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    Beta Management Solution

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    Muhammad Ilyas
    The document contains monthly return data for several indexes and investments over a 24 month period. It includes the returns for each month, the variance of returns, and other statistical measures comparing the different indexes and investments. The data shows varying monthly performance for the indexes and investments over the period measured.

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

    Beta Management Solution

    Uploaded by

    Muhammad Ilyas
    40 views5 pages
    The document contains monthly return data for several indexes and investments over a 24 month period. It includes the returns for each month, the variance of returns, and other statistical measures comparing the different indexes and investments. The data shows varying monthly performance for the indexes and investments over the period measured.

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    Beta Management case solution

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    © © All Rights Reserved

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    The document contains monthly return data for several indexes and investments over a 24 month period. It includes the returns for each month, the variance of returns, and other statistical measures comparing the different indexes and investments. The data shows varying monthly performance for the indexes and investments over the period measured.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    40 views5 pages

    Beta Management Solution

    Uploaded by

    Muhammad Ilyas
    The document contains monthly return data for several indexes and investments over a 24 month period. It includes the returns for each month, the variance of returns, and other statistical measures comparing the different indexes and investments. The data shows varying monthly performance for the indexes and investments over the period measured.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 5

    Month Vanguard Index X-X^ (X-X^)^2

    Jan 7.32% 6.22% 0.39%


    Feb -2.47% -3.57% 0.13%
    Mar 2.26% 1.16% 0.01%
    Apr 5.18% 4.08% 0.17%
    May 4.04% 2.94% 0.09%
    Jun -0.59% -1.69% 0.03%
    Jul 9.01% 7.91% 0.63%
    Aug 1.86% 0.76% 0.01%
    Sep -0.40% -1.50% 0.02%
    Oct -2.34% -3.44% 0.12%
    Nov 2.04% 0.94% 0.01%
    Dec 2.38% 1.28% 0.02%
    Jan -6.72% -7.82% 0.61%
    Feb 1.27% 0.17% 0.00%
    Mar 2.61% 1.51% 0.02%
    Apr -2.50% -3.60% 0.13%
    May 9.69% 8.59% 0.74%
    Jun -0.69% -1.79% 0.03%
    Jul -0.32% -1.42% 0.02%
    Aug -9.03% -10.13% 1.03%
    Sep -4.89% -5.99% 0.36%
    Oct -0.41% -1.51% 0.02%
    Nov 6.44% 5.34% 0.28%
    Dec 2.72% 1.62% 0.03%
    SUM 26.46% 4.88%
    24
    MEAN (X^) 1.10%

    Variance 0.21%
    sd 4.61%
    COV c&V
    California X-X^ (X-X^)^2 BROWN GrX-X^ (X-X^)^2 COV V&C
    -28.26% -25.99% 6.76% 9.16% 9.83% 0.97% -1.616%
    -3.03% -0.76% 0.01% 0.73% 1.40% 0.02% 0.027%
    8.75% 11.02% 1.21% -0.29% 0.38% 0.00% 0.128%
    -1.47% 0.80% 0.01% 2.21% 2.88% 0.08% 0.032%
    -1.49% 0.78% 0.01% -1.08% -0.41% 0.00% 0.023%
    -9.09% -6.82% 0.47% -0.65% 0.02% 0.00% 0.116%
    10.67% 12.94% 1.67% 2.22% 2.89% 0.08% 1.023%
    -9.38% -7.11% 0.51% 0.00% 0.67% 0.00% -0.054%
    10.34% 12.61% 1.59% 1.88% 2.55% 0.07% -0.189%
    -14.38% -12.11% 1.47% -7.55% -6.88% 0.47% 0.417%
    -14.81% -12.54% 1.57% -12.84% -12.17% 1.48% -0.118%
    -4.35% -2.08% 0.04% -1.70% -1.03% 0.01% -0.027%
    -5.45% -3.18% 0.10% -15.21% -14.54% 2.11% 0.249%
    5.00% 7.27% 0.53% 7.61% 8.28% 0.69% 0.012%
    9.52% 11.79% 1.39% 1.11% 1.78% 0.03% 0.178%
    -0.87% 1.40% 0.02% -0.51% 0.16% 0.00% -0.050%
    0.00% 2.27% 0.05% 12.71% 13.38% 1.79% 0.195%
    4.55% 6.82% 0.46% 3.32% 3.99% 0.16% -0.122%
    3.48% 5.75% 0.33% 3.17% 3.84% 0.15% -0.082%
    0.00% 2.27% 0.05% -14.72% -14.05% 1.97% -0.230%
    -13.04% -10.77% 1.16% -1.91% -1.24% 0.02% 0.646%
    0.00% 2.27% 0.05% -12.50% -11.83% 1.40% -0.034%
    1.50% 3.77% 0.14% 17.26% 17.93% 3.22% 0.201%
    -2.56% -0.29% 0.00% -8.53% -7.86% 0.62% -0.005%
    -54.37% 19.60% -16.11% 15.34% 0.7191%
    24.00% 24.00% 24
    -2.27% -0.67%

    0.85% 0.67%
    9.23% 8.17%
    0.0003
    COV&B
    0.6113%
    -0.0501%
    0.0044%
    0.1175%
    -0.0120%
    -0.0004%
    0.2286%
    0.0051%
    -0.0383%
    0.2368%
    -0.1141%
    -0.0131%
    1.1373%
    0.0139%
    0.0269%
    -0.0058%
    1.1491%
    -0.0715%
    -0.0546%
    1.4235%
    0.0742%
    0.1789%
    0.9571%
    -0.1271%
    5.6774%

    0.0025
    Month Vanguard Index X-X* (X-X8)2 California REIT
    Jan 7.32% -6.22% 0.39% -28.26%
    Feb -2.47% 3.57% 0.13% -3.03%
    Mar 2.26% -1.16% 0.01% 8.75%
    Apr 5.18% -4.08% 0.17% -1.47%
    May 4.04% -2.94% 0.09% -1.49%
    Jun -0.59% 1.69% 0.03% -9.09%
    Jul 9.01% -7.91% 0.63% 10.67%
    Aug 1.86% -0.76% 0.01% -9.38%
    Sep -0.40% 1.50% 0.02% 10.34%
    Oct -2.34% 3.44% 0.12% -14.38%
    Nov 2.04% -0.94% 0.01% -14.81%
    Dec 2.38% -1.28% 0.02% -4.35%
    Jan -6.72% 7.82% 0.61% -5.45%
    Feb 1.27% -0.17% 0.00% 5.00%
    Mar 2.61% -1.51% 0.02% 9.52%
    Apr -2.50% 3.60% 0.13% -0.87%
    May 9.69% -8.59% 0.74% 0.00%
    Jun -0.69% 1.79% 0.03% 4.55%
    Jul -0.32% 1.42% 0.02% 3.48%
    Aug -9.03% 10.13% 1.03% 0.00%
    Sep -4.89% 5.99% 0.36% -13.04%
    Oct -0.41% 1.51% 0.02% 0.00%
    Nov 6.44% -5.34% 0.28% 1.50%
    Dec 2.72% -1.62% 0.03% -2.56%
    SUM 26.46% 4.88% -54.37%

    X- 1.10%
    Variance 0.21%
    SD 0.281%
    BROWN Group
    9.16%
    0.73%
    -0.29%
    2.21%
    -1.08%
    -0.65%
    2.22%
    0.00%
    1.88%
    -7.55%
    -12.84%
    -1.70%
    -15.21%
    7.61%
    1.11%
    -0.51%
    12.71%
    3.32%
    3.17%
    -14.72%
    -1.91%
    -12.50%
    17.26%
    -8.53%
    -16.11%

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