Your task: Write a report on the statistical relationship that you find between the stock price of the company that you have been assigned and the following three variables: the S&P500, the US$/Euro...

Your task:

Write a report on the statistical relationship that you find between the stock price of the company that you have been assigned and the following three variables:  the S&P500, the US$/Euro exchange rate and the 10 year US Tresasury Bond interest rate. The study should be based upon daily data over a 2 year period and a comparison should be made between the results from a similar study based upon month end data.  Your assigned company will appear in the excel file posted to moodle for this purpose in week 2 of the term.

Word count: 1,500 – 2,000 words in core text excluding tables and diagrams.

Conditions:

1.    Your data analysis must test hypotheses and include:

a.    Describing the relationships found within the time series
b.    Comparisons between the two time series
2.    Organise and visualise your data and results clearly, using tables and figures as appropriate.

3.    Explain your findings clearly.

4.    Draw conclusions from your findings. This may include recommendations where appropriate, depending on your topic.

5.    All statistical workings (computer output) must be shown in the appendix. Failure to do this will substantially reduce the total marks awarded to your study.

Report Structure:

1.    Introduction

a.    Explain the use of your study, justify why it is interesting to do.

b.    State your overall research question(s) / objective(s).

c.    State and shortly justify your hypotheses
2.    Data and Research Methods

a.    Explain the metrics of your survey –sample size, periodicity, where gathered, etc.

3.    Findings

a.    Test your hypotheses and provide your findings here.

b.    Summarise your findings in a professional way. Lengthy tables should be appended.

4.    Conclusion and Recommendations

Front matters include:

a.    Title page

End matters include:

a.    Appendix

Additionally, you must submit an excel fie containing your data and analysis to the moodle site set aside for this purpose.