GROUP MEMBERS: 4/14/2022

CIRO LOO
EDUARDO VILLARREAL Compass, Inc. Return
7.97
8.2 0.0288582183186951
8.23 0.00365853658536599
8.06 -0.0206561360874848
8.25 0.0235732009925558
7.71 -0.0654545454545455
7.66 -0.00648508430609596
7.57 -0.0117493472584856
7.85 0.0369881109643328
8.58 0.0929936305732485
8.86 0.0326340326340326
8.31 -0.0620767494356658
7.9 -0.049338146811071
8.27 0.0468354430379746
8.25 -0.00241837968561059
8.4 0.0181818181818182
8.84 0.0523809523809523
8.33 -0.0576923076923077
8.39 0.00720288115246104
8.34 -0.00595947556615026
8.8 0.0551558752997603
8.5 -0.0340909090909092
8.96 0.0541176470588236
8.3 -0.0736607142857143
7.73 -0.0686746987951807
7.35 -0.0491591203104788
7.87 0.070748299319728
7.65 -0.0279542566709021
7.61 -0.00522875816993464
7.4 -0.0275952693823916
7.56 0.0216216216216215
7.46 -0.0132275132275132
6.98 -0.0643431635388739
6.63 -0.0501432664756448
6.63 0
7.29 0.0995475113122172
6.88 -0.056241426611797
6.51 -0.0537790697674419
5.86 -0.0998463901689707
5.85 -0.00170648464163834
6.29 0.0752136752136753
6.44 0.0238473767885533
 6.75 0.0481366459627329
6.57 -0.0266666666666666
7.44 0.132420091324201
7.19 -0.0336021505376344
7.51 0.0445062586926286
7.61 0.0133155792276965
7.87 0.0341655716162943
8.3 0.0546378653113088
7.96 -0.0409638554216868
7.86 -0.0125628140703517

Compass, Inc.
QUESTION 1 Returns: -0.0138017565872019

QUESTION 2 Portfolio Return: 0.0321002267406713

QUESTION 3 Beta: 0.297333709862712
Weights: 10%
QUESTION 4 Portfolio Beta: 0.205622501309042
MR: 0.0103081178083219
QUESTION 5 Alpha: 0.001322323434
Bank of America Return Pfizer, Inc. Return
46.034916 53.701698
46.214043 0.00389111169443633 53.136002 -0.0105340430762544
45.527401 -0.0148578647403777 53.642151 0.00952553788295929
44.701435 -0.0181421733254662 52.391659 -0.0233117422901256
44.333237 -0.00823682729648387 51.151093 -0.0236786928239855
45.208958 0.0197531481854124 52.143547 0.0194024006486038
45.67667 0.0103455602759081 52.609997 0.00894549808819108
45.248764 -0.00936815227554899 53.369999 0.0144459616677036
45.646816 0.00879696957026273 54.330002 0.0179876900503596
45.915501 0.00588617177592404 52.689999 -0.0301859550824239
46.711609 0.017338545429353 53.07 0.00721201380170837
46.661854 -0.0010651527760477 53.860001 0.0148860184661767
46.20409 -0.00981024028749474 53.380001 -0.00891199389320466
48.04509 0.0398449574485722 53 -0.00711878967555658
48.273968 0.0047638166563951 53.209999 0.00396224528301893
49.13974 0.0179345522207746 51.700001 -0.0283780873591071
49.040222 -0.00202520404055869 51.470001 -0.00444874266056585
48.81134 -0.00466723009532866 50.599998 -0.0169031082785486
47.68684 -0.0230376793589359 50.779999 0.00355733215641624
47.189274 -0.0104340316951175 49.799999 -0.0192989369692582
47.557476 0.0078026629526024 49.790001 -0.000200763056240283
47.448009 -0.00230178321490405 49.68 -0.00220929901166294
45.84584 -0.0337668330825008 48.900002 -0.0157004428341385
45.736378 -0.00238761030444639 48.529999 -0.00756652320791324
45.338326 -0.0087031815243437 47.529999 -0.0206058112632559
44.562119 -0.0171203277333177 46.869999 -0.0138859670499887
43.387859 -0.0263510808361695 45.959999 -0.0194154047240325
44.800953 0.0325688806170408 47.720001 0.0382942131917801
43.984943 -0.0182141214719249 46.939999 -0.0163453894311528
42.263359 -0.0391403030805337 45.75 -0.0253514918055282
42.950001 0.0162467446092015 47.700001 0.0426229726775956
42.490002 -0.0107101045236298 47.830002 0.00272538778353485
40.950001 -0.0362438439047378 48.650002 0.0171440511334288
38.34 -0.0637362865998464 47.98 -0.0137718802149279
38.59 0.00652060511215441 47.439999 -0.0112547102959566
41.040001 0.0634879761596267 48.75 0.0276138496545921
40.669998 -0.00901566742164546 49.200001 0.00923078974358975
40.330002 -0.00835987255273529 50.27 0.0217479467124402
41.200001 0.0215720048811304 52.25 0.0393873085339168
41.5 0.00728152894947745 52.209999 -0.000765569377990366
42.799999 0.0313252771084337 52.919998 0.0135989085155891
43.029999 0.00537383190125768 54.240002 0.024943387186069
 42.900002 -0.0030210783876615 54.509998 0.00497780217633484
42.84 -0.00139864795344292 54.189999 -0.00587046435041151
44.18 0.0312791783380018 53.040001 -0.0212215910910056
43.09 -0.0246717971933001 52.189999 -0.0160256784308883
43.07 -0.000464144813181785 52.59 0.00766432281403192
43.73 0.0153238913396795 52.779999 0.00361283513976028
43.549999 -0.00411619025840378 53.279999 0.00947328551484057
43.439999 -0.00252583243457708 52.740002 -0.0101350790190518
43 -0.0101288906567424 52.439999 -0.0056883388059029
41.220001 -0.0413953255813953 51.77 -0.0127764876578277

Bank of America Pfizer, Inc.

-0.104592674829688 -0.0359708923915217

0.214196173459366 0.168767422308218
10% 9%

QUESTION 6 One of the reasons why our portfolio outperformed the S&P500 is
increased massively. For instance, one of the stocks we chose was
made $120 per share. Another we chose because we knew it wou
per share. However, the only slight loss we have is Pfizer, Inc. by -$
high, meaning a positive portfolio making a profit.
Walmart, Inc. Return Apple, Inc. Return
141.970901 169.583939
143.385437 0.00996356288532675 166.018478 -0.0210247563597399
140.675919 -0.018896744723106 164.300659 -0.0103471554533827
139.649887 -0.00729358661591531 162.203354 -0.0127650431396018
139.659836 7.12424493405138E-05 161.414337 -0.00486436920410413
136.621582 -0.0217546725459424 159.576691 -0.0113846516620143
135.22699 -0.0102076991027669 159.486801 -0.000563302819708155
135.316635 0.000662922394412463 159.01741 -0.00294313383337598
136.990173 0.0123675703286592 170.113266 0.0697776174319529
139.271347 0.0166520995633752 174.557602 0.0261257461249377
140.367111 0.00786783515492245 174.387817 -0.000972658870508489
140.307343 -0.000425797749730641 175.616257 0.00704429943061893
140.446808 0.000993996443935235 172.679993 -0.016719773272471
138.793198 -0.01177392369074 172.389999 -0.00167937231732461
137.428482 -0.00983272969904467 171.660004 -0.0042345553932047
137.458359 0.00021740034936862 174.830002 0.018466724491047
137.159515 -0.00217406931214712 176.279999 0.00829375383751352
135.55571 -0.0116929911862111 172.119995 -0.0235988428840416
134.808609 -0.00551139454029649 168.639999 -0.0202184295903564
133.433914 -0.0101973828689235 168.880005 0.00142318549231029
133.852295 0.00313549222576212 172.789993 0.0231524626020706
133.015533 -0.00625138328782479 172.550003 -0.00138891145160244
138.344925 0.0400659372616278 168.880005 -0.0212691853734711
137.458359 -0.00640837385252829 167.300003 -0.00935576713181651
135.924286 -0.0111602743635257 164.320007 -0.01781228898125
134.529678 -0.0102601826431518 160.070007 -0.0258641663762831
134.011688 -0.00385037716361737 162.740005 0.0166801891874722
135.854568 0.0137516363498086 164.850006 0.0129654721345253
134.639267 -0.00894560277134009 165.119995 0.00163778580632858
135.466064 0.00614083111429892 163.199997 -0.0116278952164454
135.635406 0.00125006953771094 166.559998 0.020588241800029
138.753342 0.0229876261070064 166.229996 -0.00198128004300293
142.26976 0.0253429427307054 163.169998 -0.0184082179728862
141.124176 -0.00805219605346903 159.300003 -0.0237175647939886
138.205475 -0.0206817930331086 157.440002 -0.0116760889200988
138.922699 0.00518954838800697 162.949997 0.0349974271468823
142.080475 0.0227304538619712 158.520004 -0.0271862109945298
141.522644 -0.00392616226824969 154.729996 -0.0239087049228185
143.49501 0.0139367520578544 150.619995 -0.0265624061671921
145.218338 0.0120096719739591 155.089996 0.0296773413118227
144.790009 -0.00294955172947917 159.589996 0.0290154111552108
145.009995 0.00151934516420954 160.619995 0.00645403236929698
 145.440002 0.00296536111183225 163.979996 0.0209189459880136
144.229996 -0.00831962309791492 165.380005 0.00853768163282557
143.800003 -0.00298130078295222 168.820007 0.0208005919458038
141.949997 -0.0128651318595592 170.210007 0.00823362126741285
142.830002 0.00619940132862427 174.070007 0.022677867582721
143.449997 0.00434078968926983 174.720001 0.0037340953286685
146 0.0177762499360666 175.600006 0.00503665862501919
147.229996 0.0084246301369863 178.960007 0.0191344013963188
149.869995 0.0179311218618792 177.770004 -0.00664954712479415
148.919998 -0.00633880717751406 174.610001 -0.0177757941660393

Walmart, Inc. Apple, Inc.

0.0489473332285184 0.0296376061886381

-0.0785382978746532 0.243858817449787
8% 8%

ormed the S&P500 is because the stocks that we chose

stocks we chose was Palo Alto Network, Inc., in which we
ause we knew it would increase Tesla, Inc. by a total of $47.09
ave is Pfizer, Inc. by -$1.93 per share. Overall, our weights were
rofit.
Target Corporations Return Microsoft Corporation Return
219.060638 302.025482
222.874115 0.0174083168697791 302.704071 0.00224679386489643
220.76326 -0.00947106396810588 300.977661 -0.00570329296958807
216.312546 -0.0201605738201185 295.419159 -0.0184681546847426
219.628189 0.015328019855122 295.758453 0.00114851724968859
213.753632 -0.0267477368308126 287.894714 -0.0265883829193546
210.796463 -0.0138344736991417 296.097748 0.0284931733758752
211.26442 0.00221994711552638 299.221283 0.0105489995148494
216.730728 0.0258742480158277 307.623932 0.0280817223820272
219.478821 0.0126797571593079 310.338318 0.00882371531484095
218.283997 -0.00544391479121355 308.122894 -0.00713873818185752
216.67099 -0.00738948810800826 312.813171 0.015222098361831
212.299942 -0.0201736651500969 300.628387 -0.038952272888791
213.116394 0.00384574763567305 305.308716 0.0155684865514714
210.378265 -0.0128480449045136 300.32901 -0.0163103958027848
212.031097 0.00785647699870512 303.931549 0.0119953080789633
215.705185 0.0173280620247888 310.56781 0.0218347223966538
212.917267 -0.0129246684543072 301.756073 -0.0283729888168384
210.647095 -0.0106622259058022 294.431213 -0.0242741096382176
207.670013 -0.0141330313622412 294.391296 -0.000135573262064449
207.179993 -0.00235960884733038 299.850006 0.0185423620676611
207.809998 0.00304085829368674 299.5 -0.00116727027846052
204 -0.0183340456988023 290.730011 -0.0292821001669449
204.389999 0.00191175980392151 287.929993 -0.00963099058940966
196.350006 -0.039336528398339 287.720001 -0.000729316170962432
189.899994 -0.0328495635492877 280.269989 -0.0258932711459292
191.550003 0.00868883123819378 294.589996 0.0510936153067747
199.220001 0.0400417534840759 297.309998 0.00923317844099507
199.770004 0.00276078203613704 298.790009 0.00497800615504357
219.429993 0.0984131181175728 294.950012 -0.0128518253098616
224.899994 0.0249282284760406 300.190002 0.0177656883770528
223.839996 -0.00471319710217502 295.920013 -0.0142242878561959
224.100006 0.00116158865549655 289.859985 -0.0204786014253115
211.039993 -0.058277611112603 278.910004 -0.0377767941994476
208.809998 -0.0105666938683039 275.850006 -0.010971273730289
216 0.0344332267078514 288.5 0.0458582335503012
214.779999 -0.00564815277777776 285.589996 -0.0100866689774697
206.970001 -0.0363627806889039 280.070007 -0.0193283696113782
208.759995 0.00864856738344417 276.440002 -0.0129610629816565
215.350006 0.0315674035152185 287.149994 0.0387425550662527
215.589996 0.00111441835762013 294.390015 0.0252133768110057
220.630005 0.0233777498655364 295.220001 0.0028193415459421
 226.050003 0.0245660058793907 300.429993 0.0176478286781118
223 -0.0134926032272603 299.160004 -0.0042272377245637
222.770004 -0.00103137219730942 304.059998 0.0163791748043966
216.720001 -0.0271580683726163 299.48999 -0.0150299547130827
217.039993 0.00147652269529112 304.100006 0.0153928884234162
218.610001 0.0072337267353303 303.679993 -0.00138116735190062
219.520004 0.00416267780905407 310.700012 0.0231165014548719
222.929993 0.0155338417358994 315.410004 0.0151592913359784
221.960007 -0.00435107895060135 313.859985 -0.00491429878679441
212.220001 -0.0438818061489789 308.309998

Target Corporations Microsoft Corporation

-0.031227139035357 0.0208078999109088

0.379739645960966 0.283562395303942
10% 8%
Palo Alto Network, Inc. Return Tesla, Inc. Return
502.369995 1030.51001
519.609985 0.0343173162640815 995.650024 -0.0338278965383363
519.669983 0.000115467373091282 996.27002 0.000622704750720736
483.630005 -0.0693516639001257 943.900024 -0.0525660663762621
504.209991 0.0425531621016773 930 -0.0147261612952348
475.470001 -0.0570000406834461 918.400024 -0.0124730924731182
476.23999 0.00161942708978595 937.409973 0.0206989857395735
485.220001 0.018856062465481 829.099976 -0.115541758803114
496.170013 0.0225671076572129 846.349976 0.0208056935222972
517.400024 0.0427877752459015 936.719971 0.106776153556599
512.859985 -0.00877471741284647 931.25 -0.00583949437328692
509.399994 -0.0067464631696701 905.659973 -0.027479223624161
492.410004 -0.0333529450336036 891.140015 -0.0160324607831598
515.5 0.046891809289886 923.320007 0.0361110391838931
510.980011 -0.00876816488845783 907.340027 -0.0173070873357562
513.25 0.00444242230837482 922 0.0161570883723396
534.48999 0.041383321967852 932 0.0108459869848156
527.75 -0.0126101332599326 904.549988 -0.0294528025751073
510.149994 -0.0333491350071057 860 -0.0492509961760123
521.02002 0.0213075098066159 875.76001 0.0183255930232558
526.400024 0.0103259064786032 922.429993 0.0532908359220467
526.409973 1.89000751261478E-05 923.390015 0.0010407532357851
499.140015 -0.0518036500041766 876.349976 -0.050942763334949
482.170013 -0.0339984803662756 856.97998 -0.022103037063357
475.51001 -0.0138125615870682 821.530029 -0.041366136697849
477.609985 0.00441625824028388 764.039978 -0.0699792447878981
539.940002 0.130504007364922 800.77002 0.0480734556536517
569.75 0.0552098342215437 809.869995 0.0113640305864597
594.25 0.0430013163668276 870.429993 0.0747774314073704
576.75 -0.0294488851493479 864.369995 -0.00696207397347802
582.059998 0.00920675856090152 879.890015 0.0179552970253207
573.409973 -0.0148610538943099 839.289978 -0.0461421726668872
557.51001 -0.027728786991293 838.289978 -0.00119148330876411
533.51001 -0.0430485544107092 804.580017 -0.0402127687133104
525.150024 -0.0156697828406255 824.400024 0.0246339786984792
554.909973 0.0566694232884582 858.969971 0.0419334619039263
551.849976 -0.00551440260382573 838.299988 -0.0240636852251497
546.030029 -0.0105462485333151 795.349976 -0.0512346565845352
525.309998 -0.0379466877269493 766.369995 -0.0364367660457438
540.059998 0.0280786584229452 801.890015 0.0463483959859362
553.919983 0.0256637874520009 840.22998 0.0478119995046952
564.159973 0.0184864065465572 871.599976 0.0373350115405309
 577.02002 0.0227950361873688 905.390015 0.0387678291996648
577.200012 0.000311933717655013 921.159973 0.0174178616272901
597.419983 0.0350311340603368 993.97998 0.0790525089391828
604.039978 0.011080973500011 999.109985 0.0051610747733572
622.159973 0.0299980061915703 1013.919983 0.0148231908622152
622.400024 0.00038583485022749 1010.640015 -0.00323493772190508
625.25 0.00457901010620779 1091.839966 0.0803450781631678
616.51001 -0.0139783926429429 1099.569946 0.00707977381366535
615.75 -0.0012327618167951 1093.98999 -0.00507467125697526
622.51001 0.0109784977669508 1077.599976 -0.0149818683441519

Palo Alto Network, Inc. Tesla, Inc.

0.23914647808534 0.0456957870792541

0.227300890351144 0.207406456743384
15% 10%
Alphabet, Inc. Return S&P 500 Return
2725.810059 4,530.41
2713.040039 -0.00468485320825501 4,602.45 0.0159014305548504
2670.129883 -0.0158162634473379 4,631.60 0.00633358320025216
2601.840088 -0.0255754581208888 4,575.52 -0.0121081267812419
2607.439941 0.00215226640016324 4,543.06 -0.00709427562331714
2534.709961 -0.0278932522496019 4,520.16 -0.00504065541727394
2584.800049 0.0197616645575647 4,456.24 -0.0141410923507133
2582.419922 -0.000920816680160896 4,511.61 0.0124252733245965
2665.790039 0.0322837181860929 4,461.18 -0.01117782787076
2713.969971 0.0180734158711439 4,463.12 0.000434862525161415
2757.570068 0.0160650624236402 4,411.67 -0.0115278101417842
2960.72998 0.073673526688425 4,357.86 -0.0121971951664563
2853.01001 -0.0363829091905234 4,262.45 -0.0218937735494027
2860.320068 0.00256222655173931 4,173.11 -0.0209597766542716
2778.76001 -0.0285143117067415 4,204.31 0.00747643843560336
2784.26001 0.00197930011235479 4,259.52 0.0131317624057218
2829.060059 0.0160904688639334 4,277.88 0.00431034482758613
2772.050049 -0.0201515728938436 4,170.70 -0.0250544662309369
2682.600098 -0.0322685194779469 4,201.09 0.00728654662286914
2706 0.00872284393691248 4,328.87 0.0304159158694529
2728.51001 0.00831855506282334 4,363.49 0.00799746816143702
2749.75 0.00778446475261421 4,386.54 0.00528246884947604
2646.169922 -0.0376689073552141 4,306.26 -0.0183014403151458
2609.350098 -0.0139143838397843 4,373.94 0.0157166543590028
2588.050049 -0.00816297093146906 4,384.65 0.0024485932591668
2551.699951 -0.0140453612997342 4,288.70 -0.0218831605715393
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Alphabet, Inc.
0.024645859229328

0.137640169722876
8%