 |  Fundamentals of Corporate Finance, 4/e Stephen A. Ross,
Massachusetts Institute of Technology Randolph W. Westerfield,
University of Southern California Bradford D. Jordan,
University of Kentucky Gordon S. Roberts,
York University
Return, Risk, and the Security Market Line
Web LinksAnnotated web links prepared by Shelley MacDougall, Acadia University
UCLA
(http://www.stat.ucla.edu/calculators/correlation.phtml)
This site provides a correlation and linear regression calculator. Enter your x and y values and it will calculate the mean and variance of each, the covariance, correlation and the equation of the line. It will also give the scatterplot. |
 |  |  | A. Damodaran
(http://www.stern.nyu.edu/~adamodar/pc/levbeta.xls)
A spreadsheet for levering and unlevering betas by A. Damodaran of NYU that can be downloaded for use. |
 |  |  | A. Damodaran
(http://www.stern.nyu.edu/~adamodar/pc/risk.xls)
CAPM Spreadsheet. Here is a downloadable spreadsheet for calculating a firm's beta and expected rate of return by A. Damodaran of NYU. Sixty periods of stock data can be entered and the results are calculated using the CAPM model. |
 |  |  | Yahoo!
(http://ca.finance.yahoo.com/)
Download historical market and stock price data from which beta can be calculated. For market data, download data from an index such as TSE300 by selecting "Major Indices" from under "Today's Markets." Select the symbol of the index you want. Below the graph, select "Big: 1d." Then, below the table, select from "Historical Quotes" the intervals you want. The resulting table can be modified for start date and end date, interval and dividends. Below the table click "download spreadsheet format" to use for further calculations. The same can be done for a particular stock by going back to ca.finance.yahoo.com and entering the ticker symbol at the very top of the page and following the instructions above. |
 |  |  | About.com
(http://www.mcgrawhill.ca/college/cgi-bin/url.pl?url=http://home.about.com/finance/index.h...
)
About.com is a collection of information and links. Canadian sites and information included. Finance topics can be found on this site. |
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