COMPANY'S PERFORMANCE

Company's Performance

Company's Performance

Answer 11

Average Weekly Returns Period 1

ASX 200

WOW

Average weekly returns

-0.01

-0.01

Standard deviation

0.11

0.11

Maximum return

0.11

0.14

Minimum return

-1.00

-1.00

Coefficient of variation

-9.39

-9.61

Average Weekly Returns Period 2

ASX 200

WOW

Average weekly returns

-0.01

-0.01

Standard deviation

0.10

0.10

Maximum return

0.08

0.06

Minimum return

-1.00

-1.00

Coefficient of variation

-9.21

-9.75

From the above tables, it can be observed that the average weekly return of ASX 200 and Woolworth Company in period 1 is -0.01 for both the for market and the company which reflects that there is a decline. Moreover, period 1 shows that there is deviation in the market and company's return of about 0.11 due to which the return of the ASX 200 and Woolworth Company in period 1 has declined. Besides it, in period 2, there is also similar decline for average weekly return, but the deviation in the market and company's return is less that is 0.1.

Answer 12

Period 1 Summary Statistics

ASX

WBC

WOW

Average weekly returns

-0.002

0.001

-0.001

Standard deviation

0.037

0.053

0.038

Maximum returns

0.108

0.158

0.137

Minimum returns

-0.111

-0.180

-0.104

Coefficient of variation

-18.286

105.358

-28.287

Period 2 Summary Statistics

ASX

WBC

WOW

Average weekly returns

-0.001

-0.001

0.000

Standard deviation

0.027

0.039

0.023

Maximum returns

0.078

0.124

0.058

Minimum returns

-0.114

-0.098

-0.081

Coefficient of variation

-25.997

-30.325

-51.048

The above summary statistics for period 1 shows that the average weekly return of ASX 200, Westpac Banking Corporation and Woolworth Company in period 1 is -0.002, 0.001 and -0.001 respectively which shows the performance of Westpac Banking Corporation is good as compared to market and Woolworth Company as there is a decrease in the return. The reason of this statement is that there is a deviation in the return of market and companies of about 0.037, 0.053 and 0.038 respectively.

However, the trend in period 2 is different as the market is in decline similar as period 1 ; however, there return of Westpac Banking Corporation is declined and there is slight increase in the average weekly return of Woolworth Company, but the deviation in the market and company's return is less as compared to period 1.

Answer 13

Period 1

Correlation Coefficients

ASX 200

WOW

ASX 200

1

WBC

0.596

1

Period 2

Correlation Coefficients

ASX 200

WOW

ASX 200

1

WBC

0.649

1

There is correlation in the average weekly return of period 1 for S&P/ Asx200 Period 1 and Woolworth Company Period 1. The reason of this statement is that the correlation coefficient value is less than 0.5 which shows that the value is significant for period 1. In addition to this, there is also correlation of S&P/ Asx200 and Woolworth Company for in the average weekly return of Period 2.

Answer 16

Period 1 Summary Statistics

ASX

WBC

WOW

PORTFOLIO

Average weekly returns

-0.002

0.001

-0.001

-0.001

Standard deviation

0.037

0.053

0.038

0.036

Maximum returns

0.108

0.158

0.137

0.125

Minimum returns

-0.111

-0.180

-0.104

-0.082

Coefficient of variation

-18.286

105.358

-28.287

-36.972

Period 2 Summary Statistics

ASX

WBC

WOW

PORTFOLIO

Average weekly returns

-0.001

-0.001

0.000

-0.001

Standard deviation

0.027

0.039

0.023

0.022

Maximum returns

0.078

0.124

0.058

0.070

Minimum returns

-0.114

-0.098

-0.081

-0.084

Coefficient of variation

-25.997

-30.325

-51.048

-35.709

It can be observed from the above tables that the in period 1, the average weekly ...