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FINA 1032 Data Analysis

Stock prices (Aviva plc, Barclays PLC, Coca-Cola HBC AG and HSBC Holdings plc). For the empirical analysis, we consider daily stock prices between 1 January 2015 and 31 December 2015. Data in SPSS format will be provided on Moodle.
Task 1:
a. Identify all the extreme stock price values in the data based on 95th percentile for all the stock indices.
b. Find the descriptive statistics for the stock prices of Aviva plc, Barclays PLC, Coca-Cola HBC AG and HSBC Holdings plc. Exclude cases listwise.
c. Plot all the stock prices’ line graphs by clearly naming the horizontal and vertical axis.
d. Advice on the risk aspects of the stock returns to an investor. Find appropriate statistics. To illustrate your answer. Showing all available statistics will result in marks.
Task 2:
a. Find Pearson correlation coefficients between all the pairs of stock returns. Comment on the correlation coefficients.
Note: There are 6 pairs (Aviva_Returns, Barclays_Returns), (CocaCola_Returns, Barclays_Returns) (HSBC_Returns, Barclays_Returns) (Aviva_Returns, CocaCola_Returns) (Aviva_Returns, HSBC_Returns) (CocaCola_Returns, HSBC_Returns)
b. Plot the scatter graphs for all the combinations of the following stock returns: (Aviva_Returns, Barclays_Returns), (CocaCola_Returns, HSBC_Returns).
Task 3:
a. Produce a histogram for each of the stock returns.
b. Comment on the distribution function of the returns of stock prices based onthe shapes of the obtained histograms.
Task 4: 
a. Find the returns relation between the following stock return pairs using regression analysis
(i) (Aviva plc, Barclays PLC), (ii) (Coca-Cola HBC AG and HSBC Holdings plc),
(iii) (Barclays PLC, HSBC Holdings plc).
b. Comment on the statistical significance of the relationship 
Task 5:
a. Write a conclusion to summarise all your findings and make recommendations to the investor on the investments in the given financial markets. 

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