Stock project Part B template

Stocks ETFs

month NKE ULTA DKS JWN TM VZ XPH KIE

17-Jan 1 52.0458 272.28 50.23 42.42 115.75 46.21 38.53 27.22
17-Feb 2 56.237 273.43 47.651 44.76 113.15 47.3 41.54 28.52
17-Mar 3 54.8301 285.23 47.368 45.03 108.62 46.46 41.53 28.07
17-Apr 4 54.6851 281.44 49.383 46.67 108.14 43.75 42.77 28.31
17-May 5 52.2967 304.84 40.18 40.42 107.54 44.98 41.43 28.34
17-Jun 6 58.2281 287.34 38.91 46.66 105.02 43.07 42.74 28.85
17-Jul 7 58.4761 251.21 36.637 47.38 112.84 46.68 42.97 30.07
17-Aug 8 52.2967 221.01 25.864 43.53 112.98 46.87 42.71 29.07
17-Sep 9 51.5225 226.06 26.501 46.38 119.17 48.35 42.35 29.59
17-Oct 10 54.6427 201.79 24.16 39.01 124 46.77 40.44 30.39
17-Nov 11 60.0384 221.71 29.086 44.71 126.34 50.32 42.87 30.85
17-Dec 12 62.1549 223.66 28.375 47.03 127.17 52.33 43.37 30.39
18-Jan 13 68.0143 222.1 31.237 48.95 137.92 53.46 44.61 31.39
18-Feb 14 66.8279 203.35 31.793 50.93 134.6 47.74 41.55 30.28
18-Mar 15 65.9705 204.92 33.928 47.02 128.04 47.31 41.14 30.47

Correlations

month NKE ULTA DKS JWN TM VZ XPH

month 1
NKE 0.75664 1
ULTA -0.849504 -0.516097 1
DKS -0.785255 -0.275 0.813384 1
JWN 0.445653 0.71098 -0.25478 -0.047569 1
TM 0.830434 0.764816 -0.827679 -0.575067 0.413708 1
VZ 0.59154 0.554618 -0.59845 -0.513867 0.32229 0.799892 1
XPH 0.395714 0.412104 -0.152909 -0.368643 0.540467 0.198944 0.448203 1
KIE 0.904451 0.730653 -0.800001 -0.779944 0.396245 0.803572 0.69982 0.555754

Copy and paste your 2 selections in the green area below.

Risk and Return Frontier for 2 stocks and/or ETFs Weightings
Monthly % return JWN 1 0.88
month JWN VZ JWN VZ VZ 0 0.12
16-Aug 42.42 46.21
16-Sep 44.76 47.3 0.055163 0.023588 0.055163 0.051374
16-Oct 45.03 46.46 0.006032 -0.017759 0.006032 0.003177
16-Nov 46.67 43.75 0.03642 -0.05833 0.03642 0.02505
16-Dec 40.42 44.98 -0.133919 0.028114 -0.133919 -0.114475
17-Jan 46.66 43.07 0.154379 -0.042463 0.154379 0.130758
17-Feb 47.38 46.68 0.015431 0.083817 0.015431 0.023637
17-Mar 43.53 46.87 -0.081258 0.00407 -0.081258 -0.071019
17-Apr 46.38 48.35 0.065472 0.031577 0.065472 0.061405
17-May 39.01 46.77 -0.158905 -0.032678 -0.158905 -0.143758
17-Jun 44.71 50.32 0.146116 0.075903 0.146116 0.137691
17-Jul 47.03 52.33 0.05189 0.039944 0.05189 0.050456
17-Aug 48.95 53.46 0.040825 0.021594 0.040825 0.038517
17-Sep 50.93 47.74 0.040449 -0.106996 0.040449 0.022756
17-Oct 47.02 47.31 -0.076772 -0.009007 -0.076772 -0.06864

x-coor St dev 0.093616 0.052039 0.093616 0.083294

y-coor Average 0.011523 0.002955 0.011523 0.010495

JWN and VZ R
0.014

Average expected monthly return 1/17-3/17

0.012

0.01

0.008

0.006

0.004

0.002

0
0.04 0.05 0.

Risk (stdev) by p
 <--- list your stocks and EFTs

<--- populate your data (do only for your stocks and ETFs for now)

KIE

<--- these will be computed automatically for you

0.75 0.62 0.5 0.38 0.25 0.12 0

0.25 0.38 0.5 0.62 0.75 0.88 1

0.047269 0.043164 0.039375 0.035586 0.031482 0.027377 0.023588 <--- these will be computed automatically for you
8.438E-05 -0.003008 -0.005863 -0.008718 -0.011811 -0.014904 -0.017759
 0.012733 0.000415 -0.010955 -0.022325 -0.034642 -0.04696 -0.05833
-0.093411 -0.072346 -0.052902 -0.033458 -0.012394 0.00867 0.028114
0.105168 0.079579 0.055958 0.032337 0.006747 -0.018842 -0.042463
0.032527 0.041418 0.049624 0.05783 0.06672 0.075611 0.083817
-0.059926 -0.048833 -0.038594 -0.028354 -0.017262 -0.006169 0.00407
0.056998 0.052592 0.048524 0.044457 0.040051 0.035644 0.031577
-0.127348 -0.110939 -0.095792 -0.080644 -0.064235 -0.047826 -0.032678
0.128563 0.119435 0.11101 0.102584 0.093457 0.084329 0.075903
0.048904 0.047351 0.045917 0.044484 0.042931 0.041378 0.039944
0.036017 0.033517 0.031209 0.028902 0.026402 0.023901 0.021594
0.003588 -0.01558 -0.033273 -0.050967 -0.070135 -0.089302 -0.106996
-0.059831 -0.051021 -0.04289 -0.034758 -0.025948 -0.017139 -0.009007

0.072788 0.063326 0.055978 0.050564 0.047646 0.048327 0.052039

0.009381 0.008267 0.007239 0.006211 0.005097 0.003983 0.002955

<--- the graph will be drawn automatically for you

JWN and VZ Risk vs. Return Weightings
Label the title and adjust your axes if need be
.014

.012 Print out your graph and hand in in lecture on

Tuesday, April 3.
0.01 On the print out, label the % weighting of eac

.008 Which % percentage weighting has the least r

For this graph, weightings of 62% AMZN and
.006

.004

.002

0
0.04 0.05 0.06 0.07 0.08 0.09 0.1

Risk (stdev) by percentage weighting of a 2-stock portfolio

mputed automatically for you
e drawn automatically for you

and adjust your axes if need be.

graph and hand in in lecture on

t, label the % weighting of each of your two stocks.

ntage weighting has the least risk? Label this on your graph.
weightings of 62% AMZN and 38% IRBT has the least risk.