Numerical Summary Measures on Rate of Returns of Amazon, Walmart, and the S&P 500

Cheng-Few Lee, John Lee, Jow-Ran Chang and Tzu Tai
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Cheng-Few Lee: Rutgers University, Department of Finance
John Lee: Center for PBBEF Research
Jow-Ran Chang: National Tsing Hua University, Department of Quantitative Finance
Tzu Tai: Mezocliq, LLC

Chapter Chapter 4 in Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses, 2016, pp 75-117 from Springer

Abstract: Abstract In this chapter we will calculate numeric summary measures on the rate of return of the S&P 500, Amazon, and Walmart. Statistical numerical numbers look at data in five different ways. The five different ways are measure of central location, measure of variability, measure of relative standing, measure of share, and measure of linear relationship. We will look at the weekly, monthly, and annual rate of return from 2008 to 2015. 2008 was the year of the great recession. Since 2008 we have seen the market improve tremendously.

Keywords: Arithmetic mean; Box and whisker plots; Dispersion; Interquartile range; Kurtosis; Measure of central tendency; Median; Mode; Negative skewness coefficient; Positive skewness coefficient; Quartiles; Range; Skewness; Standard deviation; Variance; Z score; Zero skewness coefficient (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-38867-0_4

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DOI: 10.1007/978-3-319-38867-0_4

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