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Calculating the cumulative abnormal return

In the main table tab we will need your help to fill out the column CAR. The CAR can be obtained using Part 1 and Part 2 and by following these steps.

1. Calculate the return

2. Calculate the intercept, slope and std using the 21st return till the 60th return

3. Using the previously calculated intercept and slope, calculate the ER

4. Using the ER and and the Return, calculate the AR

5. Summing up the first 20 AR and you get the CAR

We already did the first 3 companys Symeria, Ironwood and Terreno Reality as a sample, so you can see how to do it using the sample.

If you have further questions please do not hesitate to contact us.

Færdigheder: Excel

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Om arbejdsgiveren:
( 0 bedømmelser ) Hamburg, Netherlands

Projekt-ID: #6027059