Paying users zone. Data is covered by hidden.

  • Get to Costco Wholesale Corp. for $17.99, or

  • get to whole website for at least 3 months from $49.99.

Microsoft Excel LibreOffice Calc


Capital Asset Pricing Model (CAPM)

Difficulty: Intermediate


Rates of Return

Costco Wholesale Corp., monthly rates of return

Microsoft Excel LibreOffice Calc
Costco Wholesale Corp. (COST) Standard & Poor's 500 (S&P 500)
t Date PriceCOST,t1 DividendCOST,t1 RCOST,t2 PriceS&P 500,t RS&P 500,t3
Sep 30, 2012 hidden hidden
1. Oct 31, 2012 hidden hidden hidden hidden
2. Nov 30, 2012 hidden hidden hidden hidden hidden
3. Dec 31, 2012 hidden hidden hidden hidden hidden
. . . . . . .
. . . . . . .
. . . . . . .
70. Jul 31, 2018 hidden hidden hidden hidden
71. Aug 31, 2018 hidden hidden hidden hidden hidden
Average: hidden hidden
Standard Deviation: hidden hidden
Costco Wholesale Corp. (COST) Standard & Poor's 500 (S&P 500)
t Date PriceCOST,t1 DividendCOST,t1 RCOST,t2 PriceS&P 500,t RS&P 500,t3
Sep 30, 2012 hidden hidden
1. Oct 31, 2012 hidden hidden hidden hidden
2. Nov 30, 2012 hidden hidden hidden hidden hidden
3. Dec 31, 2012 hidden hidden hidden hidden hidden
4. Jan 31, 2013 hidden hidden hidden hidden
5. Feb 28, 2013 hidden hidden hidden hidden hidden
6. Mar 31, 2013 hidden hidden hidden hidden
7. Apr 30, 2013 hidden hidden hidden hidden
8. May 31, 2013 hidden hidden hidden hidden hidden
9. Jun 30, 2013 hidden hidden hidden hidden
10. Jul 31, 2013 hidden hidden hidden hidden
11. Aug 31, 2013 hidden hidden hidden hidden hidden
12. Sep 30, 2013 hidden hidden hidden hidden
13. Oct 31, 2013 hidden hidden hidden hidden
14. Nov 30, 2013 hidden hidden hidden hidden hidden
15. Dec 31, 2013 hidden hidden hidden hidden
16. Jan 31, 2014 hidden hidden hidden hidden
17. Feb 28, 2014 hidden hidden hidden hidden hidden
18. Mar 31, 2014 hidden hidden hidden hidden
19. Apr 30, 2014 hidden hidden hidden hidden
20. May 31, 2014 hidden hidden hidden hidden hidden
21. Jun 30, 2014 hidden hidden hidden hidden
22. Jul 31, 2014 hidden hidden hidden hidden hidden
23. Aug 31, 2014 hidden hidden hidden hidden
24. Sep 30, 2014 hidden hidden hidden hidden
25. Oct 31, 2014 hidden hidden hidden hidden
26. Nov 30, 2014 hidden hidden hidden hidden hidden
27. Dec 31, 2014 hidden hidden hidden hidden
28. Jan 31, 2015 hidden hidden hidden hidden
29. Feb 28, 2015 hidden hidden hidden hidden hidden
30. Mar 31, 2015 hidden hidden hidden hidden
31. Apr 30, 2015 hidden hidden hidden hidden hidden
32. May 31, 2015 hidden hidden hidden hidden
33. Jun 30, 2015 hidden hidden hidden hidden
34. Jul 31, 2015 hidden hidden hidden hidden
35. Aug 31, 2015 hidden hidden hidden hidden hidden
36. Sep 30, 2015 hidden hidden hidden hidden
37. Oct 31, 2015 hidden hidden hidden hidden
38. Nov 30, 2015 hidden hidden hidden hidden hidden
39. Dec 31, 2015 hidden hidden hidden hidden
40. Jan 31, 2016 hidden hidden hidden hidden
41. Feb 29, 2016 hidden hidden hidden hidden hidden
42. Mar 31, 2016 hidden hidden hidden hidden
43. Apr 30, 2016 hidden hidden hidden hidden hidden
44. May 31, 2016 hidden hidden hidden hidden
45. Jun 30, 2016 hidden hidden hidden hidden
46. Jul 31, 2016 hidden hidden hidden hidden
47. Aug 31, 2016 hidden hidden hidden hidden hidden
48. Sep 30, 2016 hidden hidden hidden hidden
49. Oct 31, 2016 hidden hidden hidden hidden
50. Nov 30, 2016 hidden hidden hidden hidden hidden
51. Dec 31, 2016 hidden hidden hidden hidden
52. Jan 31, 2017 hidden hidden hidden hidden
53. Feb 28, 2017 hidden hidden hidden hidden hidden
54. Mar 31, 2017 hidden hidden hidden hidden
55. Apr 30, 2017 hidden hidden hidden hidden
56. May 31, 2017 hidden hidden hidden hidden hidden
57. Jun 30, 2017 hidden hidden hidden hidden
58. Jul 31, 2017 hidden hidden hidden hidden
59. Aug 31, 2017 hidden hidden hidden hidden hidden
60. Sep 30, 2017 hidden hidden hidden hidden
61. Oct 31, 2017 hidden hidden hidden hidden
62. Nov 30, 2017 hidden hidden hidden hidden hidden
63. Dec 31, 2017 hidden hidden hidden hidden
64. Jan 31, 2018 hidden hidden hidden hidden
65. Feb 28, 2018 hidden hidden hidden hidden hidden
66. Mar 31, 2018 hidden hidden hidden hidden
67. Apr 30, 2018 hidden hidden hidden hidden
68. May 31, 2018 hidden hidden hidden hidden hidden
69. Jun 30, 2018 hidden hidden hidden hidden
70. Jul 31, 2018 hidden hidden hidden hidden
71. Aug 31, 2018 hidden 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 COST 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
VarianceCOST hidden
VarianceS&P 500 hidden
CovarianceCOST, S&P 500 hidden
Correlation CoefficientCOST, S&P 5001 hidden
βCOST2 hidden
αCOST3 hidden

Calculations

1 CovarianceCOST, S&P 500 ÷ (Standard DeviationCOST × Standard DeviationS&P 500)
= hidden ÷ (hidden × hidden)

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

3 AverageCOST – βCOST × 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 Costco's common stock βCOST hidden
Expected rate of return on Costco's common stock3 E(RCOST) 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(RCOST) = RF + βCOST [E(RM) – RF]
= hidden + hidden [hiddenhidden]
= hidden