Collect the monthly price data for TSX Composite Index

   Accumulate the month-to-month worth information for TSX Composite Index (Market Index for Canadian equities) and for five shares listed in Toronto Inventory Change (TSX) for the interval of January 2010 to September 2019 and carry out the next duties (Observe abstract of every process needs to be there in your mission report and all of the spreadsheet calculation needs to be in a single spreadsheet): 1. Compute weekly returns for market index and 5 shares randomly picked from TSX.  Hints: You'll be able to annualize month-to-month returns by multiplying by 12!. Do all of your calculations in a single Excel spreadsheet.   2. Compute common (imply), median, minimal, and most returns for the market returns and shares returns and summarize in a single desk. Rank the shares and market index primarily based on the imply returns (1 for the best return and 6 for the bottom return). Hints: You need to use Excel features (AVERAGE, MEDIAN, MIN, and MAX) to get these statistics and you may rank the securities manually.    three. Put together a variance-covariance matrix and current in a desk. Put together a separate desk for traditional deviation for shares and market and rank them from highest to lowest normal deviations. Hints: You need to use Excel Add-ins (Information Evaluation package deal) to develop a variance-covariance matrix. See the notes beneath. Alternatively, you may manually compute variances and covariances between/amongst shares and markets utilizing Excel features (VAR, and COVAR).   four. Based mostly in your findings in Half (2) and (three), write 1 paragraph explaining danger and return of the shares and the market.     5. Just under the paragraph in Half (four), current a graph or graphs for inventory costs and market index (not from the returns information!). Determine any patterns or developments within the graph(s). Briefly elaborate in a single paragraph. Hints: You'll be able to establish some bullish and bearish developments and might relate to total financial situations of Canada throughout the interval(s) or some firm particular occasions throughout the interval(s). Perform a little research!      6. Put together a correlation matrix and current in a desk. Clarify the correlations between the shares and shed lights on advantages from portfolio diversification. If you want to decide on three shares (amongst 5 shares) in your portfolio which shares would you select and why? Hints: Both use Information Evaluation package deal in Excel or use CORREL operate in excel to search out correlation between two collection.     7. Now, compute the beta coefficient for every inventory you've got in your pattern (all 5 shares) and point out whether or not the given inventory is aggressive inventory or defensive inventory or pure inventory.  Hints: You need to use data out there in variance-covariance matrix and use the components . Alternatively, you may run a regression utilizing Information Evaluation package deal the place inventory returns collection is Y and market returns collection is X, and the slope coefficient is the beta of the inventory.   eight. Now compute the anticipated charge of return or required charge of return for every inventory and draw a Safety Market Line graph and establish whether or not the shares are appropriately priced or underpriced or overpriced. Hints: Discover the 90-day T-bill charge from the Financial institution of Canada and Statistics Canada web site. T-bill charges are sometimes annualized. When you've got not annualized your inventory/market return information, then it's essential to convert annual T-bill charge to month-to-month T-bill charge by dividing 12!       [20 marks] 9. Suppose you had invested $100,000 on every of three shares (complete $300,000) you've got chosen in Half (6) at the start of the interval, that's, January 2010. a. How a lot can be the worth of your portfolio on the finish of the pattern interval, that's, within the October 2019 (the final is determined by the date wherein you obtain the information!)?    b. What's your holding interval return? Hints: Use TVM idea to search out annual return?    c. What's the normal deviation of your portfolio?   d. What's the beta of your portfolio?  e. What's the anticipated return in your portfolio? Is it underpriced or overpriced? Hints: Create a brand new column as a portfolio return for every month the place portfolio return r(portfolio) = wA*rA+wB*rB+wC*rC. Guess the weights! Now you can compute imply and normal devotion of this collection and covariance with market returns collection. In the beginning, the worth of your portfolio is $300,000. A easy but rational pondering will present you what can be worth of your portfolio on the finish of the interval! 10. Write 1 paragraph of your reflections explaining what you've got realized after finishing this mission report.   Getting ready a mission report as specified within the mission report format beneath. 
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