FIN 4300<br />Project Objectives<br />This project provides an introduction to investments in financial assets. It is also an exercise for students to understand their attitudes toward risk and the risk-return relationship presented in financial markets. It will offer an opportunity to examine risks, their measurements, and how they are embedded in asset prices. It would deliver a better intuition about asset pricing models introduced in the course.<br />Instructions<br />Download datasets<br />• Pick 5-8 stocks of your choice from the SP 500 index.<br />• Download data from https://finance.yahoo.com , it can be of daily or monthly<br />frequency.<br />• Download data 10-year Treasury bond yield data from<br />https://fred.stlouisfed.org/series/DGS10 to get return estimates of risk-free<br />investments from 2012 to 2022.<br />• Download data from 2012 to 2022:<br />1. Use data from 2012 to 2022 to gain insights into assets' historical<br />distributions (it is your choice if you want to use one year or more, explain<br />it)<br />2. Use data from 2021 to 2022 to perform out-of-sample performance<br />Manipulate the datasets and examine risk and returns relationship<br />• Reorganize the historical data into pivot tables to have the ability to assess the risk<br />embedded in each stock and its expected return:<br />1. Obtain expected returns<br />2. Obtain The standard deviation of returns to assess stocks’ total risk<br />3. Decompose their total risk into unsystematic and systematic risk<br />4. Obtain the Sharpe ratio to assess the risk-reward relationship of each asset<br />5. Assess down tail risk by calculating the value at risk and the Expected<br />shortfall of each stock<br />6. Create a dashboard to display information regarding the distribution<br />FIN 4300<br />Construct risky portfolio<br />Notes: assume that there is no shorting, no leverage, and you invest 100% of your money.<br />• Based on the risk profile, construct the optimal risky portfolio based on the stocks<br />chosen<br />• Construct the equal-weighted portfolio<br />• Construct the minimum variance portfolio<br />• Provide and display graphically the efficient frontier<br />Construct complete portfolio<br />• After obtaining your risky optimized portfolio<br />• Create your complete portfolio and use the Capital asset allocation line following<br />your risk appreciation.<br />Performance evaluation:<br />• Assess the risk of the portfolio Using out-of-sample data<br />• Compare risk anticipated by the historical data of the portfolio with its actual risk.<br />• Compare the expected return of the portfolio by the historical data with the actual<br />return<br />Provide a 2-page report on your findings<br /><br />Excel Stock Portfolio Dashboard<br /><br />How to Create an Investment Portfolio and dashboard in excel (Urdu/Hindi) step by step with details<br /><br />Create a Personal Financial Dashboard with Microsoft Excel<br /><br />Full Project in Excel with Interactive Dashboard Excel Tutorial for Beginners.<br />Excel Stock Portfolio Dashboard<br />stock portfolio dashboard excel, create a stock tracker in excel, create a stock portfolio in excel, excel stock dashboard, live stock data on excel, stock dashboard, live stocks
