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    Ivette Herrera
    The document shows the closing prices of Microsoft (MSFT) and Coca-Cola (KO) stocks on various dates from 2017 to 2022. It also calculates the annual returns of MSFT and compares them to the average return over the period. Various stock portfolios with different allocations to MSFT are modeled and their returns and risks shown. Metrics like variance, standard deviation, and covariance are also calculated for the stock returns.

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    Untitled

    Uploaded by

    Ivette Herrera
    14 views4 pages
    The document shows the closing prices of Microsoft (MSFT) and Coca-Cola (KO) stocks on various dates from 2017 to 2022. It also calculates the annual returns of MSFT and compares them to the average return over the period. Various stock portfolios with different allocations to MSFT are modeled and their returns and risks shown. Metrics like variance, standard deviation, and covariance are also calculated for the stock returns.

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    The document shows the closing prices of Microsoft (MSFT) and Coca-Cola (KO) stocks on various dates from 2017 to 2022. It also calculates the annual returns of MSFT and compares them to the average return over the period. Various stock portfolios with different allocations to MSFT are modeled and their returns and risks shown. Metrics like variance, standard deviation, and covariance are also calculated for the stock returns.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    14 views4 pages

    Untitled

    Uploaded by

    Ivette Herrera
    The document shows the closing prices of Microsoft (MSFT) and Coca-Cola (KO) stocks on various dates from 2017 to 2022. It also calculates the annual returns of MSFT and compares them to the average return over the period. Various stock portfolios with different allocations to MSFT are modeled and their returns and risks shown. Metrics like variance, standard deviation, and covariance are also calculated for the stock returns.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 4

    Date Close

    9/1/2017 74.489998
    9/1/2018 114.370003
    9/1/2019 139.029999
    9/1/2020 210.330002
    9/1/2021 281.920013
    9/1/2022 258.519989
    Date MSFT KO r MSFT
    9/1/2017 74.49 45.01
    9/1/2018 114.37 46.19 53.54%
    9/1/2019 139.03 54.44 21.56%
    9/1/2020 210.33 49.37 51.28%
    9/1/2021 281.92 52.47 34.04%
    9/1/2022 258.52 62.12 -8.30%

    promedio 30.42%

    W (% de Inversión en MSFT) Rentabilidad Riesgo (DS)


    30% Portafolio 1 14.14%
    50% Portafolio 2 18.80%
    70% Portafolio 3 23.45%

    Portafolio 1 Portafolio 2 Portafolio 3


    9/1/2018 17.90% 28.08% 38.26%
    9/1/2019 18.97% 19.71% 20.45%
    9/1/2020 8.87% 20.99% 33.10%
    9/1/2021 14.61% 20.16% 25.71%
    9/1/2022 10.38% 5.05% -0.29%

    Promedio 14.14% 18.80% 23.45%


    Desv. Estandar 4.461% 8.407% 14.920%
    r KO (rMSFT - Prom)^2 (rKO - Prom)^2 (rMSFT - Prom) (rKO - Prom)

    2.62% 5.34% 0.21% 23.1% -4.5%


    17.86% 0.79% 1.14% -8.9% 10.7%
    -9.31% 4.35% 2.72% 20.9% -16.5%
    6.28% 0.13% 0.01% 3.6% -0.9%
    18.39% 15.00% 1.26% -38.7% 11.2%
    25.61% 5.33%
    7.17%
    varianza manual 6.40% 1.333% Covarianza Manual
    varianza excel 6.40% 1.333% Covarianza Excel
    desv.est. manual 25.30% 11.55%
    desv.est. Excel 25.30% 11.55%

    Coeficiente Variacion 0.832 1.611


    (rMSFT - Prom)*(rKO - Prom)

    -1.1%
    -0.9%
    -3.4%
    0.0%
    -4.3%
    -9.8%

    -0.02454
    -0.02454

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