Investment Analysis Group Project
Provide a general overview of investment analysis and portfolio management.
Discuss the importance of investment analysis in making informed investment decisions.
Highlight the role of portfolio management in diversifying risk and achieving investment objectives.
Describe the Bloomberg terminal filters used to select a sample of 5 to 10 stocks.
Specify the stock market from which the stocks were selected.
Identify the sector or industry to which the selected stocks belong.
Indicate the market index used as a benchmark for performance comparison.
Clarify the period and frequency of the data collected and the source of the data.
3 Empirical Analysis and Discussion
Present the correlation matrix for the selected stocks.
Analyze the correlation matrix to identify potential relationships between the stocks.
Derive the Variance-Covariance matrix for the selected stocks.
Interpret the Variance-Covariance matrix to assess the volatility of the individual stocks and the portfolio as a whole.
Provide descriptive statistics for the selected stocks, including mean, standard deviation, minimum, and maximum values.
Calculate the betas for the selected stocks and interpret their values.
Introduce any additional relative valuation measures or proxies used to analyze the selected stocks.
Provide a comprehensive discussion of the empirical results, including explanations of any observed patterns or trends.
4 Conclusion and Recommendation
Summarize the key findings of the investment analysis.
Discuss the implications of the findings for potential investment decisions.
Provide specific recommendations for portfolio construction based on the analysis.
Upload the final version of the group project in both Excel and Word formats.
Follow proper formatting guidelines, including clear headings, consistent font, and appropriate margins.