feudiliman

Sampaguita St. Mayapa Village, Quezon City

[name of sector]

Subject:

INVESTMENT AND PORTFOLIO MANAGEMENT

Submitted By:

Submitted To:

Prof. Edna A. Delantar

Date Submitted:
Table of Contents PAGES

I. List of Companies 3
II. Nature of Business per company 4
III. Presentation of Data 5
1. Computations of Variance and Standard Deviation 5
2. Computations of Covariance and Correlation 23
IV. Findings and Analysis 167
V. Recommendation to Investors 168

2
I. List of Companies:
[Identify total of 9 companies for the group with 3 member or 12 companies for
the group with 4 members]

NAME OF COMPANY Listing Date Market Capitalization

1
2
3
4
5
6
7
8
9

3
II. About the Company:
[you have to describe each company according to the following:
a. Nature of Business of the Company
b. Product/Service
c. Top Management and Board Members
d. Market Capitalization and listing date
e. New articles about the stock performance of the company]

SOURCE: Company website or PSE edge or PSE.com.ph

4
III. STOCK PERFORMANCE

[COMPANY 1]-ABC COMPANY

YEAR/QTR STOCK PRICE RATE OF RETURN (%)

2018 DEC 20.00
2019 MAR 21.00 5.00
2019 JUN 23.00 9.52
2019 SEP
2019 DEC
2020 MAR
2020 JUN
2020 SEPT
2020 DEC
2021 MAR
2021 JUN
2021 SEPT
2021 DEC
EXPECTED RETURN 120/12=10%

FORMULA:
RATE OF RETURN=
CURRENT PRICE MINUS PREVIOUS PRICE
Analysis: PREVIOUS PRICE
[Write down your observation base on the price movement and return.]

[COMPANY2]- please specify the year number

YEAR/QTR STOCK RATE OF RETURN

PRICE
2018 DEC
2019 MAR
2019 JUN
2019 SEP
2019 DEC
2020 MAR
2020 JUN
2020 SEPT
2020 DEC
2021 MAR
2021 JUN
2021 SEPT
2021 DEC
EXPECTED RETURN

5
 Analysis:
[Write down your observation base on the price movement and return.]

[COMPANY3]- please specify the year number

YEAR/QTR STOCK PRICE RATE OF RETURN

2018 DEC
2019 MAR
2019 JUN
2019 SEP
2019 DEC
2020 MAR
2020 JUN
2020 SEPT
2020 DEC
2021 MAR
2021 JUN
2021 SEPT
2021 DEC
EXPECTED RETURN

Analysis:
[Write down your observation base on the price movement and return.]

[COMPANY4]- please specify the year number

YEAR/QTR STOCK PRICE RATE OF RETURN

2018 DEC
2019 MAR
2019 JUN
2019 SEP
2019 DEC
2020 MAR
2020 JUN
2020 SEPT
2020 DEC
2021 MAR
2021 JUN
2021 SEPT
2021 DEC
EXPECTED RETURN

Analysis:
[Write down your observation base on the price movement and return.]

6
[COMPANY5]- please specify the year number

YEAR/QTR STOCK PRICE RATE OF RETURN

2018 DEC
2019 MAR
2019 JUN
2019 SEP
2019 DEC
2020 MAR
2020 JUN
2020 SEPT
2020 DEC
2021 MAR
2021 JUN
2021 SEPT
2021 DEC
EXPECTED RETURN

Analysis:
[Write down your observation base on the price movement and return.]

[COMPANY6]- please specify the year number

YEAR/QTR STOCK PRICE RATE OF RETURN

2018 DEC
2019 MAR
2019 JUN
2019 SEP
2019 DEC
2020 MAR
2020 JUN
2020 SEPT
2020 DEC
2021 MAR
2021 JUN
2021 SEPT
2021 DEC
EXPECTED RETURN

Analysis:
[Write down your observation base on the price movement and return.]

7
 1. Computations of Variance and Standard Deviation

Variance Standard
Deviation
COMPANY 1 0.81% 0.1991%
COMPANY 2 -3.91% 0.1991%
COMPANY 3 -0.78% 0.2105%
COMPANY 4 5.74% 0.4325%
COMPANY 5 -4.69% 0.4325%

Analysis:

[Write down your observation, what company/ies has the highest SD or the lowest SD.]

8
III. SUMARY OF VARIANCE AND STANDARD DEVIATION

NAME OF E/R VALUE VARIANCE STANDARD

COMPANY DEVIATION
COMPANY1 1.2
COMPANY2 3.4
COMPANY3 1.05
COMPANY4 .9
COMPANY5 6.0
COMPANY6 7.10
[CREATE A LINE GRAPH FOR THE ABOVE DATA]

NAME OF COMPANY COVARIANE CORRELATION

COEFFICIENT
COMPANY1 &2
COMPANY2 & 3
COMPANY3 &4
COMPANY 4&5
COMPANY 1&3
COMPANY 2&4
COMPANY 3&5
COMPANY 1&4
COMPANY 2&5
COMPANY 1&5

ANAYSIS: [ Based on SD/E/R]

 Which company has the highest E/R value

 Which company has lowest E/R value
 Which company has the highest standard value
 Which company has the lowest standard value
 How do you associate the E/R value with the standard deviation
 What are the factors behind the lower value /higher value for E/R
 Any other observation from the data?

INVESTMENT RECOMMENDATION:

9
[What is the best combination of assets can you recommend and which are not? Explain your
recommendation}

B. GRAPHICAL PRESENTATION BASED ON STANDARD DEPRECIATION

[use line graph]

STANDARD
COMPANY DEVIATION
NAMES
COMPANY1 1.2
COMPANY2 3.4
COMPANY3 1.05
COMPANY4 .9
COMPANY5 6.0
COMPANY6 7.10

10
 [SECTOR
8
7
6
5
Standard deviation

4 Series1
3
2
1
0
1 2 3 4 5 6
NY NY NY NY NY NY
PA PA PA PA PA PA
M M M M M M
CO CO CO CO CO CO

ANALYSIS:

IV. RECOMMENDATION TO INVESTORS: (risk and return analysis)

11
12
REFERENCES:

13