Final Semester Report_Part2(a)

Final Semester Report_Part2(a) - BUS 415 INVESTMENTS AND...

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BUS 415 INVESTMENTS AND PORTFOLIO MANAGEMENT TEAM PROJECT REQUIREMENTS: FINAL SEMESTER REPORT Beyond the first part, your report should include some solid financial basis for the recommendations. At the very least, your recommendations should go beyond calculating CAPM betas and should utilize at least one other type of security analysis tool. You have to deal with two alternatives where you have number of choices: Alternative 1: Multifactor (APT) analysis that includes: 1. Collect relevant macroeconomic (e.g. S&P 500 stock index, GDP, Industrial Production, Unemployment, Interest rate, Excepted inflation, Labor income, etc.) or firm-specific variables (CAPM Betas, Market Size, BE/ME, P/E, EPS, Price, DY, etc.) that may be significant factors in expected returns analysis. Use monthly or quarterly data for the last five years (if monthly data are not available, e.g. for GDP, extend your observation period) 2. Run multifactor regression analysis for each stock in the sample or for the portfolio as a whole (the optimal portfolio from the first phase of the project) using STATA and
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Final Semester Report_Part2(a) - BUS 415 INVESTMENTS AND...

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