final stimulation project investment
Portfolio Simulation Project
Joshua Davis
Investor Profile Questionnaire/Asset Allocation
Investment strategy
Combination of Fundamental and Technical Analysis
Primarily Focused on Fundamental Analysis on stocks such as Disney.
Primarily focused on Technical Analysis on stocks such as Apple.
Return Analysis
| Weeks | Rp | Rm |
| Week 1 | 0.0247% | 0.9384% |
| Week 2 | 0.0575% | -0.5087% |
| Week 3 | 0.0575% | -1.0100% |
| Week 4 | 0.0575% | -0.2925% |
| Week 5 | 0.0575% | 0.6420% |
| Week 6 | 0.0575% | 0.5413% |
| Week 7 | 0.0575% | 1.2143% |
| Week 8 | 0.2949% | 1.4642% |
| Week 9 | -12.658% | 0.8512% |
| AVG Weekly Return | -1.3326% | 0.4267% |
Stock Performance
5 Best
5 Worst
| Long Positions | |||
| Asset: | Buy Price $’s | Ending Price/Sale Price $’s | Return |
| Disney | 131.10 | 137.96 | 5.23% |
| Axsome | 24.66 | 25.46 | 3.23% |
| 190.15 | 193.62 | 1.82% | |
| Microsoft | 143.43 | 145.96 | 1.76% |
| Tesla | 313.25 | 316.82 | 1.14% |
| Asset | Long Positions | ||
| Buy Price | Ending/Sale Price | Return | |
| Palladium Futures | 1,771.00 | 1,711.90 | -3.34% |
| Safety Insurance Group | 99.67 | 98.76 | -0.91% |
| McDonald's Corporation | 195.25 | 193.61 | -0.84% |
| Lumber Futures | 382.10 | 379.00 | -0.81% |
| Investors Real Estate Trust | -0.74% |
Risk Analysis
| St.D Daily | St.D Annually | |
| Portfolio | 1.876% | 29.781% |
| Market | 0.667% | 10.590% |
| Sharpe Ratio | Treynor Ratio | |
| Portfolio | -0.15228 | 0.02699 |
| Market | 0.12373 | 0.00083 |
My portfolio Beta was -.1057
My Jensen’s Alpha value was -.00277
I Lost…
Investment Experience
Learned a lot about investing.
Started too late, would start earlier if we did it again.
Also, my main loss was simply due to running out of time, so I still feel good about the project despite doing so poorly.
-20.53%
Chart1
| Cash Investments |
| Bonds |
| Stock Market |
Asset Allocation
Suggested Breakdown
0.05
0.35
0.6
Sheet1
| Asset Allocation | |
| Cash Investments | 5% |
| Bonds | 35% |
| Stock Market | 60% |