stock portfolio management

stock portfolio management

Stock Portfolio Management

“Investments”
Term Project





   
 
 

























Almaty 2006

PART ONE

Our group was assigned to make the research of three diverse companies: one from financial sector (Deutsche Bank), the other-from telecommunications (British Telecom), and the third one- from the computer Microsystems area (CISCO).
We took the historical information about these companies’ stock prices from the financial internet portal- finance.yahoo.com. Our data is based on the 2 year historical prospect: from January 2004 till January 2006.
All necessary calculation of rates of return and standard deviation for each company can be found below.


BT
Date Rate of return St dev.
Jan 06 0,040801278
05.Dec 0
05.Nov -0,0518
05.Oct 0,0195
05.Sep 0,0482
05.Aug -0,0134
05.July 0,0057
05.June 0,0269
05.May -0,0563
05.April -0,0187
05.Mar 0,0109
05.Feb 0,0342
05.Jan -0,0164
04.Dec -0,0021
04.Nov -0,0741
04.Oct -0,0751
04.Sep -0,0440
04.Aug 0,0075
04.July 0,0151
04.June 0,0565
04.May -0,0687
04.Apr -0,0583
04.Mar 0,0404
04.Feb 0,0082
04.Jan -0,0375
Average -0,01014103


DB Date Rate of return St dev
05.Dec 0 0,057667963
05.Nov 0,005677712
05.Oct -0,039211661
05.Sep -0,000854701
05.Aug -0,069824636
05.July -0,005632831
05.June -0,099421965
05.May 0,000256739
05.April 0,051591376
05.Mar 0,05198926
05.Feb 0,019721578
05.Jan -0,033105802
04.Dec 0,047299682
04.Nov -0,047298056
04.Oct -0,102004717
04.Sep -0,05528562
04.Aug -0,045037531
04.July 0,011644833
04.June 0,138273381
04.May -0,019719378
04.Apr 0,041650548
04.Mar 0,017702402
04.Feb 0,036491911
04.Jan -0,092125337


Average -0,007800951










CISCO
Date Adj Close* Rate of return St dev
Dec-05 17.12 0 0,0653
Nov-05 17.54 2,45%
Oct-05 17.45...