WM PSDA1

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Description

RELIANCE Years Closing Price Returns 2015 502.54 2016 536.12 6.68% 2017 912.4 70.19% 2018 1110.72 21.74% 2019 1499.83 35.03% 2020 1985.3 32.37%

BAJAJ FINANCE Years Closing Price Returns 2015 601 2016 842.2 40.13% 2017 1756.7 108.58% 2018 2645.15 50.57% 2019 4234.75 60.09% 2020 5295.2 25.04%

BERGER PAINTS Years Closing Price Returns 2015 192.01 2016 210.55 9.66% 2017 273.75 30.02% 2018 330.3 20.66% 2019 515.55 56.09% 2020 759.45 47.31%

Years 2016 2017 2018 2019 2020

Returns Avg. Returns 6.68 33.202 70.19 33.202 21.74 33.202 35.03 33.202 32.37 33.202

Return- Avg Return Return- Avg Return^2 -26.522 703.416484 36.988 1368.112144 -11.462 131.377444 1.828 3.34158400000001 -0.832000000000001 0.692224000000001 Variance 551.73497 SD 23.4890393588158

Years Returns Avg. Returns Return- Avg Return Return- Avg Return^2 2016 40.13 56.882 -16.752 280.629504 2017 108.58 56.882 51.698 2672.683204 2018 50.57 56.882 -6.312 39.841344 2019 60.09 56.882 3.20800000000001 10.291264 2020 25.04 56.882 -31.842 1013.912964 Variance 1004.33957 SD 31.6913169495999

Years Returns Avg. Returns Return- Avg Return Return- Avg Return^2 2016 9.66 32.748 -23.088 533.055744 2017 30.02 32.748 -2.728 7.44198399999999 2018 32.748 -12.088 146.119744 20.66 2019 56.09 32.748 23.342 544.848964 2020 47.31 32.748 14.562 212.051844 Variance 360.87957 SD 18.9968305251166

Expected Return SD

Portfolio 1 2 3 4 5

(Reliance Return-Avg. Return)

-26.522 36.988 -11.462 1.828 -0.832000000000001

(Reliance Return-Avg. Return)

-26.522 36.988 -11.462 1.828 -0.832000000000001

( Bajaj Finance Return-Avg. Return)

-16.752 51.698 -6.312 3.20800000000001 -31.842

Coff. of Correlation between Bajaj Finance &Reliance Coff. of Correlation between Berger Paints &Reliance Coff. of Correlation between Bajaj Finance & Berger Paints

Risk on Portfolio 1 Weight A Weight B Weight C

MATRIX 137.933742499999 153.827424480815 0

Risk on Portfolio 2 Weight A Weight B Weight C

MATRIX 88.2775951999997 73.8371637507913 13.6107607887386

Risk on Portfolio 3 Weight A Weight B Weight C

MATRIX 22.0693987999999 61.5309697923261 10.208070591554

Risk on Portfolio 4

Weight A Weight B Weight C

MATRIX 0 0 0

Risk on Portfolio 5 Weight A Weight B Weight C

MATRIX 49.6561472999998 36.9185818753956 25.5201764788849

Security A (Reliance)

Security B (Bajaj Finance)

33.202

56.882

23.489

31.691

Weight A

Weight B 0.5 0.4 0.2 0 0.3

( Bajaj Finance Return-Avg. Return)

-16.752 51.698 -6.312 3.20800000000001 -31.842 Covariance Coff. of Correlation between Bajaj Finance & ( Berger Paints Return-Avg. Return)

-23.088 -2.728 -12.088 23.342 14.562 Covariance Coff. of Correlation between Berger Paints & ( Berger Paints Return-Avg. Return)

-23.088 -2.728 -12.088 23.342 14.562 Covariance

0.5 0.3 0.5 0.4 0.2

(Reliance Return-Avg. Return)*(Bajaj Finance Return-Avg. Return) 444.3 1912.2 72.3 5.9 26.5 2461.2 615.3 0.827 (Reliance Return-Avg. Return)*(Berger Paints Return-Avg. Return) 612.3 -100.9 138.6 42.7 -12.1 680.5 170.1 0.381 (Berger Paints Return-Avg. Return)*(Bajaj Finance Return-Avg. Return) 386.8 -141.0 76.3 74.9 -463.7 -66.8 -16.7

Coff. of Correlation between Bajaj Finance &

-0.028

0.827 0.381 -0.028

0.5 0.5 0

Standard Deviation A Standard Deviation B Standard Deviation C

153.827424480815 251.0848925 0 Risk on Portfolio

0.4 0.3 0.2

Standard Deviation A Standard Deviation B Standard Deviation C

73.8371637507913 90.3905613 -1.00146982652115 Risk on Portfolio

0.2 0.5 0.3

13.6107607887386 -1.00146982652115 72.175914 20.5848725992175

Standard Deviation A Standard Deviation B Standard Deviation C

61.5309697923261 251.0848925 -2.50367456630288 Risk on Portfolio

0 0 0 26.3945730020705

10.208070591554 -2.50367456630288 108.263871 22.8010722102088

0 0.4 0.6

Standard Deviation A Standard Deviation B Standard Deviation C

0 160.6943312 -4.0058793060846 Risk on Portfolio

0.3 0.2 0.5

Standard Deviation A Standard Deviation B Standard Deviation C

36.9185818753956 40.1735828 -1.66911637753525 Risk on Portfolio

0 -4.0058793060846 216.527742 19.2148462025547

25.5201764788849 -1.66911637753525 180.439785 19.794160731223

Security C (Berger Paints)

32.748 18.997

Weight C

Return on Portfolio 0 0.2 0.3 0.6 0.5

Risk on portfolio 45.042 36.895 44.906 42.402 37.711

26.395 20.585 22.801 19.215 19.794

23.489 31.691

18.997

23.489 31.691

18.997

23.489 31.691

18.997

Coff. of Correlation between A and B Coff. of Correlation between A and C Coff. of Correlation between B and C

Coff. of Correlation between A and B Coff. of Correlation between A and C Coff. of Correlation between B and C

Coff. of Correlation between A and B Coff. of Correlation between A and C Coff. of Correlation between B and C

0.827 0.381

-0.028

0.827 0.381

-0.028

0.827 0.381

-0.028

23.489 31.691

18.997

23.489 31.691

18.997

Coff. of Correlation between A and B Coff. of Correlation between A and C Coff. of Correlation between B and C

Coff. of Correlation between A and B Coff. of Correlation between A and C Coff. of Correlation between B and C

0.827 0.381

-0.028

0.827 0.381

-0.028

Weight A 1 2 3 4 5

Weight B 0.5 0.4 0.2 0 0.3

Weight C 0.5 0.3 0.5 0.4 0.2

Return on Portfolio 0 45.042 0.2 36.895 0.3 44.906 0.6 42.402 0.5 37.711

EFFICIE

Return on Portfolio

Portfolio

50.000 45.000 40.000 35.000 30.000 25.000 20.000 15.000 10.000 5.000 0.000 18.000 19.000 20.000 21.00

Standard Deviation of portfolio 26.395 20.585 22.801 19.215 19.794

EFFICIENT FRONTIER 50.000 45.000 40.000 35.000 30.000 25.000 20.000 15.000 10.000 5.000 0.000 18.000 19.000 20.000 21.000 22.000 23.000 24.000 25.000 26.000 27.000 Risk on Portfolio

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WM PSDA1

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