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Stock Portfolio Analysis Data 2014

The document contains stock market data for two stocks (A and B) including adjusted closing prices over time and portfolio return and variance calculations for varying allocations between the two stocks from 0% to 100%.

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Ubaid Khan
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36 views4 pages

Stock Portfolio Analysis Data 2014

The document contains stock market data for two stocks (A and B) including adjusted closing prices over time and portfolio return and variance calculations for varying allocations between the two stocks from 0% to 100%.

Uploaded by

Ubaid Khan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd

Date Adj Close [A] Date Adj Close [B]

12/1/2014 25.235785 12/1/2014 33.858784


11/1/2014 26.580591 11/1/2014 34.232292
10/1/2014 25.834101 10/1/2014 29.654657
9/1/2014 26.130699 9/1/2014 29.004438
8/1/2014 25.923077 8/1/2014 27.536516
7/1/2014 26.053204 7/1/2014 25.671389
6/1/2014 25.884832 6/1/2014 26.619522
5/1/2014 25.965363 5/1/2014 23.743818
4/1/2014 25.795 4/1/2014 22.25876
3/1/2014 25.339794 3/1/2014 22.522623
2/1/2014 23.070992 2/1/2014 22.710239
1/1/2014 23.758463 1/1/2014 20.075068
mean
variance
standard deviation
covariance (a,b)
correlation

STOCK A
STOCK B
Portfolio Return
Portfolio Variance
50% 50%
Returns (A) Returns (B) Portflio Return
-5.3290% -1.1031% -3.2160%
2.8084% 13.3723% 8.0903%
-1.1481% 2.1926% 0.5223%
0.7946% 5.0610% 2.9278%
-0.5020% 6.7733% 3.1357%
0.6463% -3.6933% -1.5235%
-0.3111% 10.8030% 5.2459%
0.6561% 6.2545% 3.4553%
1.7647% -1.1854% 0.2896%
8.9535% -0.8330% 4.0603%
-2.9798% 11.6034% 4.3118%

0.4867% 4.4768% 2.4818% 2.4818%


0.00117258735321741 0.0031097631 0.000942403271143799 0.000942403271143799
0.0342430628480778 0.0557652499 0.0306985874454151
-0.000256368680484159
-0.134254457104683

ORIGINAL DATA
50% 70%
50% 30%
2.4818% 2.4818%
0.000942 0.000747
Stock A Stock B Portfolio Return (mean) variance standard deviation
0% 100.00% 4.4768% 0.00311 0.055765249863388
10% 90.00% 4.0778% 0.002484 0.04984463477476
20% 80.00% 3.6788% 0.001955 0.044216669882098
30% 70.00% 3.2798% 0.001522 0.039008229019349
40% 60.00% 2.8808% 0.001184 0.034410343257802
50% 50.00% 2.4818% 0.000942 0.030698587445415
60% 40.00% 2.0828% 0.000797 0.028224751111357
70% 30.00% 1.6837% 0.000747 0.027327122709545
80% 20.00% 1.2847% 0.000793 0.028156854440744
90% 10.00% 0.8857% 0.000935 0.030573632831939
100% 0.00% 0.4867% 0.001173 0.034243062848078

5.0000%
4.5000% 4.4768%
4.0000% 4.0778%
3.6788%
3.5000%
3.2798%
3.0000% 2.8808%
2.5000% 2.4818% Column
L
2.0000% 2.0828%
1.6837%
1.5000%
1.2847%
1.0000% 0.8857%
0.5000% 0.4867%
0.0000%
0.025 0.03 0.035 0.04 0.045 0.05 0.055 0.06
STOCK A 50%
STOCK B 50%
Portfolio Return 2.4818%
Portfolio Variance 0.000942

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