AF335
AF335: Final Paper - StockTrak Performance Analysis
Due on the day of the final, at the beginning of the final.
Early Completion Incentive
If you turn your paper in by the beginning of class on December 11th, you will get 5 extra points.
Groups: This project must be done with your trading partner(s) with whom you worked on the StockTrak
Deliverables
1. Submit a hard copy and email me BOTH your write-up and spreadsheet
2. Write-up must be typed.
3. The quality of writing will affect your grade.
4. Spreadsheet should be formatted professionally. Leave time for printing your spreadsheet. Make sure that page breaks make sense and that your printed copy is easy to read and looks professional.
5. Each team must originate its own spreadsheet. (In other words, do not use another team’s or another source’s spreadsheet.)
Please be sure to document your sources and to follow the regulations and procedures regarding Academic Standards, Cheating, Plagiarism, and the Documentation of Written Work in the Undergraduate and Graduate Catalog at UMass Boston. Students caught cheating or plagiarizing will, fail either the assignment in question or the course and will have a description of the incident attached to his or her academic records.
A. Portfolio Analysis
1. Calculate your daily, weekly and contest holding period return. (Hint: Via the “My Portfolio” Tab and the “Graph My Portfolio” link, you can find a link to Historical Portfolio Values. Copy and Paste this data into an Excel Spreadsheet. “Paste Special” as Unicode text.)
2. For the contest period, what is your portfolio’s Sharpe Ratio? (Hint: You will need to calculate the standard deviation of your portfolio return).
3. For the same time period, calculate the Sharpe Ratio for the S&P 500 (Hint: You will need to calculate the return and standard deviation for the S&P500 for that time period. You can find data on finance.yahoo.com.)
4. Relative to the S&P500, calculate your portfolio
Due on the day of the final, at the beginning of the final.
Early Completion Incentive
If you turn your paper in by the beginning of class on December 11th, you will get 5 extra points.
Groups: This project must be done with your trading partner(s) with whom you worked on the StockTrak
Deliverables
1. Submit a hard copy and email me BOTH your write-up and spreadsheet
2. Write-up must be typed.
3. The quality of writing will affect your grade.
4. Spreadsheet should be formatted professionally. Leave time for printing your spreadsheet. Make sure that page breaks make sense and that your printed copy is easy to read and looks professional.
5. Each team must originate its own spreadsheet. (In other words, do not use another team’s or another source’s spreadsheet.)
Please be sure to document your sources and to follow the regulations and procedures regarding Academic Standards, Cheating, Plagiarism, and the Documentation of Written Work in the Undergraduate and Graduate Catalog at UMass Boston. Students caught cheating or plagiarizing will, fail either the assignment in question or the course and will have a description of the incident attached to his or her academic records.
A. Portfolio Analysis
1. Calculate your daily, weekly and contest holding period return. (Hint: Via the “My Portfolio” Tab and the “Graph My Portfolio” link, you can find a link to Historical Portfolio Values. Copy and Paste this data into an Excel Spreadsheet. “Paste Special” as Unicode text.)
2. For the contest period, what is your portfolio’s Sharpe Ratio? (Hint: You will need to calculate the standard deviation of your portfolio return).
3. For the same time period, calculate the Sharpe Ratio for the S&P 500 (Hint: You will need to calculate the return and standard deviation for the S&P500 for that time period. You can find data on finance.yahoo.com.)
4. Relative to the S&P500, calculate your portfolio