Comparative Analysis of Stock Trends and Descriptive Statistics Report

This report presents a financial analysis of stock performance using time series data and descriptive statistics. It examines the stock trends of Coca-Cola, Exxon Mobil, and Johnson & Johnson, along with the S&P 500 Index and US Treasury Bill rates. The analysis includes observations on stock price fluctuations, identifying periods of uptrends and downtrends for each stock. Descriptive statistics such as mean, standard deviation, median, skewness, kurtosis, and range are provided to quantify the performance of each stock. The report also explores the relationship between average returns and standard deviation, highlighting the dispersion of returns from the average for a given set of values. The data spans a specific time frame, allowing for a comparative assessment of stock performance and market trends.

1
TREND LINES & DESCRIPTIVE STATISTICS:
I. Time series of monthly stock prices against time on the graph.
A. Coca Cola:
Nov/95
Apr/96
Sep/96
Feb/97
Jul/97
Dec/97
May/98
Oct/98
Mar/99
Aug/99
Jan/00
Jun/00
Nov/00
Apr/01
Sep/01
Feb/02
Jul/02
Dec/02
May/03
Oct/03
Mar/04
Aug/04
Jan/05
Jun/05
Nov/05
0
5
10
15
20
25
30
Coca Cola Company
Coca Cola Company Stock Value
We can observe that the stock price was at increasing level from the start and was at its peak
during the year 1998. Thereafter there is fall in price of the stock and after year 2004 onwards
the stock is steady.
B. Exxon Mobil:
Nov/95
Apr/96
Sep/96
Feb/97
Jul/97
Dec/97
May/98
Oct/98
Mar/99
Aug/99
Jan/00
Jun/00
Nov/00
Apr/01
Sep/01
Feb/02
Jul/02
Dec/02
May/03
Oct/03
Mar/04
Aug/04
Jan/05
Jun/05
Nov/05
0
10
20
30
40
50
60
Exxon Mobil Company
Exxon Mobil Company Stock Value
We can observe that the stock price is at increasing level from the start and was at its peak
during the year 2004. We can see uptrend in the stock.

2
C. Johnson & Johnson:
Nov/95
Apr/96
Sep/96
Feb/97
Jul/97
Dec/97
May/98
Oct/98
Mar/99
Aug/99
Jan/00
Jun/00
Nov/00
Apr/01
Sep/01
Feb/02
Jul/02
Dec/02
May/03
Oct/03
Mar/04
Aug/04
Jan/05
Jun/05
Nov/05
0
10
20
30
40
50
60
Johnson and Johnson Company
Johnson and Johnson Company Stock Value
D. S & P Index:
Nov/95
Apr/96
Sep/96
Feb/97
Jul/97
Dec/97
May/98
Oct/98
Mar/99
Aug/99
Jan/00
Jun/00
Nov/00
Apr/01
Sep/01
Feb/02
Jul/02
Dec/02
May/03
Oct/03
Mar/04
Aug/04
Jan/05
Jun/05
Nov/05
0
200
400
600
800
1000
1200
1400
1600
S&P 500
S&P 500 Index Value
We can observe that the Index was in uptrend initially. However after the year 2000, we see a
downtrend which is gaining pick again from the year 2002.
E. IRX:
We can observe that the US Treasury Bill Rate was steady till the year 1998, however it saw a
downtrend from the year 2002 which continued till the year 2004 and then an uptrend started.

3
Nov/95
Apr/96
Sep/96
Feb/97
Jul/97
Dec/97
May/98
Oct/98
Mar/99
Aug/99
Jan/00
Jun/00
Nov/00
Apr/01
Sep/01
Feb/02
Jul/02
Dec/02
May/03
Oct/03
Mar/04
Aug/04
Jan/05
Jun/05
Nov/05
0
1
2
3
4
5
6
7
US Treasury Bill
US Treasury Bill Rate
II. Descriptive Statistics
Statistic
Description
Coca
Cola
Exxon
Mobil
Johnson &
Johnson
S & P
500
US Treasury
Bill
Mean
0.4
6
1.2
2
1.1
7
0.7
0 0.00
Standard Error
0.6
8
0.4
7
0.5
8
0.4
1
0.6
1
Median
0.5
4
0.6
6
0.5
9
0.9
1
0.2
3
Standard Deviation
7.4
3
5.1
3
6.3
7
4.4
9
6.6
9
Sample Variance
55.2
3
26.3
5
40.5
2
20.1
4
44.7
1
Kurtosis
0.5
9
2.7
5
0.3
2
0.4
0
4.8
3
Skewness
(0.1
4)
0.6
9
0.1
2
(0.5
2)
(0.7
3)
Range
41.3
8
34.9
4
33.4
8
24.2
5
53.6
5
Minimum
(19.1
0)
(11.6
5)
(16.04
)
(14.5
8)
(29.8
2)
Maximum
22.2
8
23.2
9
17.4
4
9.6
7
23.8
3
Sum
55.2
2
147.7
3
141.7
8
84.8
0
(0.5
8)
Count
121.0
0
121.0
0
121.0
0
121.0
0
121.0
0

4
III. Relation between Average Returns and Standard Deviation
Standard Deviation shows the dispersion of the Returns on Stock from the Average Return for
a given set of values.
0.8 1 1.2 1.4 1.6 1.8 2 2.2
-
1.00
2.00
3.00
4.00
5.00
6.00
7.00
8.00
Average Return and Standard Deviation
Coca Cola Exxon Mobil Company
Johnson and Johnson Company S&P 500