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Financial Data Analysis
 

Financial Data Analysis

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Financial Data Analysis for a sample 36 Companies “IBD"

Financial Data Analysis for a sample 36 Companies “IBD"

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    Financial Data Analysis Financial Data Analysis Document Transcript

    • SHENYANG AEROSPACE UNIVERSITY Financial Data Analysis for a sample 36 Companies “IBD” Roni BhowmikMaster’s ProgramDepartment of Economics & Management SHENYANG AEROSPACE UNIVERSITY 1PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY TABLE OF CONTENTS Title Page No. Financial Data for a Sample of 36 Companies 05 Text Four Answer 06 EPS Rating Ten Method of Statistics 09 PE Ratio Ten Method of Statistics 14 Relative Price Strength Ten Method of Statistics 18 2PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY IBD FINANCIAL DATA FOR A SAMPLE OF 36 COMPANIES Relative EPS Price Relative PECompany Rating Strength Strength Sales/Margins/ROE RatioMcDermott 6 6 A C 7Bowater PLC 14 46 C D 51NYMAGIC 17 45 D D 15Mattel 18 20 E D 29AtmosEngy 21 9 C E 25Goodyear 21 9 E D 19York Intl. 28 14 D B 7Reebok 31 72 C E 15Callaway Golf 46 62 B E 20Teco Energy 49 48 D B 12Hanson PLC 57 32 B B 12AlaskaAirGp 58 17 C B 6Nordstrom 58 57 B C 21Office Depot 58 40 B B 14US West 60 65 B A 22Praxair 62 32 C B 15Wachovia 69 36 E B 14Dole Food 70 54 E C 17Elec. Data Sys 72 69 A B 36Central Parking 76 18 B C 19ICN Pharm. 76 56 A D 18Payless Shoes 76 59 B B 12Fed. Dept.Stor. 79 21 D B 11Jefferson plt 80 38 D C 16Murphy Oil 80 62 B B 26Texaco 80 31 D C 23Advo 81 74 B A 14Gateway 82 68 A A 42Winnebago 83 49 D A 8Alliant Tech 84 22 B B 10Dean Foods 84 7 B C 9Kroger 84 24 D A 17Bnk of Am. 87 38 C A 11Safeway 91 61 D A 24Monaco 97 21 D A 8United Rental 98 12 C A 9 3PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY A. Prepare a Crosstabulation of the data on sales/Margins/ROE and Industry Group Relative Strength. B. Prepare a frequency distribution for the data on Sales/Margins/ROE. C. Prepare a frequency distribution for the data on Industry Group Relative Strength. D. How has the Crosstabulation helped in preparing the frequency distributions in parts (b) and (c)Answer: A. Cross tabulation of the data on Sales/Margins/ROE and Industry Group Relative Strength: Industry GroupCount of RelativeCompany Strength GrandSales/Margins/ROE A B C D E TotalA 1 2 2 4 9B 1 5 2 3 1 12C 1 3 2 1 7D 1 1 1 2 5E 1 2 3Grand Total 4 11 7 10 4 36 B. Frequency distribution for the data on Sales/Margins/ROE: Types Frequency of Sales/Margins/ROE A 9 B 12 C 7 D 5 E 3 Total 36 4PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY Frequency of Industry Group Relative Strength 4, 11% 4, 11% A B 10, 28% 11, 31% C D E 7, 19%According to this graph, it shows that the Industry Group Relative Strength is most takenplace in the Bfrequency = 12, next A frequency = 9, next C frequency = 7, and last two Dfrequency = 5 and E frequency = 3. C. Frequency distribution for the data on Industry Group Relative Strength: Types Frequency of Industry Group Relative Strength A 4 B 11 C 7 D 10 E 4 Total 36 5PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY Frequency of Sales/Margins/ROE 3, 8% 9, 25% 5, 14% A B C D 7, 19% E 12, 34%According to this graph, it shows that the Industry Group Relative Strength is most takenplace in the Bfrequency = 11, next D frequency = 10, next C frequency = 7, and last two Aand E equal frequency = 4. D. Crosstabulation is a tabular summary of data for two variables. The left and top margin labels define the classes for the two variables. In the left margin, the row labels count of company Sales/Margins/ROE (A, B, C, D, and E) correspond to five classes of the quality rating variable. In the top margin, the column labels Industry Group Relative Strength (A, B, C, D, and E) correspond to the five classes of variable. The frequency can be made. Dividing the totals in the right margin of the crosstabulation by the total for that column provides a relative and percent frequency distribution for the quality rating variable. Crosstabulation can also be developed when both variables qualitative and when both variables are quantitative. 6PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITYOther Answer:EPS Rating 1. Frequency of EPS Rating: Frequency of EPS Rating 0-19 A 4 20-39 B 4 40-59 C 6 60-79 D 9 80-99 E 13 Total 36 2. Coefficient of Variation for EPS Rating:CV (Coefficient of Variation) = (Standard Deviation/Mean) x 100%Mean = 63.62857143Standard Deviation = 24.76725271CV = (24.76725271/63.62857143)*100 = 38.92473484 = 0.389247%Coefficient of Variation is 0.389247%. 7PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY 3. Histogram of EPS Rating Frequency: Histogram of EPS Rating Frequency 13.0 14.0 12.0 9.0 0-19 10.0 20-39 6.0 8.0 40-59 4.0 4.0 6.0 60-79 4.0 80-99 2.0 0.0 1 4. Descriptive Data Analysis of EPS Rating: EPS RatingMean 63.62857143Standard Error 4.186429801Median 72Mode 58Standard Deviation 24.76725271Sample Variance 613.4168067Kurtosis -0.548467705Skewness -0.789267944Range 84Minimum 14Maximum 98Sum 2227Count 35 8PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY 5. Ogive of EPS Rating: Cumulative Frequency of EPS Rating 40 Cumulative Frequency 35 30 25 20 Cumulative Frequency 15 10 5 0 Less than or Less than or Less than or Less than or Less than or equal to 19 equal to 39 equal to 59 equal to 79 equal to 99 EPS Rating 6. Cumulative Distribution of EPS Rating: Cumulative EPS Rating Cumulative Relatives Cumulative Percent Frequency Frequency Frequency Less than or equal to 19 4 0.111111111 11.11111111 Less than or equal to 39 8 0.222222222 22.22222222 Less than or equal to 59 14 0.388888889 38.88888889 Less than or equal to 79 23 0.638888889 63.88888889 Less than or equal to 99 36 1 100 9PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY 7. Scatter Diagram for Relationship between EPS Rating Vs Relative Price Strength: Relationship between EPS Rating Vs Relative Price Strength 80 31 81 70 72 82 46 60 60 7680 91 EPS Rating 58 70 76 50 49 83 14 17 40 58 80 87 Relative Price Strength 69 30 57 62 80 20 18 7679 84 84 97 28 58 10 21 98 6 84 0 0 20 40 60 80 100 120 Relative Price Strength 8. Relationship between EPS Rating Vs PE Ratio: Relationship between EPS Rating Vs PE Ratio 60 50 51 EPS Rating 40 42 36 30 29 25 26 24 2122 23 20 19 20 15 15 17 19 16 17 18 12 14 15 12 14 12 14 10 11 1011 9 7 7 6 8 89 0 0 20 40 60 80 100 120 PE Ratio 10PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY 9. PIE Chart of EPS Rating Frequency: PIE Chart of EPS Rating 4, 11% 13, 36% 4, 11% 0-19 A 20-39 B 40-59 C 60-79 D 6, 17% 80-99 E 9, 25%According to this graph, it shows that the EPS Rating is most taken place in the E frequency= 13, next D frequency = 9, next C frequency = 6, and last two A and B equal frequency = 4. 10. Pyramid Diagram of Cumulative Percent Frequency in EPS Rating: EPS Rating 100 80 60 Cumulative % 40 20 Series1 Series2 0 Less than Less than Less than Less than Less than or equal to equal toor equal to equal toor equal to or or 19 39 59 79 99 Cumulative Frequency 11PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITYPE Ratio 1. Frequency of PE Ratio: Frequency of PE Ratio 0-9 A 7 10-19 B 18 20-29 C 8 30-39 D 1 40-49 E 1 50-59 F 1 Total 36 2. Coefficient of Variation for PE Ratio:CV (Coefficient of Variation) = (Standard Deviation/Mean) x 100%Mean = 17.91428571Standard Deviation = 9.841004936CV = (9.841004936/17.91428571)*100 = 54.93383937 = 0.5493383%Coefficient of Variation is 0.5493383%. 3. Histogram of PE Ratio Frequency: Histogram of PE Ratio Frequency 18.0 20.0 0-9 15.0 10-19 8.0 20-29 10.0 7.0 30-39 40-49 5.0 1.0 1.0 1.0 50-59 0.0 Frequency 12PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY 4. Descriptive Data Analysis of PE Ratio: PE RatioMean 17.91428571Standard Error 1.663433439Median 15Mode 15Standard Deviation 9.841004936Sample Variance 96.84537815Kurtosis 3.247222697Skewness 1.650344302Range 45Minimum 6Maximum 51Sum 627Count 35 5. OGIVE of PE Ratio: Cumulative Frequency for PE Ratio 40 Cumulative Frequency 35 30 25 20 Cumulative Frequency 15 10 5 0 Less than Less than Less than Less than Less than Less than or equal to or equal to or equal to or equal to or equal to or equal to 9 19 29 39 49 59 PE Ratio 13PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY 6. Cumulative Distribution of PE Ratio: Cumulative PE Ratio Cumulative Cumulative Percent Frequency Relatives Frequency FrequencyLess than or equal to 9 7 0.194444444 19.44444444Less than or equal to 19 25 0.694444444 69.44444444Less than or equal to 29 33 0.916666667 91.66666667Less than or equal to 39 34 0.944444444 94.44444444Less than or equal to 49 35 0.972222222 97.22222222Less than or equal to 59 36 1 100 7. Scatter Diagram for Relationship between PE RatioVs Relative Price Strength: Relationship between PE Ratio Vs Relative Price Strength 60 50 51 40 42 36 30 29 PE Ratio 25 26 24 23 21 20 22 20 19 19 18 17 15 141614 15 17 1514 10 11 12 11 12 12 79 9 7 6 810 8 0 0 10 20 30 40 50 60 70 80 Relative Price Strength 14PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY 8. Relationship between PE RatioVsEPS Rating: Relationship between PE Ratio Vs EPS Rating 60 50 51 EPS Rating 40 42 36 30 29 25 26 24 2122 23 20 19 20 19 17 15 15 17 18 16 12 14 15 12 14 12 14 10 11 1011 9 7 7 6 8 89 0 0 20 40 60 80 100 120 PE Ratio 9. PIE Chart of PE Ratio Frequency: PIE Chart of PE Ratio Frequency 1.0, 1.0, 3% 1.0, 3% 3% 7.0, 19% 0-9 8.0, 22% 10-19 20-29 30-39 40-49 50-59 18.0, 50%According to this graph, it shows that the PE Ratio is most taken place in the B frequency =18, next C frequency = 8, next A frequency = 7, and last three D, E, and F equal frequency =1. 15PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY 10. Pyramid Diagram of Cumulative Percent Frequency in PE Ratio: PE Ratio 140 120 100 Cumulative % 80 60 40 20 0 Cumulative Percent Frequency LessLessLessLessLessLess than than than than than than Cumulative Frequency or or or or or or equalequalequalequalequal equal to 9to 19to 29to 39to 49 59 to Cumulative FrequencyRelative Price Strength 1. Frequency of Relative Price Strength: Frequency of Relative Price Strength 0-15 A 6 16-30 B 7 31-45 C 8 46-60 D 7 61-75 E 8 Total 36 2. Coefficient of Variation for Relative Price Strength:CV (Coefficient of Variation) = (Standard Deviation/Mean) x 100%Mean = 39.65714286Standard Deviation = 20.69518679CV = (20.69518679/39.65714286)*100 = 52.18526928 16PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY = 0.52185269%Coefficient of Variation is 0.52185269% 3. Histogram of Relative Price Strength Frequency: Histogram of Relative Price Strength 8.0 8.0 7.0 7.0 8.0 6.0 0-15 6.0 16-30 4.0 31-45 46-60 2.0 61-75 0.0 Frequency 4. Descriptive Data Analysis of Relative Price Strength: Relative Price StrengthMean 39.65714286Standard Error 3.498125034Median 38Mode 9Standard Deviation 20.69518679Sample Variance 428.2907563Kurtosis -1.310285833Skewness 0.029659114Range 67Minimum 7Maximum 74Sum 1388Count 35 17PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY 5. OGIVE of Relative Price Strength: Cumulative Frequency of Relative Price Strength 40 Cumulative Frequency 35 30 25 20 Cumulative Frequency 15 10 5 0 Less than or Less than or Less than or Less than or Less than or equal to 15 equal to 30 equal to 45 equal to 60 equal to 75 Relative Price Strength 6. Cumulative Distribution of Relative Price Strength: Relative Price Strength Cumulative Cumulative Cumulative Frequency Relatives Frequency Percent Frequency Less than or equal to 15 6 0.166666667 16.66666667 Less than or equal to 30 13 0.361111111 36.11111111 Less than or equal to 45 21 0.583333333 58.33333333 Less than or equal to 60 28 0.777777778 77.77777778 Less than or equal to 75 36 1 100 18PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY 7. Scatter Diagram for Relationship between Relative Price StrengthVs PE Ratio: Relationship between Relative Price Strength Vs PE Ratio 60 50 51 40 42 36 30 29 PE Ratio 25 26 24 23 21 20 22 20 19 19 17 15 141614 15 1718 1514 10 11 10 12 11 12 12 79 9 7 6 8 8 0 0 10 20 30 40 50 60 70 80 Relative Price Strength 8. Relationship between Relative Price StrengthVsEPS Rating: Relationship between Relative Price Strength Vs EPS Rating 80 Relative Price Strength 70 60 50 40 30 20 10 0 0 20 40 60 80 100 120 EPS Rating 19PREPARED BY RONI BHOWMIK
    • SHENYANG AEROSPACE UNIVERSITY 9. PIE Chart of Relative Price Strength Frequency: PIE Chart of Relative Price Strength Frequency 8.0, 22% 6.0, 17% 0-15 16-30 31-45 7.0, 19% 46-60 7.0, 19% 61-75 8.0, 23%According to this graph, it shows that the Relative Price Strength is most taken place in theC, and E frequency = 8, next B, and D frequency = 7, and last A equal frequency = 6. 10. Pyramid Diagram of Cumulative Percent Frequency in Relative Price Strength: Relative Price Strength 140 120 100 80 Cumulative % 60 40 20 Cumulative Percent Frequency 0 Less Less Less Less Less Cumulative Frequency than orthan orthan orthan orthan or equal to equal to equal to equal to equal to 15 30 45 60 75 Cumulative Frequency 20PREPARED BY RONI BHOWMIK