this homework for Adrian Monroe
Mikey77
project.pptxProject
Daily returns for the individual stocks and the S&P 500 and the Dow
Calculate the portfolio daily return
Calculate the beta for each of the stocks using S&P500
Compare and comment on the differences between the calculated beta and the published beta
Calculate the portfolio beta based on the weights of the last day.
Descriptive statistics (summary statistics) for each stock, your portfolio, the Dow and the S&P 500
Calculate the correlation coefficient between each stock with the Dow and S&P500.
Calculate the correlation coefficient between your portfolio and the Dow, and S&P 500
Based on a careful review of your data sheet,
Anything surprising?
What went well?
What did not go well?
Anything unusual?
Based on the review,
Which company would you recommend? Why?
Which company would you definitely not recommend? Why?
It is important that the names of all the members contributing to the group work appear on the cover page. No name, no credit.
