Professional Documents
Culture Documents
Date FB WMT
1/1/2017 130.320007 60.306561
2/1/2017 135.539993 64.092667
3/1/2017 142.050003 65.131821
4/1/2017 150.25 68.432503
5/1/2017 151.460007 71.54554
6/1/2017 150.979996 69.34861
7/1/2017 169.25 73.298027
8/1/2017 171.970001 71.538673
9/1/2017 170.869995 72.053192
10/1/2017 180.059998 80.508881
11/1/2017 177.179993 89.656143
12/1/2017 176.460007 91.057739
1/1/2018 186.889999 98.814316
2/1/2018 178.320007 83.436005
3/1/2018 159.789993 82.471962
4/1/2018 172 82.488068
5/1/2018 191.779999 76.96772
6/1/2018 194.320007 80.370934
7/1/2018 172.580002 83.730286
8/1/2018 175.729996 89.951637
9/1/2018 164.460007 88.633652
10/1/2018 151.789993 94.64576
11/1/2018 140.610001 92.163528
12/1/2018 131.089996 87.916351
1/1/2019 166.690002 90.939339
2/1/2019 161.449997 93.938065
3/1/2019 166.690002 92.552589
4/1/2019 193.399994 98.116699
5/1/2019 177.470001 96.781006
6/1/2019 193 105.975319
7/1/2019 194.229996 105.869827
8/1/2019 185.669998 109.591293
9/1/2019 178.080002 114.391014
10/1/2019 191.649994 113.022324
11/1/2019 201.639999 114.786194
12/1/2019 205.25 114.545227
1/1/2020 201.910004 110.847412
2/1/2020 192.470001 104.254066
3/1/2020 166.800003 110.005081
4/1/2020 204.710007 118.203506
5/1/2020 225.089996 120.644402
6/1/2020 227.070007 116.994614
7/1/2020 253.669998 126.390915
8/1/2020 293.200012 135.62117
9/1/2020 261.899994 137.218338
10/1/2020 263.109985 136.080627
11/1/2020 276.970001 149.850525
12/1/2020 273.160004 141.376755
1/1/2021 258.329987 138.290833
2/1/2021 257.619995 127.886276
3/1/2021 294.529999 133.703781
4/1/2021 325.079987 138.294922
5/1/2021 328.730011 140.390457
6/1/2021 347.709991 139.939514
7/1/2021 356.299988 141.457794
8/1/2021 379.380005 146.965271
9/1/2021 339.390015 138.82106
10/1/2021 323.570007 148.820801
11/1/2021 324.459991 140.066055
12/1/2021 333.73999 144.358765
Portfolio weights Optimization
PRICES R
HYMC AIRBUS FB
42.200001 57.827705
43.049999 63.872158 4.01%
39.799999 65.724197 4.80%
46 68.396286 5.77%
48.349998 68.626274 0.81%
45.400002 67.621346 -0.32%
41.75 66.30648 12.10%
40 66.31588 1.61%
45.25 75.519905 -0.64%
43 82.413521 5.38%
44.400002 81.981491 -1.60%
47.5 77.952377 -0.41%
40.32 86.874649 5.91%
36.599998 92.359482 -4.59%
46.009998 88.095589 -10.39%
39.5 91.476654 7.64%
37.349998 92.915329 11.50%
36.860001 95.732101 1.32%
34.25 101.212875 -11.19%
34.700001 101.461136 1.83%
31 103.294426 -6.41%
29 93.297264 -7.70%
25.25 90.346817 -7.37%
45 80.168236 -6.77%
32.41 95.693909 27.16%
30.35 108.46965 -3.14%
33.5 112.575455 3.25%
29.5 116.37571 16.02%
30.5 111.22007 -8.24%
31.700001 120.728874 8.75%
28 124.001762 0.64%
30 121.367958 -4.41%
31.4 115.422531 -4.09%
30.700001 124.350349 7.62%
31.5 129.172531 5.21%
31.5 126.34507 1.79%
26.25 129.017609 -1.63%
21.379999 104.674294 -4.68%
25.209999 57.459507 -13.34%
22.67 56.045776 22.73%
22.5 56.700001 9.96%
29 63.52 0.88%
37.650002 62.009998 11.71%
35.900002 68.839996 15.58%
34.740002 62.07 -10.68%
38.5 62.59 0.46%
43.68 87.730003 5.27%
50.490002 89.779999 -1.38%
47.48 83.199997 -5.43%
44.75 95.910004 -0.27%
47.310001 96.540001 14.33%
49.57 99.940002 10.37%
52 106.660004 1.12%
46.689999 108.440002 5.77%
43.900002 115.699997 2.47%
40.630001 115.699997 6.48%
40.5 115.099998 -10.54%
39.349998 110.599998 -4.66%
41.029999 98.720001 0.28%
40.665001 102.5 2.86%
FB
Average Monthly return 1.92%
Monthly variance 0.67%
Average Annual return 23.09%
Annual variance 8.10%
n
RETURN
WMT HYMC AIRBUS
Risk-Free Rate
Equally-Weighted Portfolio
Weights Sharp ratio
Facebook 0.25
Walmart 0.25
Hyundai Moter Company 0.25
Airbus 0.25
Sum 1
2.30188238553034
2.99435654161783
VARIANCE-COVARANCE MATRIX
Facebook Walmart
0.006748557221083 0.001447488968421
0.001447488968421 0.002769373204254
-0.003035791345181 -0.000192003237981
0.003762758276954 0.00081514925687
CE-COVARANCE MATRIX
Hyundai Moter Company Airbus
-0.003035791345181 0.003762758276954
-0.000192003237981 0.00081514925687
0.023088519929865 -0.002665484664673
-0.002665484664673 0.011197627022817
FACEBOOK CAPM
FB Beta 1.1004
1.1004
rf 1.41%
E (Rcs) 39.14%
WALMART BETA
rf 1.41%
E (Rcs) 6.93%
Hyundai Motor Company BETA
rf 2.16%
E (Rcs) 6.74%
AIRBUS BETA
rf 1.20%
E (Rcs) 2.14%
FACEBOOK Intrinisc Value
FACEBOOK
Forward dividend $ 3.00
Expected Mkt Price $ 401.78
Current Mkt Price $ 341.66