Assignment Task
1.1 Company Description
Provide a well researched company description including any significant corporate actions in the last six months.
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Get Help Now!1.2 Calculate daily Simple (Arithmetic) and Continuous (Log) Returns for the company and the benchmark market factor.
• Download the daily closing prices for the assigned stock and ASX All Ordinaries Index for the two years period from 1 Jan 2019 to 31 Dec 2020 and calculate daily simple and continuous returns.
• Plot and present the closing prices for both time series and returns on separate graphs. Label the graphs appropriately.
• Calculate descriptive statistics (including, Kurtosis, Skewness values) for both stock and mar- ket log return series. Provide a brief description (100 words maximum) to highlight the stat- istics.
1.3 CAPM/Single Index Model
• The Capital Asset Pricing Model can be calculated using Market Portfolio and regression analysis. Regression analysis using OLS
ri − rf = α + βi(rm − rF ) + εi
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