Project #121590 - Macroeconomic

Part 2 (IN WORD FILE):

1.     What are the economists’ forecast for unemployment, GDP growth, and inflation in 2016?  Use a forecast horizon of one year ahead. 

2.     How do these variables relate to stock market and bond market? (Hint: you may calculate the correlation between the macro variables and SP 500 index return (10-year Treasury bond return) using annual frequency data for 10 years).

3.     What is the volatility (standard deviation) of S&P 500 index return over the most recent 1-year (2014), 5-year (2010-2014), and 10-year period (2005-2014)? (Hint: using monthly frequency S&P 500 index return data to calculate the standard deviations).

4.     Which industry is your firm engaged (provide the different business lines of your firm)?

5.     Summarize and compare the key statistics for the stock and the industry (choose at least 5 items you believe informative, such as P/E ratio, market cap, dividend yield, ROE, sales etc.)

 

 

Sources:

 

 

 

Wall Street Journal

 

 

 

Chapter 12, 20, 21 in Bodie, Kane, and Marcus for Part I

 

 

 

Chapter 5, 6, 7, 13, 14, 18 in Bodie, Kane, and Marcus for Part II

 

 

 

Chapter 14 in Bodie, Kane, and Marcus for Part III

 

 

 

Yahoo Finance @ http://finance.yahoo.com/

 

 

 

Economic data-FRED ® @ http://research.stlouisfed.org/fred2/

 

 

 

Economic Report of the President @ http://www.gpoaccess.gov/eop/index.html

 

 

 

Federal Reserve Bulletin @ http://www.federalreserve.gov/FOMC/BeigeBook/2007/

 

 

 

Survey of Current Business @ http://www.bea.gov/scb/index.htm

 

 

 

Humphrey Hawkins Testimony and Report @ http://www.federalreserve.gov/boarddocs/hh/

 

 

 

Note:  Use monthly data to estimate beta; use annual data to valuate stock.  Late reports without pre-approval from the instructor will receive no credit.

 

 

 

Subject Business
Due By (Pacific Time) 04/17/2016 12:00 am
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