Stock Analysis on Net
Stock Analysis on Net
Microsoft Excel LibreOffice Calc

Intuit Inc. (NASDAQ:INTU)

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Capital Asset Pricing Model (CAPM)

Intermediate level

Rates of Return

Intuit Inc., monthly rates of return

Microsoft Excel LibreOffice Calc
Intuit Inc. (INTU) Standard & Poor’s 500 (S&P 500)
t Date PriceINTU,t1 DividendINTU,t1 RINTU,t2 PriceS&P 500,t RS&P 500,t3
Aug 31, 2014
1. Sep 30, 2014
2. Oct 31, 2014
3. Nov 30, 2014
. . . . . . .
. . . . . . .
. . . . . . .
70. Jun 30, 2020
71. Jul 31, 2020
Average:
Standard deviation:
Intuit Inc. (INTU) Standard & Poor’s 500 (S&P 500)
t Date PriceINTU,t1 DividendINTU,t1 RINTU,t2 PriceS&P 500,t RS&P 500,t3
Aug 31, 2014
1. Sep 30, 2014
2. Oct 31, 2014
3. Nov 30, 2014
4. Dec 31, 2014
5. Jan 31, 2015
6. Feb 28, 2015
7. Mar 31, 2015
8. Apr 30, 2015
9. May 31, 2015
10. Jun 30, 2015
11. Jul 31, 2015
12. Aug 31, 2015
13. Sep 30, 2015
14. Oct 31, 2015
15. Nov 30, 2015
16. Dec 31, 2015
17. Jan 31, 2016
18. Feb 29, 2016
19. Mar 31, 2016
20. Apr 30, 2016
21. May 31, 2016
22. Jun 30, 2016
23. Jul 31, 2016
24. Aug 31, 2016
25. Sep 30, 2016
26. Oct 31, 2016
27. Nov 30, 2016
28. Dec 31, 2016
29. Jan 31, 2017
30. Feb 28, 2017
31. Mar 31, 2017
32. Apr 30, 2017
33. May 31, 2017
34. Jun 30, 2017
35. Jul 31, 2017
36. Aug 31, 2017
37. Sep 30, 2017
38. Oct 31, 2017
39. Nov 30, 2017
40. Dec 31, 2017
41. Jan 31, 2018
42. Feb 28, 2018
43. Mar 31, 2018
44. Apr 30, 2018
45. May 31, 2018
46. Jun 30, 2018
47. Jul 31, 2018
48. Aug 31, 2018
49. Sep 30, 2018
50. Oct 31, 2018
51. Nov 30, 2018
52. Dec 31, 2018
53. Jan 31, 2019
54. Feb 28, 2019
55. Mar 31, 2019
56. Apr 30, 2019
57. May 31, 2019
58. Jun 30, 2019
59. Jul 31, 2019
60. Aug 31, 2019
61. Sep 30, 2019
62. Oct 31, 2019
63. Nov 30, 2019
64. Dec 31, 2019
65. Jan 31, 2020
66. Feb 29, 2020
67. Mar 31, 2020
68. Apr 30, 2020
69. May 31, 2020
70. Jun 30, 2020
71. Jul 31, 2020
Average:
Standard deviation:

Show all

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

2 Rate of return on common stock of INTU 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
VarianceINTU
VarianceS&P 500
CovarianceINTU, S&P 500
Correlation coefficientINTU, S&P 5001
βINTU2
αINTU3

Calculations

1 Correlation coefficientINTU, S&P 500
= CovarianceINTU, S&P 500 ÷ (Standard deviationINTU × Standard deviationS&P 500)
= ÷ ( × )

2 βINTU
= CovarianceINTU, S&P 500 ÷ VarianceS&P 500
= ÷

3 αINTU
= AverageINTU – βINTU × AverageS&P 500
= ×


Expected Rate of Return

Microsoft Excel LibreOffice Calc
Assumptions
Rate of return on LT Treasury Composite1 RF
Expected rate of return on market portfolio2 E(RM)
Systematic risk (β) of Intuit Inc.’s common stock βINTU
 
Expected rate of return on Intuit Inc.’s common stock3 E(RINTU)

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).

2 See details »

3 E(RINTU) = RF + βINTU [E(RM) – RF]
= + []
=