Beta_Management_Analysis

Beta_Management_Analysis - -8.53% 1.66% 0.47% verage Return...

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BA 462: Problems in Financial Management_x000D_Lancaster Spring 2011_x000D_Case Analysis: Beta  Management_x000D_ Vanguard 500 REIT Brown REIT Brown 1989 - January 7.32% -28.26% 9.16% 0.20% 7.69% February -2.47% -3.03% 0.73% -2.58% -1.83% March 2.26% 8.75% -0.29% 3.56% 1.75% April 5.18% -1.47% 2.21% 3.85% 4.59% May 4.04% -1.49% -1.08% 2.93% 3.02% June -0.59% -9.09% -0.65% -2.29% -0.60% July 9.01% 10.67% 2.22% 9.34% 7.65% August 1.86% -9.38% 0.00% -0.39% 1.49% September -0.40% 10.34% 1.88% 1.75% 0.06% October -2.34% -14.38% -7.55% -4.75% -3.38% November 2.04% -14.81% -12.84% -1.33% -0.94% December 2.38% -4.35% -1.70% 1.03% 1.56% 1990 - January -6.72% -5.45% -15.21% -6.47% -8.42% February 1.27% 5.00% 7.61% 2.02% 2.54% March 2.61% 9.52% 1.11% 3.99% 2.31% April -2.50% -0.87% -0.51% -2.17% -2.10% May 9.69% 0.00% 12.71% 7.75% 10.29% June -0.69% 4.55% 3.32% 0.36% 0.11% July -0.32% 3.48% 3.17% 0.44% 0.38% August -9.03% 0.00% -14.72% -7.22% -10.17% September -4.89% -13.04% -1.91% -6.52% -4.29% October -0.41% 0.00% -12.50% -0.33% -2.83% November 6.44% 1.50% 17.26% 5.45% 8.60% December 2.72% -2.56%
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Unformatted text preview: -8.53% 1.66% 0.47% verage Return 1.10%-2.27%-0.67% 0.43% 0.75% dard Deviation 4.61% 9.23% 8.17% 4.24% 4.91% Beta 1 0.15 1.16 0.83 1.03 Portfolio Containing 80% Vanguard & 20% Chosen Stock-20.00% 0.00% 20.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00% 0.00% 5.00% 10.00% 15.00% Plot of Index vs REIT Return on REIT BA 462: Problems in Financial Management_x000D_Lancaster Spring 2011_x000D_Case Analysis: Beta Management_x000D_-20.00% 0.00% 20.00% Return on Market BA 462: Problems in Financial Management_x000D_Lancaster Spring 2011_x000D_Case Analysis: Beta Management_x000D_-20.00% 0.00% 20.00%-20.00%-15.00%-10.00%-5.00% 0.00% 5.00% 10.00% 15.00% 20.00% Market vs Brown Returns Column D Return: Market Return: Brown BA 462: Problems in Financial Management_x000D_Lancaster Spring 2011_x000D_Case Analysis: Beta Management_x000D_...
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This note was uploaded on 07/10/2011 for the course BA 462 taught by Professor Aziz during the Spring '10 term at Humboldt State University.

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Beta_Management_Analysis - -8.53% 1.66% 0.47% verage Return...

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