股票收益

股票收益
论文的第一部分涉及选择的股票从澳大利亚、新加坡、香港和马来西亚。不同行业的股票必须组。每周任务涉及提取这些股票的股价,随后对市场指数最近的52周。涉及的部分计算每周回报,意味着这些股票回报和指数,标准偏差,协方差,方差的股票,这些股票之间的相关性。第2部分所涉及的任务建设使用第1部分中我选择的股票投资组合。
它涉及到结合使用平等权重和计算平均股票回报你的投资组合和方差。也涉及到比较这些个股的收益和方差。最近的经济衰退已经改变了前景的许多利益相关者对许多经济问题包括银行业的发展。在当前的金融动荡是有趣的研究模式在信贷周期的经济情况。这个组合形成如下:它可以意味着回报的投资组合分析和个人股票投资组合的平均回报不如QAN消极和dj;然而白细胞明显优于组合以及市场指数。投资组合回报在我们的案例中也很低于市场回报率为-0.14%。所以在这种情况下,我们的投资组合没有成功的表现优于市场指数。返回的情况下也适用于投资组合的方差,方差小于QAN和dj;然而白细胞明显优于组合以及市场指数。
本文的下一部分涉及计算的无风险回报180天的短期国库债券的回报在我们的案例中。这是计算如下:
股票收益
The part 1 of the paper involved selection of stock from either of Australia, Singapore, Hong Kong or Malaysia. The stocks had to be of different Industry groups. The task involved extracting weekly stock prices of these stocks and subsequently for market index for recent 52 weeks. The section involved calculating weekly returns, means return of these stocks and index, standard deviation, covariance, variance of stocks, and correlation between these stocks. Part 2 of the assignment involved construction of a portfolio using the stocks I selected in Part 1.
It involved combining the stocks using equal weights and Calculating the mean return and variance for your portfolio. Also it involved comparing these with the returns and variances of your individual stocks. Recent extraordinary economic slowdown has changed the outlook of many of the stakeholders towards many of the economic issues including the developments in banking. In the light of the current financial turmoil it is interesting to investigate the pattern in the Credit cycle with respect to the economic scenario. The portfolio this formed is as follows:It can be analyzed from the mean returns of the portfolio and individuals stocks that the mean return of the portfolio is less negative than QAN and DJS; however WBC has clearly outperformed both portfolio as well as the market index. The portfolio return in our case is also quite less than that of market return of -0.14%. So in this case our portfolio has not been successful in outperforming the market index. The case of return also applies to variance in a way that variance of portfolio is less than QAN and DJS; however WBC has clearly outperformed both portfolio as well as the market index.
The next part of the paper involved calculating the risk free return which was the return on 180-day T-Bill in our case. This was calculated as follows: