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Fin Mod Assignment

This document provides stock price data for Cisco Systems (CSCO) and the S&P 500 index from July 2002 to June 2007. It shows the closing price for each date along with the stock return for CSCO and the index return. Statistical analysis at the bottom shows CSCO had slightly higher risk than the market over this period, with an alpha of 0.00679, beta of 1.90426, and R2 of 0.57981 compared to the S&P 500.

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sabariaz5309
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19 views

Fin Mod Assignment

This document provides stock price data for Cisco Systems (CSCO) and the S&P 500 index from July 2002 to June 2007. It shows the closing price for each date along with the stock return for CSCO and the index return. Statistical analysis at the bottom shows CSCO had slightly higher risk than the market over this period, with an alpha of 0.00679, beta of 1.90426, and R2 of 0.57981 compared to the S&P 500.

Uploaded by

sabariaz5309
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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CISCO (CSCO) AND S&P 500 PRICES July 2002 - June 2007

Date S&P 500 CISCO CISCO Return S&P Returns


3-Jul-02 911.62 13.19
1-Aug-02 916.07 13.82 4.67% 0.49%
3-Sep-02 815.28 10.48 -27.66% -11.66%
1-Oct-02 885.76 11.18 6.47% 8.29%
1-Nov-02 936.31 14.92 28.86% 5.55%
2-Dec-02 879.82 13.1 -13.01% -6.22%
2-Jan-03 855.7 13.37 2.04% -2.78%
3-Feb-03 841.15 13.98 4.46% -1.71%
3-Mar-03 848.18 12.98 -7.42% 0.83%
1-Apr-03 916.92 15 14.46% 7.79%
1-May-03 963.59 16.41 8.98% 4.96%
2-Jun-03 974.5 16.79 2.29% 1.13%
1-Jul-03 990.31 19.49 14.91% 1.61%
1-Aug-03 1008.01 19.14 -1.81% 1.77%
2-Sep-03 995.97 19.59 2.32% -1.20%
1-Oct-03 1050.71 20.93 6.62% 5.35%
3-Nov-03 1058.2 22.7 8.12% 0.71%
1-Dec-03 1111.92 24.23 6.52% 4.95%
2-Jan-04 1131.13 25.71 5.93% 1.71%
2-Feb-04 1144.94 23.16 -10.45% 1.21%

alpha 0.00679
beta 1.90426
R2 0.57981

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