代写Individual Project 2025代做Prolog

Individual Project

Date: February 19th, 2025

Students are required to conduct data analytics on price movements ofa stock and write a report of 800 to 1000 words and submit in the 10th week. Total score is 15. Only Excel/Word file is accepted. Submission via Verguide and Moodle are both accepted.

Chose a stock from S&P 500 index and provide reasons for choosing this specific stock. Download the prices ofthe stocks, T-bill rate and the S&P500  from the websites, e.g. Yahoo Finance, which we will use as the market index portfolio.

a)  Use the data and Excel’s regression function to compute the stock’s excess return in each month as well as its alpha, beta, and residual standard deviation, σ(e), over the entire period.

b) Fill the following table. What was the sharp ratio of the S&P500 and the stock over the entire period?

c)  What was the stock’s information ratio over the period?

d) If someone whose risky portfolio is currently invested in an index portfolio such as the S&P500 wishes to take a position in the stock based on the estimates from parts (a)-(c), what would be the optimal fraction of the risky portfolio to invest in the stock?

Use the equation 6.16 and 6.17.

                                                       (6.16)

                 (6.17)

e)  Visualize the price movement of the stocks by graph or charts and analyse price movements over time. Look for trends, seasonal patterns, or cycles in the data.

Due date: 5:o00PM, March 26th, 2025