# Bloomberg Project (Bloomberg terminals required)

In the description below, any reference to stock means stocks A, the stock on the left hand columns of the list of stocks :

Don't use plagiarized sources. Get Your Custom Essay on
Bloomberg Project (Bloomberg terminals required)
Get a PLAGIARISM-FREE custom essay written for you!

1. Using daily data and for the past 3 years historical data, generate the two following graphs:

a. Line graph

b. Candle stick graph chart

On the following 2 days, what was the open, high, low and close for the stock?

1 November 2012

1 July 2013

Provide the candle stick graph of those days to illustrate your answer.

3. What has been the total holding period return of the stock from 2 January

2014 until 1 Nov. 2014?

Based on daily data of the past 5 years, answer questions 4-8. Please use 250 trading days per year and note that         annual volatility = daily volatility x Sqrt(number of trading days/year)

4. what has been the annualized volatility of the stock?  Show the formulas and calculations.

5. what has been the correlation of daily returns of this stock with the

daily returns on SPY? Show the formulas and calculations

6. what is the beta of the stock?

7. What is the sharp ratio of the stock?

8. What is the sharp ratio of SPY?

Using the monthly data of the past 5 years, answer question 9.

9. Graph the regression line between returns of the stock vs returns of SPY.  You can use Bloomberg or Excel for this question.

10. Based on all the analysis above, would you have rather owned SPY or your stock? In other words, over the past five years, which stock would have been a better investment, your stock or SPY? Explain.

In the questions below, you need to use both the first stock that you used above ( stock A) and the second stock ( stock B):

11. Build 2 different portfolios with the weights below:

Scenario 11.1 :               20% stock A, 80% stock B          This is  portfolio 1

Scenario 11.2:                   50% stock A and 50% stock B        This is portfolio 2

What were the monthly returns for portfolios in Scenario 11.1  and 11.2 for the past 3 years?

12. What was the risk adjusted return ( ie Sharpe ratio) for the above 2 scenarios for the past 3 years?

13. For the past 3 years, would have rather held portfolio 1 or portfolio 2? Why?

14. Has there been any diversification benefit by adding stock B and holding a  portfolio of the 2 stocks instead of just holding stock A?  Explain.

15. During the period 1 Feb. 2015 and 1 April 2015, on which day did stock A fall the most? Why do you think that happened? Was there any particular news about the company on that day? Explain the likely causes of such fall in the price, if possible.

16. if US Dollar weakens significantly over the next 12 months, keeping everything else the same, do you think it would be beneficial or detrimental or non-material for stock A?

17.  if oil price weakens significantly over the next 12 months, keeping everything else the same, do you think it would be beneficial or detrimental or non-material for stock B?

Order NOW For A 10% Discount!
Pages (550 words)
Approximate price: -

Plagiarism Free Papers

All our papers are original and written from scratch. We will email you a plagiarism report alongside your completed paper once done.

Free Revisions

All papers are submitted ahead of time. We do this to allow you time to point out any area you would need revision on, and help you for free.

Free Title-page

Free Bibliography

Originality & Security

At Homework Sharks, we take confidentiality seriously and all your personal information is stored safely and do not share it with third parties for any reasons whatsoever. Our work is original and we send plagiarism reports alongside every paper.

Our agents are online 24/7. Feel free to contact us through email or talk to our live agents.

Try it now!

## Calculate the price of your order

We'll send you the first draft for approval by at
Total price:
\$0.00

How it works?

Fill in the order form and provide all details of your assignment.

Proceed with the payment

Choose the payment system that suits you most.

Our Services

We work around the clock to see best customer experience.

## Flexible Pricing

Our prces are pocket friendly and you can do partial payments. When that is not enough, we have a free enquiry service.