Company Name Ticker Symbol Market Cap Stock 1 INTC 163.54B Stock 2 AABA 55.72B Stock 3 MU 35.53B 6/1/2017 6/2/2017 6/5/2017 6/6/2017 6/7/2017 6/8/2017 6/9/2017 6/12/2017 6/13/2017 6/14/2017 6/15/2017 6/16/2017 6/19/2017 6/20/2017 6/21/2017 6/22/2017 6/23/2017 6/26/2017 6/27/2017 6/28/2017 6/29/2017 6/30/2017 7/3/2017 7/5/2017 7/6/2017 7/7/2017 7/10/2017 7/11/2017 7/12/2017 7/13/2017 7/14/2017 7/17/2017 7/18/2017 7/19/2017 7/20/2017 7/21/2017 Closing price Vol. Closing price Vol. Closing price 36,12 17510900 50,65 7776700 30,76 36,32 19127400 50,60 9857200 31,21 36,34 11685700 50,60 16600800 31,21 36,13 18420900 50,50 27315900 31,57 36,26 17192000 50,55 25993500 32,50 36,48 17154200 55,71 75397900 32,45 35,71 33322100 54,02 74186700 30,60 35,73 28488300 53,12 57753300 31,20 35,88 20588200 52,00 157375700 31,54 35,53 19149000 52,63 72069000 31,06 35,31 20410000 52,58 72688400 30,56 35,21 30762800 52,58 269377100 29,86 35,51 21583800 54,46 39430300 31,20 34,86 21536500 53,81 47512900 30,83 34,58 27138500 55,09 28731700 32,01 34,36 24602900 54,56 17258900 31,89 34,19 29260900 54,73 13065600 31,73 34,07 18854800 54,31 22718100 32,50 33,65 27078900 53,64 17023600 31,66 34,20 25940100 54,95 14675900 32,24 33,54 25215700 54,30 11963000 31,47 33,74 24172100 54,48 8813700 29,86 33,46 12676900 54,45 4559100 29,14 34,34 30010800 55,62 8817600 30,51 33,63 20733200 54,53 5978200 30,10 33,88 18304500 54,55 2776100 30,20 33,65 29918400 54,80 4164400 30,50 33,92 25737500 55,25 10200800 31,37 34,25 23768300 56,34 5836100 31,45 34,24 15046200 56,46 3806300 31,13 34,68 16316400 57,23 4420300 31,79 34,47 21044400 57,51 6905800 31,72 34,53 14362800 58,48 7126600 31,90 34,56 17036200 58,36 8682700 31,82 34,75 17506200 58,45 8757000 32,00 34,73 21981900 58,16 8826700 32,01 Stock 4 MSFT 569.696B Stock 5 FB 476.55B Stock 6 IBM 138.18B Vol. Closing price Vol. Closing price Vol. Closing price 20534800 70,10 21603600 151,53 14530600 152,67 20206300 71,76 34770300 153,61 16854400 152,05 24360800 72,28 33316800 153,63 12520400 152,41 33125800 72,52 31511100 152,81 13457100 152,37 32635800 72,39 22301800 153,12 12066700 150,98 29156500 71,95 24588300 154,71 17799400 152,10 53064200 70,32 49187400 149,60 35577700 154,10 46550900 69,78 47761700 148,44 33170200 155,18 33767900 70,65 25258600 150,68 20483400 154,25 28935000 70,27 25510700 150,25 20808800 153,81 33670600 69,90 26068700 149,80 18994200 154,22 42881700 70,00 48345100 150,64 22882400 155,38 24915000 70,87 23798300 152,87 19026500 154,84 25793300 69,91 21512200 152,25 14743900 154,95 30579000 70,27 19891100 153,91 15039800 153,79 23050800 70,26 22965700 153,40 13005500 154,40 45323800 71,21 27617300 155,07 18027000 154,11 34750700 70,53 19607000 153,59 18049700 155,23 33221500 69,21 25215100 150,58 19360800 154,75 25806200 28415900 69,80 153,24 16719100 155,32 53948400 68,49 28918700 151,04 23973500 154,13 73146300 68,93 23963300 150,98 14865500 153,83 36830400 68,17 16165500 148,43 13862700 155,58 40444600 69,08 21176300 150,34 14334300 153,67 27143800 68,57 21117600 148,82 14951800 152,36 22023100 69,46 16878300 151,44 13615900 152,94 24907900 69,98 15014500 153,50 13378700 153,42 28530500 69,99 17460000 155,27 13667700 153,19 22258600 71,15 17750900 158,90 22739400 153,70 23773000 71,77 20269800 159,26 13929200 153,63 28887600 72,78 25868100 159,97 16371200 154,24 22320500 73,35 21803900 159,73 12858800 153,01 14045000 73,30 26435300 162,86 23722900 154,00 19984100 73,86 22416200 164,14 26273600 147,53 23179300 74,22 42361000 164,53 18523100 147,66 21014900 73,79 46076000 164,43 14638600 147,08 Stock 7 BABA 384.18B Stock 8 APPL 783.48B Stock 9 HD 175.33B Vol. Closing price Vol. Closing price Vol. Closing price 2918100 123,97 8901400 153,18 16404100 155,15 3585700 124,13 7342100 155,45 27770700 155,35 3975100 125,37 10030600 153,93 25331700 154,79 3797200 124,62 9257100 154,45 26624900 154,20 4865700 125,64 9431600 155,37 21069600 154,96 3709000 142,34 81381500 154,99 21250800 153,50 4361500 139,44 54367400 148,98 64882700 152,96 6471500 139,08 32177600 145,42 72307300 152,18 3523500 136,60 40879600 146,59 34165400 153,99 3049100 136,67 32862000 145,16 31531200 156,76 4654300 135,08 30510400 144,29 32165400 156,77 6742000 134,87 36431300 142,27 50361100 156,64 4629500 139,47 24951600 146,34 32541400 158,81 4481700 138,38 20580500 145,01 24900100 157,67 3959700 143,29 30911600 145,87 21265800 156,59 2376500 142,27 21897600 145,63 19106300 155,48 3282200 143,01 11759000 146,28 35439400 151,31 2153500 142,73 17828100 145,82 25692400 151,42 2386500 141,53 17374800 143,73 24761900 152,24 2221000 143,95 17759800 145,83 22082400 153,23 3262200 140,81 24130300 143,68 31499400 152,16 3571500 140,90 12189800 144,02 23024100 153,40 2822500 140,99 6975700 143,50 14258300 154,01 3564400 144,87 16995800 144,09 21569600 152,69 2757500 142,20 11934200 142,73 24128800 152,05 2460100 142,43 8046200 144,18 19201700 152,23 3206200 143,81 10351500 145,06 21090600 151,18 3447500 145,81 13519900 145,53 19781800 150,60 3097900 149,00 14955800 145,74 24884500 152,59 2476100 149,52 11683400 147,77 25199400 153,29 3256400 151,83 11469400 149,04 20132100 152,88 4762600 151,23 15342700 149,56 23793500 153,89 7566800 153,75 15313000 150,08 17868800 152,17 14293600 153,15 16896100 151,02 20923000 153,30 7212200 152,11 16739800 150,34 17243700 147,03 6456500 151,89 11437000 150,27 25070300 146,65 Stock 10 WMT 230.85B Vol. Closing price Vol. 3385100 79,81 8153100 3485600 79,62 7996500 2651800 80,26 10145700 3260300 78,93 11525900 3159000 79,15 8511200 4041600 78,93 10933000 4705300 79,42 9405100 4473900 79,24 10410600 3753800 79,52 5528000 5999400 79,90 5006500 3972300 78,91 11297200 9105400 75,24 56233000 5196100 75,50 16095100 4201200 75,54 10019200 4071300 76,24 9011400 3347400 75,52 8111300 11422200 74,84 13080300 4128500 75,50 8587500 4567100 76,01 6454400 5087000 76,51 6988900 2855400 75,93 7063500 3534600 75,68 6865800 1658500 75,36 4848600 4432500 75,32 6036900 3408500 75,47 6161800 3775400 75,33 5307100 5081100 73,23 15066700 5642000 73,47 7532600 4275900 73,94 5700200 3288000 75,05 8160500 3588400 76,34 9151900 4166600 76,37 8835600 3783600 76,20 4314900 2808400 75,87 5313600 18264100 76,02 4965400 9052600 76,15 6915800 Final Project Using Stock Data Collected During the Semester 1. Be sure your data is listed so that each column is a different stock and the rows contain the prices for each day of your collection. Stock 1 Stock 2 Stock 3… Stock 10 HPR1 Volatility1 $10,000 HPR2 Volatility2 $10,000 HPR3 Volatility3 $10,000 HPR1 Volatility10 $10,000 1/1/17 1/2/17 1/32/174 Investment 2. Compute the holding period return for each. Here is a website that will help: http://financetrain.com/how-to-calculate-the-holding-period-returns/ 3. Compute the annualized volatility for each of your stocks: https://www.fool.com/knowledge-center/how-to-calculate-annualized-volatility.aspx 4. Compute the return on an equally weighted portfolio of your ten stock. https://www.boundless.com/finance/textbooks/boundless-finance-textbook/introduction-torisk-and-return-8/implications-across-portfolios-80/calculating-expected-portfolio-returns-3493894/ 5. Construct a correlation matrix for the ten stocks in your spreadsheet. www.ruf.rice.edu/~admn543/Correlation%20matrix%20steps.doc 6. Using the correlation matrix, construct 6 portfolios of two stocks each. Find 2 portfolios of positively correlated stocks, 2 portfolios of negatively correlated stocks and 2 portfolios of stocks that have correlations that are as close to zero as you have. 7. Compare the portfolio returns you get to the individual returns of the stock that comprise them. 8. Lastly, create portfolio of 5 stocks of your own choosing and weight. Compute the daily value of that portfolio, then use this column to determine the holding period return and volatility of your self-constructed portfolio.
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