Stock Analysis on Net

McKesson Corp. (NYSE:MCK)

$22.49

This company has been moved to the archive! The financial data has not been updated since October 27, 2016.

Capital Asset Pricing Model (CAPM)

Microsoft Excel

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Rates of Return

McKesson Corp., monthly rates of return

Microsoft Excel
McKesson Corp. (MCK) Standard & Poor’s 500 (S&P 500)
t Date PriceMCK,t1 DividendMCK,t1 RMCK,t2 PriceS&P 500,t RS&P 500,t3
Apr 30, 2010
1. May 31, 2010
2. Jun 30, 2010
3. Jul 31, 2010
. . . . . . .
. . . . . . .
. . . . . . .
70. Feb 29, 2016
71. Mar 31, 2016
Average (R):
Standard deviation:
McKesson Corp. (MCK) Standard & Poor’s 500 (S&P 500)
t Date PriceMCK,t1 DividendMCK,t1 RMCK,t2 PriceS&P 500,t RS&P 500,t3
Apr 30, 2010
1. May 31, 2010
2. Jun 30, 2010
3. Jul 31, 2010
4. Aug 31, 2010
5. Sep 30, 2010
6. Oct 31, 2010
7. Nov 30, 2010
8. Dec 31, 2010
9. Jan 31, 2011
10. Feb 28, 2011
11. Mar 31, 2011
12. Apr 30, 2011
13. May 31, 2011
14. Jun 30, 2011
15. Jul 31, 2011
16. Aug 31, 2011
17. Sep 30, 2011
18. Oct 31, 2011
19. Nov 30, 2011
20. Dec 31, 2011
21. Jan 31, 2012
22. Feb 29, 2012
23. Mar 31, 2012
24. Apr 30, 2012
25. May 31, 2012
26. Jun 30, 2012
27. Jul 31, 2012
28. Aug 31, 2012
29. Sep 30, 2012
30. Oct 31, 2012
31. Nov 30, 2012
32. Dec 31, 2012
33. Jan 31, 2013
34. Feb 28, 2013
35. Mar 31, 2013
36. Apr 30, 2013
37. May 31, 2013
38. Jun 30, 2013
39. Jul 31, 2013
40. Aug 31, 2013
41. Sep 30, 2013
42. Oct 31, 2013
43. Nov 30, 2013
44. Dec 31, 2013
45. Jan 31, 2014
46. Feb 28, 2014
47. Mar 31, 2014
48. Apr 30, 2014
49. May 31, 2014
50. Jun 30, 2014
51. Jul 31, 2014
52. Aug 31, 2014
53. Sep 30, 2014
54. Oct 31, 2014
55. Nov 30, 2014
56. Dec 31, 2014
57. Jan 31, 2015
58. Feb 28, 2015
59. Mar 31, 2015
60. Apr 30, 2015
61. May 31, 2015
62. Jun 30, 2015
63. Jul 31, 2015
64. Aug 31, 2015
65. Sep 30, 2015
66. Oct 31, 2015
67. Nov 30, 2015
68. Dec 31, 2015
69. Jan 31, 2016
70. Feb 29, 2016
71. Mar 31, 2016
Average (R):
Standard deviation:

Show all

1 Data in US$ per share of common stock, adjusted for splits and stock dividends.

2 Rate of return on common stock of MCK during period t

3 Rate of return on S&P 500 (the market portfolio proxy) during period t


Variance and Covariance

McKesson Corp., calculation of variance and covariance of returns

Microsoft Excel
t Date RMCK,t RS&P 500,t (RMCK,tRMCK)2 (RS&P 500,tRS&P 500)2 (RMCK,tRMCK)×(RS&P 500,tRS&P 500)
1. May 31, 2010
2. Jun 30, 2010
3. Jul 31, 2010
. . . . . . .
. . . . . . .
. . . . . . .
70. Feb 29, 2016
71. Mar 31, 2016
Total (Σ):
t Date RMCK,t RS&P 500,t (RMCK,tRMCK)2 (RS&P 500,tRS&P 500)2 (RMCK,tRMCK)×(RS&P 500,tRS&P 500)
1. May 31, 2010
2. Jun 30, 2010
3. Jul 31, 2010
4. Aug 31, 2010
5. Sep 30, 2010
6. Oct 31, 2010
7. Nov 30, 2010
8. Dec 31, 2010
9. Jan 31, 2011
10. Feb 28, 2011
11. Mar 31, 2011
12. Apr 30, 2011
13. May 31, 2011
14. Jun 30, 2011
15. Jul 31, 2011
16. Aug 31, 2011
17. Sep 30, 2011
18. Oct 31, 2011
19. Nov 30, 2011
20. Dec 31, 2011
21. Jan 31, 2012
22. Feb 29, 2012
23. Mar 31, 2012
24. Apr 30, 2012
25. May 31, 2012
26. Jun 30, 2012
27. Jul 31, 2012
28. Aug 31, 2012
29. Sep 30, 2012
30. Oct 31, 2012
31. Nov 30, 2012
32. Dec 31, 2012
33. Jan 31, 2013
34. Feb 28, 2013
35. Mar 31, 2013
36. Apr 30, 2013
37. May 31, 2013
38. Jun 30, 2013
39. Jul 31, 2013
40. Aug 31, 2013
41. Sep 30, 2013
42. Oct 31, 2013
43. Nov 30, 2013
44. Dec 31, 2013
45. Jan 31, 2014
46. Feb 28, 2014
47. Mar 31, 2014
48. Apr 30, 2014
49. May 31, 2014
50. Jun 30, 2014
51. Jul 31, 2014
52. Aug 31, 2014
53. Sep 30, 2014
54. Oct 31, 2014
55. Nov 30, 2014
56. Dec 31, 2014
57. Jan 31, 2015
58. Feb 28, 2015
59. Mar 31, 2015
60. Apr 30, 2015
61. May 31, 2015
62. Jun 30, 2015
63. Jul 31, 2015
64. Aug 31, 2015
65. Sep 30, 2015
66. Oct 31, 2015
67. Nov 30, 2015
68. Dec 31, 2015
69. Jan 31, 2016
70. Feb 29, 2016
71. Mar 31, 2016
Total (Σ):

Show all

VarianceMCK = Σ(RMCK,tRMCK)2 ÷ (71 – 1)
= ÷ (71 – 1)
=

VarianceS&P 500 = Σ(RS&P 500,tRS&P 500)2 ÷ (71 – 1)
= ÷ (71 – 1)
=

CovarianceMCK, S&P 500 = Σ(RMCK,tRMCK)×(RS&P 500,tRS&P 500) ÷ (71 – 1)
= ÷ (71 – 1)
=


Systematic Risk (β) Estimation

Microsoft Excel
VarianceMCK
VarianceS&P 500
CovarianceMCK, S&P 500
Correlation coefficientMCK, S&P 5001
βMCK2
αMCK3

Calculations

1 Correlation coefficientMCK, S&P 500
= CovarianceMCK, S&P 500 ÷ (Standard deviationMCK × Standard deviationS&P 500)
= ÷ ( × )
=

2 βMCK
= CovarianceMCK, S&P 500 ÷ VarianceS&P 500
= ÷
=

3 αMCK
= AverageMCK – βMCK × AverageS&P 500
= ×
=


Expected Rate of Return

Microsoft Excel
Assumptions
Rate of return on LT Treasury Composite1 RF
Expected rate of return on market portfolio2 E(RM)
Systematic risk (β) of McKesson Corp. common stock βMCK
 
Expected rate of return on McKesson Corp. common stock3 E(RMCK)

1 Unweighted average of bid yields on all outstanding fixed-coupon U.S. Treasury bonds neither due or callable in less than 10 years (risk-free rate of return proxy).

2 See details »

3 E(RMCK) = RF + βMCK [E(RM) – RF]
= + []
=