Stock Returns: Boeing & IBM Analysis Report- The S&P 500 time series chart shown in figure 1 shows that the stock prices have been significantly increasing

Stock Returns: Boeing & IBM Analysis Report

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In this document we will discuss about Comparison of Boeing Company (BA) and General Dynamics (GD) Stock Prices and below are the summary points of this document:-


	
	BA&#39;s stock price had the highest variability compared to GD and S&amp;P 500.
	
	
	Both BA and GD stocks exhibited left-skewed and normally distributed returns.
	
	
	GD stock had a higher average return compared to BA and showed a less negatively skewed distribution.
	


Comparison of Boeing Company (BA) and General Dynamics (GD) Stock Prices: Analysis and Findings

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This document provides a statistical analysis and comparison between the stock prices of Boeing Company and General Dynamics. The analysis includes volatility and market returns assessment, risk and average return relationship analysis, and hypothesis testing to compare average market returns and market risks.

Statistical Analysis and Comparison between Stock Prices of Boeing Company and General Dynamics

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In this report we will discuss about Investing and below are the summaries point:-


	
	Monthly historical data was given for S&amp;P 500 Price Index, Boeing Company Stock Price, General Dynamics Corp. Stock Price, and interest rate on 10 years of the US-Treasury Note from Jan 1st 2013 to Jan 1st 2018 (Group 1).
	
	
	The average return and standard deviation of Boeing (BA) stocks were 2.6134 and 6.5066 respectively, while GD stocks had an average return of 2.0177 with a standard deviation of 4.1805.
	
	
	Boeing Company had a higher average return than that of General Dynamics Corporate, but BA stock was riskier than GD stocks based on the standard deviation.
	
	
	The null hypothesis (H0) was that the distribution of both stocks was normal, and the alternative hypothesis (H1) was that the distribution was unnormal with a level of significance of 5%.
	
	
	The Jarque-Berra (JB) test was used to evaluate the normality of the distribution, and the test statistic was computed using the formulas for JB.
	
	
	For BA return stock, the null hypothesis was not rejected as p-value &gt; 5% and the JB value &lt; CV-Chisquare.
	
	
	For GD return stock, the null hypothesis was rejected as p-value &lt; 5% and the JB value &gt; CV-Chisquare.
	
	
	The F-test was used to test the null hypothesis that the variances of the two stocks were equal.
	


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Stock Returns: Boeing & IBM Analysis Report