Enviar pesquisa
Carregar
Securities Expected Return and Standard Deviation Analysis
•
Transferir como XLS, PDF
•
0 gostou
•
2,507 visualizações
Título melhorado com IA
I
iipmff2
Seguir
Denunciar
Compartilhar
Denunciar
Compartilhar
1 de 8
Baixar agora
Recomendados
Trabajo excel
Trabajo excel
nayeli8a
Slidecast ab inbev
Slidecast ab inbev
Simonsurmont
Session 20 Daniel Furda, Bahareh Saffarian
Session 20 Daniel Furda, Bahareh Saffarian
danfurda
Eco pre
Eco pre
C00K133
Dynamic+arms+fx100128
Dynamic+arms+fx100128
Yoshiyuki Hongoh
フルレンジスピーカーのスパイスモデル
フルレンジスピーカーのスパイスモデル
Tsuyoshi Horigome
Bast en 2011
Bast en 2011
EUROPAGES
اعمار الحيونات بالانجيليزي مع الصور
اعمار الحيونات بالانجيليزي مع الصور
Mero Cool
Recomendados
Trabajo excel
Trabajo excel
nayeli8a
Slidecast ab inbev
Slidecast ab inbev
Simonsurmont
Session 20 Daniel Furda, Bahareh Saffarian
Session 20 Daniel Furda, Bahareh Saffarian
danfurda
Eco pre
Eco pre
C00K133
Dynamic+arms+fx100128
Dynamic+arms+fx100128
Yoshiyuki Hongoh
フルレンジスピーカーのスパイスモデル
フルレンジスピーカーのスパイスモデル
Tsuyoshi Horigome
Bast en 2011
Bast en 2011
EUROPAGES
اعمار الحيونات بالانجيليزي مع الصور
اعمار الحيونات بالانجيليزي مع الصور
Mero Cool
L Pch9
L Pch9
Nguyen Thuy
Portfolio Diversification
Portfolio Diversification
Donald Marano
Lecture 5 2012 yield curves
Lecture 5 2012 yield curves
Aimey324
11 Benefits of Accounts Receivable Management Software
11 Benefits of Accounts Receivable Management Software
E2B Teknologies
Borrowing and Lending under FEMA
Borrowing and Lending under FEMA
Namrata Dedhia
Ch 05
Ch 05
kpserver
Topic 3 Risk Return And Sml
Topic 3 Risk Return And Sml
shengvn
Risk & return analysis
Risk & return analysis
mishrakartik244
How to Make Awesome SlideShares: Tips & Tricks
How to Make Awesome SlideShares: Tips & Tricks
SlideShare
Getting Started With SlideShare
Getting Started With SlideShare
SlideShare
Solar Installation Methods
Solar Installation Methods
ZMERLY & CO
SPICE MODEL of TPCA8014 (Standard+BDS Model) in SPICE PARK
SPICE MODEL of TPCA8014 (Standard+BDS Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of TPCA8014 (Professional+BDP Model) in SPICE PARK
SPICE MODEL of TPCA8014 (Professional+BDP Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of CUS08F30 (Professional Model) in SPICE PARK
SPICE MODEL of CUS08F30 (Professional Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of TPCA8011-H (Professional+BDP Model) in SPICE PARK
SPICE MODEL of TPCA8011-H (Professional+BDP Model) in SPICE PARK
Tsuyoshi Horigome
Free SPICE Model of D1NL20U in SPICE PARK
Free SPICE Model of D1NL20U in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of TPCA8004-H (Standard+BDS Model) in SPICE PARK
SPICE MODEL of TPCA8004-H (Standard+BDS Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of UF5408 (Professional Model) in SPICE PARK
SPICE MODEL of UF5408 (Professional Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of TPCA8004-H (Professional+BDP Model) in SPICE PARK
SPICE MODEL of TPCA8004-H (Professional+BDP Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of SG10SC4M (Standard Model) in SPICE PARK
SPICE MODEL of SG10SC4M (Standard Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of CMS16 (Professional Model) in SPICE PARK
SPICE MODEL of CMS16 (Professional Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of TPCA8014-H (Professional+BDSP Model) in SPICE PARK
SPICE MODEL of TPCA8014-H (Professional+BDSP Model) in SPICE PARK
Tsuyoshi Horigome
Mais conteúdo relacionado
Destaque
L Pch9
L Pch9
Nguyen Thuy
Portfolio Diversification
Portfolio Diversification
Donald Marano
Lecture 5 2012 yield curves
Lecture 5 2012 yield curves
Aimey324
11 Benefits of Accounts Receivable Management Software
11 Benefits of Accounts Receivable Management Software
E2B Teknologies
Borrowing and Lending under FEMA
Borrowing and Lending under FEMA
Namrata Dedhia
Ch 05
Ch 05
kpserver
Topic 3 Risk Return And Sml
Topic 3 Risk Return And Sml
shengvn
Risk & return analysis
Risk & return analysis
mishrakartik244
How to Make Awesome SlideShares: Tips & Tricks
How to Make Awesome SlideShares: Tips & Tricks
SlideShare
Getting Started With SlideShare
Getting Started With SlideShare
SlideShare
Destaque
(10)
L Pch9
L Pch9
Portfolio Diversification
Portfolio Diversification
Lecture 5 2012 yield curves
Lecture 5 2012 yield curves
11 Benefits of Accounts Receivable Management Software
11 Benefits of Accounts Receivable Management Software
Borrowing and Lending under FEMA
Borrowing and Lending under FEMA
Ch 05
Ch 05
Topic 3 Risk Return And Sml
Topic 3 Risk Return And Sml
Risk & return analysis
Risk & return analysis
How to Make Awesome SlideShares: Tips & Tricks
How to Make Awesome SlideShares: Tips & Tricks
Getting Started With SlideShare
Getting Started With SlideShare
Semelhante a Securities Expected Return and Standard Deviation Analysis
Solar Installation Methods
Solar Installation Methods
ZMERLY & CO
SPICE MODEL of TPCA8014 (Standard+BDS Model) in SPICE PARK
SPICE MODEL of TPCA8014 (Standard+BDS Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of TPCA8014 (Professional+BDP Model) in SPICE PARK
SPICE MODEL of TPCA8014 (Professional+BDP Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of CUS08F30 (Professional Model) in SPICE PARK
SPICE MODEL of CUS08F30 (Professional Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of TPCA8011-H (Professional+BDP Model) in SPICE PARK
SPICE MODEL of TPCA8011-H (Professional+BDP Model) in SPICE PARK
Tsuyoshi Horigome
Free SPICE Model of D1NL20U in SPICE PARK
Free SPICE Model of D1NL20U in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of TPCA8004-H (Standard+BDS Model) in SPICE PARK
SPICE MODEL of TPCA8004-H (Standard+BDS Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of UF5408 (Professional Model) in SPICE PARK
SPICE MODEL of UF5408 (Professional Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of TPCA8004-H (Professional+BDP Model) in SPICE PARK
SPICE MODEL of TPCA8004-H (Professional+BDP Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of SG10SC4M (Standard Model) in SPICE PARK
SPICE MODEL of SG10SC4M (Standard Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of CMS16 (Professional Model) in SPICE PARK
SPICE MODEL of CMS16 (Professional Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of TPCA8014-H (Professional+BDSP Model) in SPICE PARK
SPICE MODEL of TPCA8014-H (Professional+BDSP Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of RURD660S , TC=25degree (Standard Model) in SPICE PARK
SPICE MODEL of RURD660S , TC=25degree (Standard Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of RURD660S , TC=25degree (Standard Model) in SPICE PARK
SPICE MODEL of RURD660S , TC=25degree (Standard Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of TPC8110 (Professional+BDP Model) in SPICE PARK
SPICE MODEL of TPC8110 (Professional+BDP Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of CUS520 (Professional Model) in SPICE PARK
SPICE MODEL of CUS520 (Professional Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of CUS10F30 (Professional Model) in SPICE PARK
SPICE MODEL of CUS10F30 (Professional Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of D1NL20U (Professional Model) in SPICE PARK
SPICE MODEL of D1NL20U (Professional Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of C2D05120 (Professional Model) in SPICE PARK
SPICE MODEL of C2D05120 (Professional Model) in SPICE PARK
Tsuyoshi Horigome
SPICE MODEL of RURD460S , TC=80degree (Standard Model) in SPICE PARK
SPICE MODEL of RURD460S , TC=80degree (Standard Model) in SPICE PARK
Tsuyoshi Horigome
Semelhante a Securities Expected Return and Standard Deviation Analysis
(20)
Solar Installation Methods
Solar Installation Methods
SPICE MODEL of TPCA8014 (Standard+BDS Model) in SPICE PARK
SPICE MODEL of TPCA8014 (Standard+BDS Model) in SPICE PARK
SPICE MODEL of TPCA8014 (Professional+BDP Model) in SPICE PARK
SPICE MODEL of TPCA8014 (Professional+BDP Model) in SPICE PARK
SPICE MODEL of CUS08F30 (Professional Model) in SPICE PARK
SPICE MODEL of CUS08F30 (Professional Model) in SPICE PARK
SPICE MODEL of TPCA8011-H (Professional+BDP Model) in SPICE PARK
SPICE MODEL of TPCA8011-H (Professional+BDP Model) in SPICE PARK
Free SPICE Model of D1NL20U in SPICE PARK
Free SPICE Model of D1NL20U in SPICE PARK
SPICE MODEL of TPCA8004-H (Standard+BDS Model) in SPICE PARK
SPICE MODEL of TPCA8004-H (Standard+BDS Model) in SPICE PARK
SPICE MODEL of UF5408 (Professional Model) in SPICE PARK
SPICE MODEL of UF5408 (Professional Model) in SPICE PARK
SPICE MODEL of TPCA8004-H (Professional+BDP Model) in SPICE PARK
SPICE MODEL of TPCA8004-H (Professional+BDP Model) in SPICE PARK
SPICE MODEL of SG10SC4M (Standard Model) in SPICE PARK
SPICE MODEL of SG10SC4M (Standard Model) in SPICE PARK
SPICE MODEL of CMS16 (Professional Model) in SPICE PARK
SPICE MODEL of CMS16 (Professional Model) in SPICE PARK
SPICE MODEL of TPCA8014-H (Professional+BDSP Model) in SPICE PARK
SPICE MODEL of TPCA8014-H (Professional+BDSP Model) in SPICE PARK
SPICE MODEL of RURD660S , TC=25degree (Standard Model) in SPICE PARK
SPICE MODEL of RURD660S , TC=25degree (Standard Model) in SPICE PARK
SPICE MODEL of RURD660S , TC=25degree (Standard Model) in SPICE PARK
SPICE MODEL of RURD660S , TC=25degree (Standard Model) in SPICE PARK
SPICE MODEL of TPC8110 (Professional+BDP Model) in SPICE PARK
SPICE MODEL of TPC8110 (Professional+BDP Model) in SPICE PARK
SPICE MODEL of CUS520 (Professional Model) in SPICE PARK
SPICE MODEL of CUS520 (Professional Model) in SPICE PARK
SPICE MODEL of CUS10F30 (Professional Model) in SPICE PARK
SPICE MODEL of CUS10F30 (Professional Model) in SPICE PARK
SPICE MODEL of D1NL20U (Professional Model) in SPICE PARK
SPICE MODEL of D1NL20U (Professional Model) in SPICE PARK
SPICE MODEL of C2D05120 (Professional Model) in SPICE PARK
SPICE MODEL of C2D05120 (Professional Model) in SPICE PARK
SPICE MODEL of RURD460S , TC=80degree (Standard Model) in SPICE PARK
SPICE MODEL of RURD460S , TC=80degree (Standard Model) in SPICE PARK
Mais de iipmff2
Stocks price
Stocks price
iipmff2
Statistics
Statistics
iipmff2
Statistical calculation sample
Statistical calculation sample
iipmff2
Solver 1
Solver 1
iipmff2
Sharp portfolio optimiser
Sharp portfolio optimiser
iipmff2
Residual
Residual
iipmff2
Portfolio evaluation
Portfolio evaluation
iipmff2
Pm
Pm
iipmff2
Mckinsey tutorial on valuations
Mckinsey tutorial on valuations
iipmff2
Mck valuation sprdsheet
Mck valuation sprdsheet
iipmff2
Market model calculation
Market model calculation
iipmff2
Calculation of beta
Calculation of beta
iipmff2
Iipm chapter 1
Iipm chapter 1
iipmff2
Iipm chapter 3
Iipm chapter 3
iipmff2
Iipm chapter 1
Iipm chapter 1
iipmff2
Financial functions
Financial functions
iipmff2
Financial functions
Financial functions
iipmff2
Advanced functions
Advanced functions
iipmff2
Sustainable competitive advantage cs & notes toyota cs
Sustainable competitive advantage cs & notes toyota cs
iipmff2
Small business comp adv
Small business comp adv
iipmff2
Mais de iipmff2
(20)
Stocks price
Stocks price
Statistics
Statistics
Statistical calculation sample
Statistical calculation sample
Solver 1
Solver 1
Sharp portfolio optimiser
Sharp portfolio optimiser
Residual
Residual
Portfolio evaluation
Portfolio evaluation
Pm
Pm
Mckinsey tutorial on valuations
Mckinsey tutorial on valuations
Mck valuation sprdsheet
Mck valuation sprdsheet
Market model calculation
Market model calculation
Calculation of beta
Calculation of beta
Iipm chapter 1
Iipm chapter 1
Iipm chapter 3
Iipm chapter 3
Iipm chapter 1
Iipm chapter 1
Financial functions
Financial functions
Financial functions
Financial functions
Advanced functions
Advanced functions
Sustainable competitive advantage cs & notes toyota cs
Sustainable competitive advantage cs & notes toyota cs
Small business comp adv
Small business comp adv
Securities Expected Return and Standard Deviation Analysis
1.
Securities Expected Return
Standard Deviation X 20 15 Rf 8 0 Riskfree Lending Portfolios X Rf Expected Return Standard Deviation A 0 1 8.00 0.00 B 0.25 0.75 11.00 3.75 C 0.5 0.5 14.00 7.50 D 0.75 0.25 17.00 11.25 E 1 0 20.00 15.00 F 1.25 -0.25 23.00 18.75 G 1.50 -0.50 26.00 22.50 35 H 1.75 -0.75 29.00 26.25 30 I 2.00 -1.00 32.00 30.00 25 20 15 10 5 Security ER 0 X 20.00 0 5 Y 25.00 Rf 8.00 30 25 Variance-Covariance Matrix 20 146 187 15 187 854 10 5 0 10 15 20 25 Proportion X Y Rf ER(P) Er of Risky SD 0.8 0.2 0 21 21 13.69 0.25 0.25 0.5 15.25 11.25 9.27 0.35 0.35 0.3 18.15 15.75 12.97 0.1 0.1 0.8 10.9 4.5 3.71
2.
35
30 25 20 15 10 5 0 0 5 10 15 20 25 30 35 Column K 10 15 20 25 30 35 1 0 20 12.08 0.75 0.25 21.25 14.34 0.5 0.5 22.5 18.53 0.25 0.75 23.75 23.66 0 1 25 29.22
3.
Rf
8 E(Rm) 18 Beta E(Ri) 0.5 13 0.9 17 1.1 19 1.4 22 1.5 23 1.9 27 2 28 E(Ri) 30 25 20 15 E(R 10 5 0 0.5 0.9 1.1 1.4 1.5 1.9
4.
E(Ri) 1.5
1.9 2
5.
ER
Var Rf 8% 0% X 12% 0% Probability of Occurrence T-Bills 0.05 0.08 0.2 0.08 0.5 0.08 0.2 0.08 0.05 0.08
6.
sd
Cov Correlation 0 0 #DIV/0! 0.05 Equity B Devg of Rf Devg of X Codeviation -0.02 0 0 0 0.09 0 0 0 0.12 0 0 0 0.15 0 0 0 0.26 0 0 0
7.
Riskfree and Risky 14.00% 12.00% 10.00%
8.00% Column E 6.00% 4.00% 2.00% 0.00% 0.00% 1.00% 2.00% 3.00% 4.00% 5.00% 6.00%
8.
Portfolio
Wt of Rf Wt of X ER (P) SD (P) 1 100% 0% 8.00% 0.00% 0 0.00% 2 80% 20% 8.80% 0.96% 0 0.96% 3 60% 40% 9.60% 1.93% 0 1.93% 4 40% 60% 10.40% 2.89% 0 2.89% 5 20% 80% 11.20% 3.85% 0 3.85% 6 0% 100% 12.00% 4.82% 0 4.82%
Baixar agora