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Analysis of Stock Prices and Portfolio Management

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Added on  2019-09-18

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This report provides an analysis of stock prices of Coca Cola, Exxon Mobil, Johnson & Johnson, and S&P 500. It includes trend lines, descriptive statistics, equally weighted portfolio risk and return, regression beta estimation, implementing CAPM, and optimal portfolio management. The report also discusses the relation between average returns and standard deviation, pair-wise correlation of stocks with the index, and the surprising results of beta estimation. The report concludes with the optimum portfolio management strategy. Course code, course name, and college/university are not mentioned.

Analysis of Stock Prices and Portfolio Management

   Added on 2019-09-18

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1ASSIGNMENT
Analysis of Stock Prices and Portfolio Management_1
2Table of ContentsTREND LINES AND DESCRIPTIVE STATISTICS3-6EQUALLY WEIGHTED PORTFOLIO RISK AND RETURN6-7REGRESSION – BETA ESTIMATION7IMPLEMENTING CAPM7-8OPTIMAL PORTFOLIO8
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3TREND LINES & DESCRIPTIVE STATISTICS:I.Time series of monthly stock prices against time on the graph.A.Coca Cola:Jan/06Aug/05Mar/05Oct/04May/04Dec/03Jul/03Feb/03Sep/02Apr/02Nov/01Jun/01Jan/01Aug/00Mar/00Oct/99May/99Dec/98Jul/98Feb/98Sep/97Apr/97Nov/96Jun/96Jan/96051015202530Coca Cola CompanyCoca Cola Company Stock ValueWe can observe that the stock price was at increasing level from the start and was at its peakduring the year 1998. Thereafter there is fall in price of the stock and after year 2004 onwardsthe stock is steady.B.Exxon Mobil:Jan/06Aug/05Mar/05Oct/04May/04Dec/03Jul/03Feb/03Sep/02Apr/02Nov/01Jun/01Jan/01Aug/00Mar/00Oct/99May/99Dec/98Jul/98Feb/98Sep/97Apr/97Nov/96Jun/96Jan/960102030405060Exxon Mobil CompanyExxon Mobil Company Stock ValueWe can observe that the stock price is at increasing level from the start and was at its peakduring the year 2004. We can see uptrend in the stock.
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