Please boost your Plan to download papers

#
Value shares and Growth Shares in the UK market (FTSE 350)

Research Paper

Finance & Accounting

Pages 2 (502 words)

Cluster Analysis

ANOVA is a statistical procedure for determining whether the means of several different populations are equal or not. One way ANOVA is a method to analyse the difference between two populations on the basis of one variable…

Get more done in less time

Let us write a custom research paper on your topic

“Value shares and Growth Shares in the UK market (FTSE 350)” with a personal 15% discount.

Order now
## Introduction

This means that the significance level of the test is 0.05 or 5%. The null hypotheses are usually accepted when the test is significant statistically at chosen significance level of 5%. When Null hypothesis is rejected it implies that all sample means are not equal. If this is true, it may not be sufficient to give required inference. In such case it might be required to know which sample means differ. To find that out proper confidence interval has to be chosen using small sample procedures based on t-distribution. A parametric correlation test of coefficient and non parametric run test was further used to test the auto correlation for the stock returns over time. When the null hypothesis will be accepted at 5% or 10% level then it can be said that the regression model developed earlier was statistically significant. The marginal significance in the regression model is given by the p-value. When the probability for observing the t-values is large, then the null hypothesis will be true. The value of p ranges from 0 to 1 and it gives the researcher the cut-off level or the lowest significance level below which the null hypothesis may be rejected. If the p-values are very small then the significance of null hypothesis is reduced. Smaller p-values indicate that null hypothesis is not significant and hence should be rejected. ...

Download paper
Not exactly what you need?

### Related papers

Accounting Restatements and Institutional Ownership: The Case of the UK
cal Results 29 Chapter 6: Conclusion and Implications of the Research 35 6.1 Objectives and Summary of Research 35 6.2 Summary of Results, Comparison with Previous Research Findings 36 6.3 Discussion and Conclusion 37 References 39 Appendices 51 Chapter 1: Accounting Restatements 1.1 Introduction The occurrence of the accounting restatements has amplified considerably in the recent period. For…

Analysis of the 260-day Value at Risk (VAR) of a portfolio of four shares
It is the level of return comprising of a given probability (usually, 5, 2.3, or 1 percent) of experiencing a return of less than that level. Value-at-Risk was first used in the late 1980’s by major financial firms to measure the risk of their trading portfolios. Since then, Value-at-Risk is widely used quantitative tool to measure market risk. According to Hull (2005), “VaR answers the…

Analysis of the Value at Risk (VaR) of a Portfolio of 4 Shares
In this study, we highlight the various methodologies like the value at risk, Mont Carlo VaR analysis, bootstrap method of analysis and the portfolio analysis. The study in this context analyzes the performance of the shares of the 4 companies namely Amec PLC, Lloyds Banking Group PLC, Lonmin PLC and Tesco PLC. Introduction: Value-at-Risk: The introduction of Value-at-Risk (VaR) as an established…

Investment in single company shares and gilts
From the point of view of economics, the act of investment is related to saving or deferring consumption today for the purpose of a better or higher return tomorrow. Interest is the price paid to the investor for waiting or deferring consumption. As consumers, we may invest for a number of reasons. We may invest in a house because we want the comfort of a shelter and a place to hold our…

Value Stock Versus Growth Stock
In real world, there are more risks involved than just one of type of risk. Market sensitivity is an important risk but that cannot alone be used in order to compute the intrinsic value of stocks and hence by relying on only this type of risk, we are actually making the things more simple than they really are and not accounting for important risk elements which lead to faulty analysis and…

Strategic Corporate Finance ASSIGNMENT 2
The company had ?1.69 worth net assets per share which has been improved to?1.72 in 2011. b) Cost of Capital The following are the computations in respect of calculating the weighted average cost of capital for Marks & Spencer. The cost of equity of M&S is found to be 4.5% whereas cost of debt is found to be 4%. The overall weighted average cost of capital after accounting for the value of equity…