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IBM average returns

Hei a quick questions for the quantity geniouses !!
How can i collect IBM monthly results in (USD) from the period 1980-1999.
-Estimate average, variance , std of the returns and then quartiles and percentiles(that i can do by massaging the data in SPPS or excel) but how do i collect the average returns i look for adjusted closes on Yahoo finance but do i have to apply regression with market returns ?? Main is how can i calculate average returns .. Thanks

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after you download daily close numbers, you can calculate returns. For example, today’s return is (today’s close-yesterday’s close)/yesterday’s close. Then you have a time series and its distribution that you can analyze.

thanks for the reply … but when is it that we hav to apply regression .. while calculating beta of a stock ?? but when i calculated as u said the returns for S&P and matched it with my teachers it werent same …. can u help me explain this a further pls … thanks

i’m trying to figure out what you want. You can use regression to calculate alpha and beta. maybe your professor wants you to calculate average alpha? or Jensen alpha?

or maybe you are supposed to estimate beta and then use CAPM to estimate expected return given expected market return?

I need your help to understand what you are looking for.

i was just asked to calculate the average returns .. so i think i just need as u said .. to massage in the adjusted returns for the closing month .. and get their average do i hav to specify for any dividend adjustments ..? final was that :D i think i got my answer