Calculation for ;
a. Descriptive statistics (mean, SD, skewness and kurtosis)
b. Different performance measures (tracking error, beta and Sharpe ratio).

c. Trading characteristics ( assets, NAV, volume, turnover, volatility,
premium, spread)

INSTRUCTIONS

1) Please provide analysis about 500 words regarding on the Islamic MSCI ETF and the Conventional ETF.(In the excel file there are 4 sets of Islamic MSCI ETF and Conventional ETF, however compare them in general view)

2) Please state analysis of the comparison of the Islamic MSCI ETF and the Conventional ETF based on three period during crisis(2007-2009), post crisis (2010-2014) and whole period of crisis (2007-2014).(Analysis should include explanations related to the mean calculated, volatility of stocks,Beta,Jensen Alpha,Skewness, Sharpe Ratio,SD and etc related)

3) Based on the Microsoft Excel Calculation,please insert the relevant data to compare into a table which allows you to analyze better and include them as appendix

4) Sample answers will be attached under the additional materials section with the name of (SAMPLE ANSWERS) as for your reference in how to answer.