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  • Get to Applied Materials Inc. for $13.99, or

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Microsoft Excel LibreOffice Calc


Capital Asset Pricing Model (CAPM)

Difficulty: Intermediate


Rates of Return

Applied Materials Inc., monthly rates of return

Microsoft Excel LibreOffice Calc
Applied Materials Inc. (AMAT) Standard & Poor's 500 (S&P 500)
t Date PriceAMAT,t1 DividendAMAT,t1 RAMAT,t2 PriceS&P 500,t RS&P 500,t3
Nov 30, 2011 hidden hidden
1. Dec 31, 2011 hidden hidden% hidden hidden%
2. Jan 31, 2012 hidden hidden% hidden hidden%
3. Feb 29, 2012 hidden hidden hidden% hidden hidden%
. . . . . . .
. . . . . . .
. . . . . . .
70. Sep 30, 2017 hidden hidden% hidden hidden%
71. Oct 31, 2017 hidden hidden% hidden hidden%
Average: hidden% hidden%
Standard Deviation: hidden% hidden%
Applied Materials Inc. (AMAT) Standard & Poor's 500 (S&P 500)
t Date PriceAMAT,t1 DividendAMAT,t1 RAMAT,t2 PriceS&P 500,t RS&P 500,t3
Nov 30, 2011 hidden hidden
1. Dec 31, 2011 hidden hidden% hidden hidden%
2. Jan 31, 2012 hidden hidden% hidden hidden%
3. Feb 29, 2012 hidden hidden hidden% hidden hidden%
4. Mar 31, 2012 hidden hidden% hidden hidden%
5. Apr 30, 2012 hidden hidden% hidden hidden%
6. May 31, 2012 hidden hidden hidden% hidden hidden%
7. Jun 30, 2012 hidden hidden% hidden hidden%
8. Jul 31, 2012 hidden hidden% hidden hidden%
9. Aug 31, 2012 hidden hidden hidden% hidden hidden%
10. Sep 30, 2012 hidden hidden% hidden hidden%
11. Oct 31, 2012 hidden hidden% hidden hidden%
12. Nov 30, 2012 hidden hidden hidden% hidden hidden%
13. Dec 31, 2012 hidden hidden% hidden hidden%
14. Jan 31, 2013 hidden hidden% hidden hidden%
15. Feb 28, 2013 hidden hidden hidden% hidden hidden%
16. Mar 31, 2013 hidden hidden% hidden hidden%
17. Apr 30, 2013 hidden hidden% hidden hidden%
18. May 31, 2013 hidden hidden hidden% hidden hidden%
19. Jun 30, 2013 hidden hidden% hidden hidden%
20. Jul 31, 2013 hidden hidden% hidden hidden%
21. Aug 31, 2013 hidden hidden hidden% hidden hidden%
22. Sep 30, 2013 hidden hidden% hidden hidden%
23. Oct 31, 2013 hidden hidden% hidden hidden%
24. Nov 30, 2013 hidden hidden hidden% hidden hidden%
25. Dec 31, 2013 hidden hidden% hidden hidden%
26. Jan 31, 2014 hidden hidden% hidden hidden%
27. Feb 28, 2014 hidden hidden hidden% hidden hidden%
28. Mar 31, 2014 hidden hidden% hidden hidden%
29. Apr 30, 2014 hidden hidden% hidden hidden%
30. May 31, 2014 hidden hidden hidden% hidden hidden%
31. Jun 30, 2014 hidden hidden% hidden hidden%
32. Jul 31, 2014 hidden hidden% hidden hidden%
33. Aug 31, 2014 hidden hidden hidden% hidden hidden%
34. Sep 30, 2014 hidden hidden% hidden hidden%
35. Oct 31, 2014 hidden hidden% hidden hidden%
36. Nov 30, 2014 hidden hidden hidden% hidden hidden%
37. Dec 31, 2014 hidden hidden% hidden hidden%
38. Jan 31, 2015 hidden hidden% hidden hidden%
39. Feb 28, 2015 hidden hidden hidden% hidden hidden%
40. Mar 31, 2015 hidden hidden% hidden hidden%
41. Apr 30, 2015 hidden hidden% hidden hidden%
42. May 31, 2015 hidden hidden hidden% hidden hidden%
43. Jun 30, 2015 hidden hidden% hidden hidden%
44. Jul 31, 2015 hidden hidden% hidden hidden%
45. Aug 31, 2015 hidden hidden hidden% hidden hidden%
46. Sep 30, 2015 hidden hidden% hidden hidden%
47. Oct 31, 2015 hidden hidden% hidden hidden%
48. Nov 30, 2015 hidden hidden hidden% hidden hidden%
49. Dec 31, 2015 hidden hidden% hidden hidden%
50. Jan 31, 2016 hidden hidden% hidden hidden%
51. Feb 29, 2016 hidden hidden hidden% hidden hidden%
52. Mar 31, 2016 hidden hidden% hidden hidden%
53. Apr 30, 2016 hidden hidden% hidden hidden%
54. May 31, 2016 hidden hidden hidden% hidden hidden%
55. Jun 30, 2016 hidden hidden% hidden hidden%
56. Jul 31, 2016 hidden hidden% hidden hidden%
57. Aug 31, 2016 hidden hidden hidden% hidden hidden%
58. Sep 30, 2016 hidden hidden% hidden hidden%
59. Oct 31, 2016 hidden hidden% hidden hidden%
60. Nov 30, 2016 hidden hidden hidden% hidden hidden%
61. Dec 31, 2016 hidden hidden% hidden hidden%
62. Jan 31, 2017 hidden hidden% hidden hidden%
63. Feb 28, 2017 hidden hidden hidden% hidden hidden%
64. Mar 31, 2017 hidden hidden% hidden hidden%
65. Apr 30, 2017 hidden hidden% hidden hidden%
66. May 31, 2017 hidden hidden hidden% hidden hidden%
67. Jun 30, 2017 hidden hidden% hidden hidden%
68. Jul 31, 2017 hidden hidden% hidden hidden%
69. Aug 31, 2017 hidden hidden hidden% hidden hidden%
70. Sep 30, 2017 hidden hidden% hidden hidden%
71. Oct 31, 2017 hidden hidden% hidden hidden%
Average: hidden% hidden%
Standard Deviation: hidden% hidden%

Show All

1 Data in USD $ per share of common stock, adjusted for splits and stock dividends.

2 Rate of return on common stock of AMAT during period t

3 Rate of return on S&P 500 (the market portfolio proxy) during period t


Systematic Risk (β) Estimation

Microsoft Excel LibreOffice Calc
VarianceAMAT hidden
VarianceS&P 500 hidden
CovarianceAMAT, S&P 500 hidden
Correlation CoefficientAMAT, S&P 5001 hidden
βAMAT2 hidden
αAMAT3 hidden

Calculations

1 CovarianceAMAT, S&P 500 ÷ (Standard DeviationAMAT × Standard DeviationS&P 500)
= hidden ÷ (hidden × hidden)

2 CovarianceAMAT, S&P 500 ÷ VarianceS&P 500
= hidden ÷ hidden

3 AverageAMAT – βAMAT × AverageS&P 500
= hiddenhidden × hidden


Expected Rate of Return

Microsoft Excel LibreOffice Calc
Assumptions
Rate of return on LT Treasury Composite1 RF hidden%
Expected rate of return on market portfolio2 E(RM) hidden%
Systematic risk (β) of Applied's common stock βAMAT hidden
Expected rate of return on Applied's common stock3 E(RAMAT) hidden%

1 Unweighted average of bid yields on all outstanding fixed-coupon U.S. Treasury bonds neither due or callable in less than 10 years (risk-free rate of return proxy).

Calculations

2 See Details »

3 E(RAMAT) = RF + βAMAT [E(RM) – RF]
= hidden% + hidden [hidden% – hidden%]
= hidden%