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  • SAPM Sheet

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    Mridav Goel
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    1) The document outlines the calculation of a small-cap stock portfolio including 14 securities weighted between 4-10% with expected returns ranging from 7-14%. 2) It calculates the portfolio expected return as 9.15% compared to the T Bill rate of 6.26%, as well as the portfolio standard deviation, variance, excess returns and a Sharpe Ratio of 0.0167. 3) It provides the beginning purchase price, expected price increase, projected price, and historical portfolio return for each security.

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    1) The document outlines the calculation of a small-cap stock portfolio including 14 securities weighted between 4-10% with expected returns ranging from 7-14%. 2) It calculates the portfolio expected return as 9.15% compared to the T Bill rate of 6.26%, as well as the portfolio standard deviation, variance, excess returns and a Sharpe Ratio of 0.0167. 3) It provides the beginning purchase price, expected price increase, projected price, and historical portfolio return for each security.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    2 views5 pages

    SAPM Sheet

    Uploaded by

    Mridav Goel
    1) The document outlines the calculation of a small-cap stock portfolio including 14 securities weighted between 4-10% with expected returns ranging from 7-14%. 2) It calculates the portfolio expected return as 9.15% compared to the T Bill rate of 6.26%, as well as the portfolio standard deviation, variance, excess returns and a Sharpe Ratio of 0.0167. 3) It provides the beginning purchase price, expected price increase, projected price, and historical portfolio return for each security.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 5

    SMALL-CAP STOCK PORTFOLIO CALCULATION

    T Bill Rate

    Increase in % expected
    Beginning
    Securities Weights purchase price at the end of holding Projected price Dividend HPR
    period

    Apollo finvest 4% 660.0 9% 719.40 0 9.0%


    Aarti drugs 6% 415.0 10% 456.50 0 10.0%
    Karur Vyasa 8% 59.1 9% 64.42 0 9.0%
    KPI green 10% 690.6 8% 745.79 0 8.0%
    LT Foods 7% 88.7 7% 94.91 0 7.0%
    Maharastra scooter 8% 3965.0 10% 4361.50 0 10.0%
    Marksans Pharma 7% 48.9 10% 53.79 0 10.0%
    Meghmani Organics 9% 130.0 7% 139.10 0 7.0%
    Prudent corp. advisory 7% 548.3 7% 586.68 0 7.0%
    Pudumjee papers 6% 41.6 14% 47.37 0 14.0%
    Venkys 9% 2230.1 8% 2408.45 0 8.0%
    VST tillers tractors 9% 2647.0 10% 2911.70 0 10.0%
    Zen Tech. 10% 193.3 11% 214.56 0 11.0%
    9.2%
    OLIO CALCULATION

    Expected Return/Value
    6.26% 0.06 (Mean ) 0.0915 9.15%

    Portfolio
    Risk
    SD Weighted Variance Excess Return premium Sharpe Ratio
    Return

    0.03 0.001 2.8%


    0.21 0.043 3.8%
    0.04 0.002 2.8%
    0.36 0.132 1.8%
    0.57 0.324 0.8%
    0.24 0.058 3.8%
    0.22 1.35 0.051 3.8% 2.9% 0.0167
    0.65 0.416 0.8%
    0.57 0.324 0.8%
    1.19 1.411 7.8%
    0.35 0.119 1.8%
    0.26 0.065 3.8%
    0.59 0.342 4.8%
    1.81 3.29
    SMALL-CAP STOCK PORT

    Increase in % expected
    Beginning
    Securities Weights purchase price at the end of holding
    period

    Apollo finvest 4% 660.0 9%


    Aarti drugs 6% 415.0 10%
    Karur Vyasa 8% 59.1 9%
    KPI green 10% 690.6 8%
    LT Foods 7% 88.7 7%
    Maharastra scooter 8% 3965.0 10%
    Marksans Pharma 7% 48.9 10%
    Meghmani Organics 9% 130.0 7%
    Prudent corp. advisory 7% 548.3 7%
    Pudumjee papers 6% 41.6 14%
    Venkys 9% 2230.1 8%
    VST tillers tractors 9% 2647.0 10%
    Zen Tech. 10% 193.3 11%
    SMALL-CAP STOCK PORTFOLIO CALCULATION

    Expected Return/Value
    T Bill Rate
    6.26% 0.06 (Mean )

    Portfolio
    Projected price Dividend HPR SD Weighted Variance
    Return

    719.40 0 9.0% 0.03 0.001


    456.50 0 10.0% 0.21 0.043
    64.42 0 9.0% 0.04 0.002
    745.79 0 8.0% 0.36 0.132
    94.91 0 7.0% 0.57 0.324
    4361.50 0 10.0% 0.24 0.058
    53.79 0 10.0% 0.22 1.35 0.051
    139.10 0 7.0% 0.65 0.416
    586.68 0 7.0% 0.57 0.324
    47.37 0 14.0% 1.19 1.411
    2408.45 0 8.0% 0.35 0.119
    2911.70 0 10.0% 0.26 0.065
    214.56 0 11.0% 0.59 0.342
    9.2% 1.81 3.29
    0.0915 9.15%

    Risk
    Excess Return premium Sharpe Ratio

    2.8%
    3.8%
    2.8%
    1.8%
    0.8%
    3.8%
    3.8% 2.9% 0.0167
    0.8%
    0.8%
    7.8%
    1.8%
    3.8%
    4.8%

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