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Q: How 2 calculate a variance covariance matrix?
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How do you Calculate Stock Beta in Excel?

You need to use the variance and covariance functions in Excel 1. Calculate the covariance of the stock returns with respect to an index 2. Calculate the variance of the index 3. Divide the first number by the second. See the related link for a spreadsheet


How 2 calculate a variance-covariance matrix?

See related link. You can use Excel, if you dataset is not too big. Generally, if I have a table of data, with n columns corresponding to n variables with N observations, I can calculate the covariance of columns a and b, using excel covar function, covar(range of first data values, range of second data values) To keep things organized, you may want to name the ranges of your columns and use them as the arguments in the covar.


Calculate the standard deviation of the portfolio with two securites first A proporiton 0.39 variance 160 second B proportion 61 and variance is 340 covariance of both is 190?

[((.39)^2)*160 +((.61)^2)*340+2*.61*.39*190]^.5 = 15.5323


How many covariance you have if you have 1700 stocks?

[N*(N-1)]/2 N=1700 (1700*1699)/2 = 1,444,150 Covariance


How do you calculate budget variance?

This years' sales plus last years' sales divided by 2


What is the variance of these four scores 0 1 1 2?

Variance = sigma((value - mean)2) / (# values - 1) Mean = (0+1+1+2)/4 = 1 Variance = ((0-1)2+(1-1)2+(1-1)2+(2-1)2)/(4-1) Variance = (1+0+0+1)/3 Variance = 2/3 Variance ~ 0.667


What is the variance of 2 3 5 12?

The variance of 2 3 5 12 = 20.3333


What is the variance of 3 15 2 5 5?

The variance is 27.0


How do you derive variance of Pareto distribution?

var(X) = (xm/a - 1)2 a/a-2 . If a < or equal to 2, the variance does not exist.


What is the variance If the standard deviation of some data is 36?

Variance = (std dev) ^2 = 36^2 = 1296.


What is the variance for 3 5 12 3 2?

The variance for 3 5 12 3 2 is: 16.5


In statistics what is the variance of these four scores 0 1 1 2?

The variance is: 0.666666666667