31-Dec-03 31-Dec-02 31-Dec-03
    Lauren Corp. 50.00 20 32 1000 1600.00
    Kayleigh Co. 12.50 80 45 1000 562.50 12.50
    Madison Ltd. 55.56 18 25 1000 1388.89
    sum 3000 3551.388889
    Percentage Change 18.38%

    2(b)
    Stock 31-Dec-02 31-Dec-03 Percentage change
    Lauren Corp. 20 32 60.00%
    Kayleigh Co. 80 45 -43.75%
    Madison Ltd. 18 25 38.89%
    average 18.38%

    2(c)
    Stock 31-Dec-02 31-Dec-03 HPR
    Lauren Corp. 60 80 1.33
    Kayleigh Co. 20 35 1.75
    Madison Ltd. 18 25 1.39
    Geometric Mean 47.98%
    highest weight

    1000
    Year Stock T Stock B t-tbar b-bbar d*e t-tbar^2 b-bbar^2 GM
    1 0.19 0.08 0.136 0.072 0.009792 0.018496 0.005184 1.19 1.08
    2 0.08 0.03 0.026 0.022 0.000572 0.000676 0.000484 1.08 1.03
    3 -0.12 -0.09 -0.174 -0.098 0.017052 0.030276 0.009604 0.88 0.91
    4 -0.03 -0.02 -0.084 -0.028 0.002352 0.007056 0.000784 0.97 0.98
    5 0.15 0.04 0.096 0.032 0.003072 0.009216 0.001024 1.15 1.04
    0.054 0.008 0.06572 0.01708 1.261604 1.03172
    0.114647 0.058447 0.114647 0.058447 0.047574 0.006265
    CV 2.123098 7.30582 1.047574 1.006265
    GM
    Price
    Stock Number of Shares T T+1
    Sitara ltd. 1,000,000 60 80
    Chand Ltd. 10,000,000 20 35
    Nishat Co. 30,000,000 18 25

    1(a).
    Stock T T+1
    Lauren Corp. 1,000,000 60 60
    Kayleigh Co. 10,000,000 20 22
    Madison Ltd. 30,000,000 18 18
    sum 98 100
    Divisor 3 3
    Average 32.66667 33.3333333333333
    Percentage Change 2.04%

    1(b). Market Value


    Stock Number of Shares T T+1 T T+1
    Lauren Corp. 1,000,000 60 80 60000000 80000000
    Kayleigh Co. 10,000,000 20 35 200000000 350000000
    Madison Ltd. 30,000,000 18 25 540000000 750000000 highest weight
    sum 800000000 1180000000
    Percentage Change 47.50%

    2(a) Equal investment 1000 Market Value


    Stock Number of Shares T T+1 T T+1
    Lauren Corp. 16.67 60 80 1000 1333
    Kayleigh Co. 50.00 20 35 1000 1750
    Madison Ltd. 55.56 18 25 1000 1389
    sum 3000 4472.222222
    Percentage Change 49.07%

    2(b)
    Stock T T+1 Percentage change
    Lauren Corp. 60 80 33.33%
    Kayleigh Co. 20 35 75.00%
    Madison Ltd. 18 25 38.89%
    average 49.07%

    2(c)
    Stock T T+1 HPR
    Lauren Corp. 60 80 1.33
    Kayleigh Co. 20 35 1.75
    Madison Ltd. 18 25 1.39
    Geometric Mean 47.98%
    highest weight
    Price
    Stock Number of Shares T T+1
    Sitara ltd. 2,000,000 50 60
    Chand Ltd. 10,000,000 20 35
    Nishat Co. 40,000,000 20 25

    1(a).
    Stock T T+1
    Lauren Corp. 50 60
    Kayleigh Co. 20 35
    Madison Ltd. 20 25
    sum 90 120
    Divisor 3 3
    Average 30 40
    Percentage Change 33.33%

    1(b). Market Value


    Stock Number of Shares T T+1 T T+1
    Lauren Corp. 2,000,000 50 60 100000000 120000000
    Kayleigh Co. 10,000,000 20 35 200000000 350000000
    Madison Ltd. 40,000,000 20 25 800000000 1000000000 highest weight
    sum 1100000000 1470000000
    Percentage Change 33.64%

    2(a) Equal investment 100000 Market Value


    Stock Number of Shares T T+1 T T+1
    Lauren Corp. 2,000.00 50 60 100000 120000
    Kayleigh Co. 5,000.00 20 35 100000 175000
    Madison Ltd. 5,000.00 20 25 100000 125000
    sum 300000 420000
    Percentage Change 40.00%

    2(b)
    Stock T T+1 Percentage change
    Lauren Corp. 60 80 33.33%
    Kayleigh Co. 20 35 75.00%
    Madison Ltd. 18 25 38.89%
    average 49.07%

    2(c)
    Stock T T+1 HPR
    Lauren Corp. 60 80 1.33
    Kayleigh Co. 20 35 1.75
    Madison Ltd. 18 25 1.39
    Geometric Mean 47.98%
    highest weight
    Price
    Stock Number of Shares 31-Dec-02 31-Dec-03
    Sitara ltd. 100,000,000 20 32
    Chand Ltd. 2,000,000 80 45
    Nishat Co. 25,000,000 18 25

    Construct Price, Value and Unweighted Index and calculate percetage changes between 2002-2003.
    een 2002-2003.

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