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Stock Price Data Analysis Report

The document contains statistical analysis results from a Stata project involving financial data, including stock prices, EPS, ROA, ROE, debt-to-assets ratio, GDP growth, inflation rates, and exchange rates. It includes summary statistics, correlation matrices, and regression analysis, indicating relationships among the variables. The analysis is based on a dataset with 7 observations and highlights issues such as collinearity affecting certain variables.

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0% found this document useful (0 votes)
4 views7 pages

Stock Price Data Analysis Report

The document contains statistical analysis results from a Stata project involving financial data, including stock prices, EPS, ROA, ROE, debt-to-assets ratio, GDP growth, inflation rates, and exchange rates. It includes summary statistics, correlation matrices, and regression analysis, indicating relationships among the variables. The analysis is based on a dataset with 7 observations and highlights issues such as collinearity affecting certain variables.

Uploaded by

WorLd ToKings
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

x Tuesday December 9 22:23:18 2025 Page 1

___ ____ ____ ____ ____(R)


/__ / ____/ / ____/
___/ / /___/ / /___/
Statistics/Data Analysis

User: 1
Project: df

___ ____ ____ ____ ____ (R)


/__ / ____/ / ____/
___/ / /___/ / /___/ 15.0 Copyright 1985-2017 StataCorp LLC
Statistics/Data Analysis StataCorp
4905 Lakeway Drive
College Station, Texas 77845 USA
800-STATA-PC [Link]
979-696-4600 stata@[Link]
979-696-4601 (fax)

Single-user Stata perpetual license:


Serial number: 301506215585
Licensed to: [Link]
Iran Will Defeat US

Notes:
1. Unicode is supported; see help unicode_advice.

1 . import excel "E:\8th Semester\Sessional\IAPM\[Link]", sheet("Sheet1") firstrow

2 . rename Stock_Price Stock_Price


variable Stock_Price not found
r(111);

3 . rename Stockprice stock_price

4 . rename EPSTaka eps

5 . rename ROA roa

6 . rename ROE roe

7 . rename DAratio debt_assets

8 . rename GDPgrowthannual gdp_growth

9 . rename Inflationconsumerpricesannu inflation_rate

10 . rename OfficialexchangerateLCUper exchange_rate

11 . summarize stock_price eps roa roe debt_assets gdp_growth inflation_rate exchange_rate, detail

Stock price

Percentiles Smallest
1% 168.3167 168.3167
5% 168.3167 182.2667
10% 168.3167 185.25 Obs 7
25% 182.2667 188.2833 Sum of Wgt. 7

50% 188.2833 Mean 199.3548


Largest Std. Dev. 23.79343
75% 224.7267 188.2833
90% 227.0267 219.6133 Variance 566.1275
95% 227.0267 224.7267 Skewness .0906442
99% 227.0267 227.0267 Kurtosis 1.357237
x Tuesday December 9 22:23:18 2025 Page 2

EPS (Taka)

Percentiles Smallest
1% 23.65333 23.65333
5% 23.65333 25.47
10% 23.65333 26.66333 Obs 7
25% 25.47 29.08 Sum of Wgt. 7

50% 29.08 Mean 31.30048


Largest Std. Dev. 8.856584
75% 34.4 29.08
90% 49.75667 30.08 Variance 78.43907
95% 49.75667 34.4 Skewness 1.440432
99% 49.75667 49.75667 Kurtosis 3.829863

ROA (%)

Percentiles Smallest
1% .0885667 .0885667
5% .0885667 .1179333
10% .0885667 .1249667 Obs 7
25% .1179333 .1316 Sum of Wgt. 7

50% .1316 Mean .1253429


Largest Std. Dev. .018709
75% .1340333 .1316
90% .1485 .1318 Variance .00035
95% .1485 .1340333 Skewness -1.004961
99% .1485 .1485 Kurtosis 3.378519

ROE (%)

Percentiles Smallest
1% .2043333 .2043333
5% .2043333 .2260667
10% .2043333 .2272 Obs 7
25% .2260667 .2450333 Sum of Wgt. 7

50% .2450333 Mean .2873857


Largest Std. Dev. .0847297
75% .3915 .2450333
90% .4134 .3041667 Variance .0071791
95% .4134 .3915 Skewness .6028295
99% .4134 .4134 Kurtosis 1.689403

D/A ratio

Percentiles Smallest
1% .4637 .4637
5% .4637 .4873667
10% .4637 .4984333 Obs 7
25% .4873667 .5275333 Sum of Wgt. 7

50% .5275333 Mean .5194


Largest Std. Dev. .0376456
75% .5524333 .5275333
90% .5689333 .5374 Variance .0014172
95% .5689333 .5524333 Skewness -.1719113
99% .5689333 .5689333 Kurtosis 1.761214
x Tuesday December 9 22:23:18 2025 Page 3

GDP growth (annual %)

Percentiles Smallest
1% 3.448 3.448
5% 3.448 4.2232
10% 3.448 5.7751 Obs 7
25% 4.2232 6.9386 Sum of Wgt. 7

50% 6.9386 Mean 6.097757


Largest Std. Dev. 1.684236
75% 7.3194 6.9386
90% 7.8802 7.0998 Variance 2.836651
95% 7.8802 7.3194 Skewness -.6080983
99% 7.8802 7.8802 Kurtosis 1.824096

Inflation, consumer prices (annual %)

Percentiles Smallest
1% 5.5436 5.5436
5% 5.5436 5.5456
10% 5.5436 5.5994 Obs 7
25% 5.5456 5.681 Sum of Wgt. 7

50% 5.681 Mean 7.361043


Largest Std. Dev. 2.259118
75% 9.8835 5.681
90% 10.4657 8.8085 Variance 5.103613
95% 10.4657 9.8835 Skewness .418639
99% 10.4657 10.4657 Kurtosis 1.322484

Official exchange rate (LCU per US$, period


average)

Percentiles Smallest
1% 83.4862 83.4862
5% 83.4862 84.9553
10% 83.4862 85.0837 Obs 7
25% 84.9553 85.0837 Sum of Wgt. 7

50% 85.0837 Mean 93.19231


Largest Std. Dev. 12.73791
75% 106.3089 85.0837
90% 115.683 91.7454 Variance 162.2543
95% 115.683 106.3089 Skewness .9660088
99% 115.683 115.683 Kurtosis 2.271854

12 . misstable summarize stock_price eps roa roe debt_assets gdp_growth inflation_rate exchange_rate
(variables nonmissing or string)

13 . histogram stock_price, normal


(bin=2, start=168.31667, width=29.355)
x Tuesday December 9 22:23:18 2025 Page 4

14 .
15 . kdensity stock_price
(n() set to 7)

16 . graph export "E:\8th Semester\Sessional\IAPM\[Link]", as(png) replace


(note: file E:\8th Semester\Sessional\IAPM\[Link] not found)
(file E:\8th Semester\Sessional\IAPM\[Link] written in PNG format)

17 . pwcorr stock_price eps roa roe debt_assets gdp_growth inflation_rate exchange_rate, sig star(0.

stock_~e eps roa roe debt_a~s gdp_gr~h inflat~e

stock_price 1.0000

eps 0.2826 1.0000


0.5391

roa 0.7864* 0.1843 1.0000


0.0359 0.6924

roe -0.2517 0.5507 -0.5510 1.0000


0.5861 0.2001 0.1999

debt_assets 0.8203* 0.1860 0.5992 -0.0499 1.0000


0.0238 0.6896 0.1551 0.9154

gdp_growth -0.0269 0.4214 0.4165 -0.2162 -0.0641 1.0000


0.9543 0.3464 0.3527 0.6415 0.8914

inflation_~e 0.6354 -0.5137 0.4496 -0.6383 0.5978 -0.3337 1.0000


0.1252 0.2383 0.3115 0.1229 0.1563 0.4645

exchange_r~e 0.7046 -0.4026 0.4880 -0.5347 0.6578 -0.4639 0.9343*


0.0771 0.3705 0.2665 0.2163 0.1082 0.2944 0.0021

exchan~e

exchange_r~e 1.0000

18 . regress stock_price eps roa roe debt_assets gdp_growth inflation_rate exchange_rate


note: debt_assets omitted because of collinearity

Source SS df MS Number of obs = 7


F(6, 0) = .
Model 3396.76477 6 566.127462 Prob > F = .
Residual 0 0 . R-squared = 1.0000
Adj R-squared = .
Total 3396.76477 6 566.127462 Root MSE = 0
x Tuesday December 9 22:23:19 2025 Page 5

stock_price Coef. Std. Err. t P>|t| [95% Conf. Interval]

eps 1.746796 . . . . .
roa 837.3405 . . . . .
roe 6.142955 . . . . .
debt_assets 0 (omitted)
gdp_growth -6.468451 . . . . .
inflation_rate 9.888372 . . . . .
exchange_rate -.8084249 . . . . .
_cons 79.95247 . . . . .

19 . regress stock_price eps roa roe debt_assets gdp_growth inflation_rate exchange_rate, vce(robust
note: debt_assets omitted because of collinearity

Linear regression Number of obs = 7


F(0, 0) = .
Prob > F = .
R-squared = 1.0000
Root MSE = 0

Robust
stock_price Coef. Std. Err. t P>|t| [95% Conf. Interval]

eps 1.746796 . . . . .
roa 837.3405 . . . . .
roe 6.142955 . . . . .
debt_assets 0 (omitted)
gdp_growth -6.468451 . . . . .
inflation_rate 9.888372 . . . . .
exchange_rate -.8084249 . . . . .
_cons 79.95247 . . . . .

20 . regress stock_price eps roa roe debt_assets gdp_growth inflation_rate exchange_rate


note: debt_assets omitted because of collinearity

Source SS df MS Number of obs = 7


F(6, 0) = .
Model 3396.76477 6 566.127462 Prob > F = .
Residual 0 0 . R-squared = 1.0000
Adj R-squared = .
Total 3396.76477 6 566.127462 Root MSE = 0

stock_price Coef. Std. Err. t P>|t| [95% Conf. Interval]

eps 1.746796 . . . . .
roa 837.3405 . . . . .
roe 6.142955 . . . . .
debt_assets 0 (omitted)
gdp_growth -6.468451 . . . . .
inflation_rate 9.888372 . . . . .
exchange_rate -.8084249 . . . . .
_cons 79.95247 . . . . .
x Tuesday December 9 22:23:19 2025 Page 6

21 . regress stock_price eps roa roe

Source SS df MS Number of obs = 7


F(3, 3) = 2.02
Model 2271.81571 3 757.271902 Prob > F = 0.2892
Residual 1124.94907 3 374.983023 R-squared = 0.6688
Adj R-squared = 0.3376
Total 3396.76477 6 566.127462 Root MSE = 19.364

stock_price Coef. Std. Err. t P>|t| [95% Conf. Interval]

eps -.2454666 1.498056 -0.16 0.880 -5.01295 4.522016


roa 1264.295 709.287 1.78 0.173 -992.9724 3521.563
roe 97.26772 184.423 0.53 0.634 -489.6485 684.1839
_cons 20.61424 103.2926 0.20 0.855 -308.1089 349.3373

22 . regress stock_price eps roa roe debt_assets

Source SS df MS Number of obs = 7


F(4, 2) = 2.35
Model 2801.56022 4 700.390055 Prob > F = 0.3197
Residual 595.204554 2 297.602277 R-squared = 0.8248
Adj R-squared = 0.4743
Total 3396.76477 6 566.127462 Root MSE = 17.251

stock_price Coef. Std. Err. t P>|t| [95% Conf. Interval]

eps .6065405 1.479486 0.41 0.722 -5.759172 6.972253


roa 352.8936 930.5482 0.38 0.741 -3650.932 4356.719
roe -54.21807 199.7123 -0.27 0.811 -913.5109 805.0748
debt_assets 380.7355 285.37 1.33 0.314 -847.1124 1608.584
_cons -46.03547 104.7053 -0.44 0.703 -496.546 404.4751

23 . fundamental uporer ta
command fundamental is unrecognized
r(199);

24 . regress stock_price gdp_growth inflation_rate exchange_rate

Source SS df MS Number of obs = 7


F(3, 3) = 1.81
Model 2186.3792 3 728.793066 Prob > F = 0.3196
Residual 1210.38558 3 403.461858 R-squared = 0.6437
Adj R-squared = 0.2873
Total 3396.76477 6 566.127462 Root MSE = 20.086

stock_price Coef. Std. Err. t P>|t| [95% Conf. Interval]

gdp_growth 6.355998 5.79209 1.10 0.353 -12.07702 24.78901


inflation_rate -5.61639 10.72955 -0.52 0.637 -39.7626 28.52982
exchange_rate 2.636677 2.024906 1.30 0.284 -3.807479 9.080833
_cons -43.77815 140.0081 -0.31 0.775 -489.3464 401.7901
x Tuesday December 9 22:23:19 2025 Page 7

25 . regress stock_price eps roe exchange_rate

Source SS df MS Number of obs = 7


F(3, 3) = 8.72
Model 3047.28737 3 1015.76246 Prob > F = 0.0543
Residual 349.4774 3 116.492467 R-squared = 0.8971
Adj R-squared = 0.7942
Total 3396.76477 6 566.127462 Root MSE = 10.793

stock_price Coef. Std. Err. t P>|t| [95% Conf. Interval]

eps 2.004471 .6031947 3.32 0.045 .0848367 3.924106


roe -49.25528 68.29606 -0.72 0.523 -266.6038 168.0933
exchange_rate 1.70213 .4142395 4.11 0.026 .3838352 3.020425
_cons -7.856341 52.64342 -0.15 0.891 -175.3912 159.6785

26 .

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