GBU 3311 02 From the descriptive statistic we can notice three companies with the highest mean return thanthe market; SanDisk, Caterpillar, and Qualcomm. Microsoft and Johnson and Johnson has thelowest monthly mean returns.Comparing the standard deviation of different stocks and using it as a measure of volatility,SanDisk is the most volatile stock. Johnson and Johnson, P and G are less volatile compared tothe other individual stocks that are more volatile than the market.
2.Compute the value of beta for each stock. Which of these stocks would you expect toperform best in an up market? Which would you expect to hold their value best in a downmarket?