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Instructions: Please state the assumptions clearly. Please submit your assignment as a
hard copy to the PGP office. Please note that it will not be possible to extend the
submission deadline under any circumstances. Only those assignments submitted by
the deadline would be evaluated, others will be awarded zero. Assignments should
reflect own effort; for any degree of copying, all students involved will be penalized
severely.
The data file stockprice.xls contains data on daily stock prices of some stocks as well as the
Nifty index values. Based on this data set, answer the following questions for any three stocks
(index). All the queries are about some characteristics about the daily/monthly/yearly returns of
your chosen stocks. You need to consider daily, monthly as well as yearly return for one of the
chosen stocks; for the other 2 stocks, you may select either.
Please note that the data are not dividend adjusted. If you wish you may adjust them.
However, for the purpose of this assignment the adjustment is NOT required.
16. Write a brief summary of all your findings on the basis of the above analysis.