Investments

Project Submission No 1.

1. Go to following URL: www.ksestocks.com

2. Go to Market Indexes Composition tab to find out the composition of
KSE30/KMI30.
3. Go to Daily Quotation tab to download the data of individual companies
included in KSE30/KMI30 for the time period 1 st Jan 2016 to 14th October
2016.
4. Save all files and develop a master file based on data and Closing Price of
each stock.
5. Calculate Returns for each stock.
6. Calculate Average Daily return for each stock
7. Calculate Average Daily Standard Deviation of returns for each stock
8. Calculate Sharpe ratio for each stock
9. Calculate Coefficient of Variation for each stock
10.Sort Companies w.r.t Sharpe Ratio in Descending order
11.Sort Companies w.r.t. Coefficient of Variation in Ascending Order
12.While Calculating Sharpe Ratio use Risk Free rate equals to 5.75 % per
annum. (Convert it into daily returns by deviding it with 250 to make Average
daily Risk free rate, compatible to average daily returns.