Analyzing Stock Performance and Variance for Oracle and Wells Fargo (1997-2010)
This analysis delves into the stock performance of Oracle Corporation (ORCL) and Wells Fargo Corporation (WFC) from April 1997 to December 2010. It includes key data such as historical prices, stock splits, and volatility signatures. Oracle experienced multiple stock splits, while Wells Fargo had notable price variations and jumps in returns. The study also employs concepts like realized variance and bipower variance to quantify fluctuations and contributions of jumps in their stock prices over the 13-year period.
Analyzing Stock Performance and Variance for Oracle and Wells Fargo (1997-2010)
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Presentation Transcript
WFC & ORCL David Kim 2.16.11
Data • ORCL (Oracle Corporation) • April 16, 1997 – Dec 30, 2010 • WFC (Wells Fargo Corporation) • April 9, 1997 – Dec 30, 2010
ORCL • Stock Splits • August 18, 1997 (3:2) • March 1, 1999 (3:2) • January 19, 2000 (2:1) • October 13, 2000 (2:1)
WFC (Wells Fargo Corporation) • Stock Splits • October 14, 1997 (2:1) • August 14, 2006 (2:1)
