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Comprehensive Case Study on 6 stocks

Martin Mikulik

on 4 May 2015

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Transcript of Statistics

Comprehensive Case Study
Blue Team

Audrey Liapis
Christian Böhler
Armin Kammel
Martin Kollegger
Martin Mikulik
YUM! Restaurants (YUM Equity)
Hewlett Packard (HPY Equity)
Amgen Corp (AMGN Equity)
CSX Corp (CSX Equity)
ConpcoPhillips (COP Equity)
Costoco Wholesale (COST Equity)
Price histogram is not appropriate, as it
is not comparable
Histogram of daily returns
to make any assumptions on
But what
about the market?
Descriptive Statistic
What about investing in the six stocks?
What about risk?
Harry M. Markowitz
21 day moving average
Trading strategy
with moving averages?
Thank you for your attention!
Holding Period Return
Decision for daily returns
More data points for analyses
Inclusion of non
representative data
Standard Deviation
Apple (USD 587) SD 146,75
Penny Stock (USD 1) SD 0,30
Equal weight beta of 6 stocks is 0.9457

Portfolio beta is 0.9287

Difference results of different weightings
through different performance of stocks
USD 66.588,81
As 0.61 > 0.05 H0 cannot be rejected
Full transcript