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  • Alex

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    AkashThinakaran
    4 visualizações5 páginas
    The document compares the returns of the S&P 500 index, Reynolds Tobacco, and Hasbro toys to predictions of the Capital Asset Pricing Model. It shows the average market return, each company's actual return, its beta coefficient, and the expected return predicted by CAPM. It also lists the standard deviation and variance for each as a measure of risk. The final section provides an update that Reynolds American was acquired by British American Tobacco and is no longer publicly traded on the NYSE.

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    Alex sharpe analysis

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    The document compares the returns of the S&P 500 index, Reynolds Tobacco, and Hasbro toys to predictions of the Capital Asset Pricing Model. It shows the average market return, each company's actual return, its beta coefficient, and the expected return predicted by CAPM. It also lists the standard deviation and variance for each as a measure of risk. The final section provides an update that Reynolds American was acquired by British American Tobacco and is no longer publicly traded on the NYSE.

    Direitos autorais:

    © All Rights Reserved
    Baixe no formato PPTX, PDF, TXT ou leia online no Scribd
    Sinalizar o conteúdo como inadequado
    4 visualizações5 páginas

    Alex

    Enviado por

    AkashThinakaran
    The document compares the returns of the S&P 500 index, Reynolds Tobacco, and Hasbro toys to predictions of the Capital Asset Pricing Model. It shows the average market return, each company's actual return, its beta coefficient, and the expected return predicted by CAPM. It also lists the standard deviation and variance for each as a measure of risk. The final section provides an update that Reynolds American was acquired by British American Tobacco and is no longer publicly traded on the NYSE.

    Direitos autorais:

    © All Rights Reserved
    Baixe no formato PPTX, PDF, TXT ou leia online no Scribd
    Sinalizar o conteúdo como inadequado
    de 5

    Alex Sharpe

    GSEC vs Market

    Rf US 10 year
    6.55% bond yield

    Rm 34.46%
    CAPM
    Hasbro(Childrens'
    S&P Reynolds(Tobacco) Toys)

    Average Return 34.46% 112.49% 71.03%

    Beta 1 0.7357 1.4197


    Expected
    Return 34.460% 27.085% 46.177%
    RISK

    Hasbro(Childrens'
    S&P Reynolds(Tobacco) Toys)

    Std Deviation 0.036 0.093 0.081

    Variance 0.0012 0.0087 0.0065


    Latest Info

    • Reynolds American Inc. (RAI) no longer is listed on NYSE. Takeover by British American Tobacco,
    worlds largest publically traded tobacco company.
    • RAI ceased trading on the New York Stock Exchange on July 24, 2017.
    • For every RAI share, holders will receive $29.44 in cash, without interest, plus a number of BAT
    American Depository Shares (BAT ADSs)

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