Consider the following annual returns of Molson Coors and International Paper: Molson Coors International Paper Year 1 16.8 % 4.6 % Year 2 − 8.5 −17.6 Year 3 37.0 −0.3 Year 4 − 7.1 26.7 Year 5 16.3 −11.2 Compute each stock’s average return, standard deviation, and coefficient of variation. (Round your answers to 2 decimal places.) Avergae Return Standard deviation Coefficient of variation Which stock appears better? multiple choice International Paper Molson Coors

Consider the following annual returns of Molson Coors and International Paper: Molson Coors International Paper Year 1 16.8 % 4.6 % Year 2 − 8.5 −17.6 Year 3 37.0 −0.3 Year 4 − 7.1 26.7 Year 5 16.3 −11.2 Compute each stock’s average return, standard deviation, and coefficient of variation. (Round your answers to 2 decimal places.) Avergae Return Standard deviation Coefficient of variation Which stock appears better? multiple choice International Paper Molson Coors

International Financial Management

14th Edition

ISBN:9780357130698

Author:Madura

Publisher:Madura

Chapter13: Direct Foreign Investment

Section: Chapter Questions

Problem 1IEE

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Consider the following annual returns of Molson Coors and International Paper: Molson Coors International Paper Year 1 19.3 % 5.1 % Year 2 − 9.0 −18.1 Year 3 39.5 −0.8 Year 4 − 8.1 27.2 Year 5 16.8 −11.7 Compute each stock’s average return, standard deviation, and coefficient of variation. (Round your answers to 2 decimal places.) Molson Coors International Paper Average return % % Standard deviation % % Coefficient of variation
Consider the following annual returns of Molson Coors and International Paper: Molson Coors International Paper Year 1 23.8 % 6.0 % Year 2 − 9.9 −19.0 Year 3 44.0 −0.8 Year 4 − 9.9 28.1 Year 5 17.7 −12.6 Compute each stock’s average return, standard deviation, and coefficient of variation. (Round your answers to 2 decimal places.)
Consider the following annual returns of Molson Coors and International Paper: Molson International Раper 6.4% Coors Year 1 25.8% Year 2 -10.3 -19.4 Year 3 46.0 -0.4 Year 4 -10.7 28.5 Year 5 18.1 -13.0 Compute each stock's average return, standard deviation, and coefficient of variation. (Round your answers to 2 decimal places.) International Раper Molson Coors Average return % Standard deviation % % Coefficient of variation Which stock appears better? O International Paper O Molson Coors
Consider the following annual returns of Molson Coors and International Paper: MolsonCoors International Paper Year 1 21.8 % 5.6 % Year 2 − 9.5 −18.6 Year 3 42.0 −0.4 Year 4 − 9.1 27.7 Year 5 17.3 −12.2 Compute each stock’s average return, standard deviation, and coefficient of variation.
Consider the following annual returns of Estee Lauder and Lowe’s Companies: EsteeLauder Lowe’s Companies Year 1 23.4 % −6.0 % Year 2 −26.0 16.1 Year 3 17.6 4.2 Year 4 49.9 48.0 Year 5 −16.8 −19.0 Compute each stock’s average return, standard deviation, and coefficient of variation. (Round your answers to 2 decimal places.) ESTEE LAUDER. LOWES COMPANY Average return. %. % Standard deviation % % Coefficient of variation
Consider the following annual returns of Estee Lauder and Lowe's Companies: Lowe's Companies - 8.0% Estee Lauder 24.1% Year 1 Year 2 -26.0 Year 3 18.3 Year 4 50.6 Year 5 - 17.5 16.8 4.9 46.0 - 16.0 Compute each stock's average return, standard deviation, and coefficient of variation. (Round your answers to 2 decimal places.) Average return Standard deviation Coefficient of variation Estee Lauder Which stock appears better? Estee Lauder O Lowe's Companies % Lowe's Companies %
Consider the following annual returns of Estee Lauder and Lowe's Companies: Lowe's Companies -8.0% 16.3 4.4 41.0 -11.0 Year 1 Year 2 Year 3 Year 4 Year 5 Estee Lauder 23.6% -21.0 17.8 50.1 -17.0 Compute each stock's average return, standard deviation, and coefficient of variation. Note: Round your answers to 2 decimal places. Average return Standard deviation Coefficient of variation Which stock appears better? Estee Lauder 10.70 % % Lowe's Companies 8.54 % 21.13 % 2.47 Lowe's Companies
The following are the monthly rates of return for Madison Cookies and for Sophie Electric during a six-month period. Month Madison Cookies Sophie Electric 1 −0.04 0.072 0.06 −0.023 −0.07 −0.104 0.12 0.155 −0.02 −0.066 0.05 0.02 Compute the following. a. Average monthly rate of return Ri for each stockb. Standard deviation of returns for each stockc. Covariance between the rates of returnd. The correlation coefficient between the rates of returnWhat level of correlation did you expect? How did your expectations compare with the computed…
Directions: Compute the total returns, the average of returns, and the standard deviation of the following stocks: 2) 1) EGRH Inc. DMP, Ltd. AVERAGE OF RETURNS (XI-X)² (x) YEAR AVERAGE OF RETS STOCK RETURN RICE YEA (x₁) Jan-2021 P8.30 Feb-2021 P8.60 Jan-2021 P0.088 Feb-2021 P0.090 Mar-2021 P0.097 Apr-2021 PO.189 May-2021 PO.164 Mar-2021 P9.14 Apr-2021 P13.30 May-2021 P13 Jun-2021 P0.495 Jun-2021 P 0 Jul-2021 PO.280 Jul-2021 6.94 Aug-2021 P0.455 Aug-202 P13.70 Sep-2021 P0.390 Sep-2 P14.88 Oct-2021 P0.375 0 21 P15.30 Nov-2021 PO.325 -2021 P14.30 Dec-2021 P0.330 Dec-2021 P15.52 SD (8) = 3) STOCK RETURN PRICE (x₁) GSM Inc. YEAR Jan-2021 P57.70 Feb-2021 P52.90 Mar-2021 P50.95 Apr-2021 P58.2 May-2021 P7 05 Jun-2021 34.75 Jul-2021 P85.00 Aug-20 P105.00 Sep-21 P114.00 O 2021 P101.00 N-2021 P100.40 Dec-2021 P113.80 SD (8) = STOCK RETURN CE (x₁) AVERAGE OF RETINS ²) (x₁-x)² SD (8) = ACEE, Inc. YEA Jan-2021 P156 Feb-2021 P20.80 Mar-2021 P22.50 Apr-2021 P18.90 May-2021 P17 Jun-2021 P76 Jul-2021…
Based on five years of manthiy data, you derive the following information for the companies listed: Company a (Intercept) Intel 0.24 11.00 % 0.67 Ford 0.13 13.0 0.20 Anhauser Busch 0.16 6.40 0.0 Merck 0.06 10.20 0.60 Sa S00 0.00 4.30 1.00 a. Compute the beta coefficient for each stock. Do not raund intermediate calculations. Round your answers to three decimal places. Intel: 5.091 X Ford: 0.538 X Anheuser Busch: Merck: 2 x
Directions: Compute the total returns, the average of returns, and the standard deviation of the following stocks: 1) 2) EGRH Inc. MP, Ltd. STOCK RETURN AVERAGE OF YEA AVERAGE OF RETURNS (x) YEAR STOCK RETURN PRICE (x₁) PRICE RETU Jan-2021 Po Feb-2021 P8.6 Jan-2021 PO. Feb-2021 PO.090 Mar-2021 P0.097 Apr-2021 PO.189 May-2021 PO.164 Mar-2021 P9.14 Apr-2021 P13.30 May-2021 P13 Jun-2021 P60 Jul-2021 16.94 Jun-2021 P0.495 Jul-2021 PO.28 Aug-2021 PO Sep-2021 90 Aug-202 P13.70 Sep-2 P14.88 Oct-2021 0.375 Oct 21 P15.30 Nov-20 PO.325 N2021 P14.30 Dec-2 PO.330 ec-2021 P15.52 3) SD (8) GSM Inc. STOCK YEAR PRICE Jan-2021 P57.70 Feb-2021 P52.90 Mar-2021 P50.95 Apr-2021 P58.25 May-2021 P74.05 Jun-2021 P94.75 Jul-2021 P85.00 Aug-2021 P105.00 Sep-2021 P114.00 Oct-2021 | P101.00 Nov-2021 P100.40 Dec-2021 P113.80 SD (8) = RETURN (x₁) -x)² AVERAGE OF RETURNS (x-x)² (x) SD (8) = ACEE, Inc. YEAR STOCK RETURN PRICE (x₁) Jan-2021 P13.56 Feb-2021 P20.80 Mar-2021 P22.50 Apr-2021 P18.90 May-2021 P17.00…
A company expects EPS to be $2.52 next year. The industry average P/E ratio is 23.99 and Enterprise multiple is 7.57. The EBITDA for the company is $22.97 million. What is an estimate of the stock price using the method of comparables for P/E multiples? Round your answer to two (2) decimal places.