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

HP Inc. (NYSE:HPQ)

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Capital Asset Pricing Model (CAPM)

Intermediate level


Rates of Return

HP Inc., monthly rates of return

Microsoft Excel LibreOffice Calc
HP Inc. (HPQ) Standard & Poor’s 500 (S&P 500)
t Date PriceHPQ,t1 DividendHPQ,t1 RHPQ,t2 PriceS&P 500,t RS&P 500,t3
Nov 30, 2012
1. Dec 31, 2012
2. Jan 31, 2013
3. Feb 28, 2013
. . . . . . .
. . . . . . .
. . . . . . .
70. Sep 30, 2018
71. Oct 31, 2018
Average:
Standard deviation:
HP Inc. (HPQ) Standard & Poor’s 500 (S&P 500)
t Date PriceHPQ,t1 DividendHPQ,t1 RHPQ,t2 PriceS&P 500,t RS&P 500,t3
Nov 30, 2012
1. Dec 31, 2012
2. Jan 31, 2013
3. Feb 28, 2013
4. Mar 31, 2013
5. Apr 30, 2013
6. May 31, 2013
7. Jun 30, 2013
8. Jul 31, 2013
9. Aug 31, 2013
10. Sep 30, 2013
11. Oct 31, 2013
12. Nov 30, 2013
13. Dec 31, 2013
14. Jan 31, 2014
15. Feb 28, 2014
16. Mar 31, 2014
17. Apr 30, 2014
18. May 31, 2014
19. Jun 30, 2014
20. Jul 31, 2014
21. Aug 31, 2014
22. Sep 30, 2014
23. Oct 31, 2014
24. Nov 30, 2014
25. Dec 31, 2014
26. Jan 31, 2015
27. Feb 28, 2015
28. Mar 31, 2015
29. Apr 30, 2015
30. May 31, 2015
31. Jun 30, 2015
32. Jul 31, 2015
33. Aug 31, 2015
34. Sep 30, 2015
35. Oct 31, 2015
36. Nov 30, 2015
37. Dec 31, 2015
38. Jan 31, 2016
39. Feb 29, 2016
40. Mar 31, 2016
41. Apr 30, 2016
42. May 31, 2016
43. Jun 30, 2016
44. Jul 31, 2016
45. Aug 31, 2016
46. Sep 30, 2016
47. Oct 31, 2016
48. Nov 30, 2016
49. Dec 31, 2016
50. Jan 31, 2017
51. Feb 28, 2017
52. Mar 31, 2017
53. Apr 30, 2017
54. May 31, 2017
55. Jun 30, 2017
56. Jul 31, 2017
57. Aug 31, 2017
58. Sep 30, 2017
59. Oct 31, 2017
60. Nov 30, 2017
61. Dec 31, 2017
62. Jan 31, 2018
63. Feb 28, 2018
64. Mar 31, 2018
65. Apr 30, 2018
66. May 31, 2018
67. Jun 30, 2018
68. Jul 31, 2018
69. Aug 31, 2018
70. Sep 30, 2018
71. Oct 31, 2018
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 HPQ 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
VarianceHPQ
VarianceS&P 500
CovarianceHPQ, S&P 500
Correlation coefficientHPQ, S&P 5001
βHPQ2
αHPQ3

Calculations

1 Correlation coefficientHPQ, S&P 500
= CovarianceHPQ, S&P 500 ÷ (Standard deviationHPQ × Standard deviationS&P 500)
= ÷ ( × )

2 βHPQ
= CovarianceHPQ, S&P 500 ÷ VarianceS&P 500
= ÷

3 αHPQ
= AverageHPQ – βHPQ × 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 HP Inc.’s common stock βHPQ
 
Expected rate of return on HP Inc.’s common stock3 E(RHPQ)

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(RHPQ) = RF + βHPQ [E(RM) – RF]
= + []
=