ΝΕΟΜΑ course 7

Financial Data Visualization & Analytics
Course 7
2223_FI_3_2_010_E & 2223_FI_3_2_011_E
NEOMA Business School | March 7th 2023

Structure of today’s class
Instructions
1. Power BI visualizations related to the structure of CAC40.
2. Power BI visualizations related to Stanley Cup data.
3. Explanation of the Project 1 (deadline Friday 10th of March) and Project 2.
4. You will start working on Project 1 for the rest of the hour with me being alert for
any remarks or questions.
Financial Data Visualization & Analytics | NEOMA Business School | 28th February 2023 2
Each TEAM LEADER must send me an email, NOW, indicating the
team members at tgelsinis@gmail.com!!!
Each team must have a maximum of 5 members.

Same teams for Project 1 and Project 2!!!
Financial Analysis | CAC40 - Weights
Example
• The CAC 40 (Cotation Assistée en Continu) is a benchmark French

stock market index. The index represents a capitalization-weighted
measure of the 40 most significant stocks among the 100 largest
market caps on the Euronext Paris (formerly the Paris Bourse).
• Number of sectors: 11
• The following contains a couple of templates you can use for your
projects
CAC Weights.pbix[Pie chart]
Data : CAC 40 Weights.xls
Visual : Pie chart
CAC Weights.pbix[Treemap]
Visual : Treemap
CAC Weights.pbix[Bubble Chart by Akvelon 2.2.2]
Visual : Bubble Chart by Akvelon 2.2.2
CAC Weights.pbix[Bubble / Scatter Chart - xViz - beta]
Visual : Bubble / Scatter Chart - xViz - beta
Real estate sector is missing… ?

Values of the x-axis is 100 times too high… ?
CAC Weights.pbix[Image]
Visual : Image by CloudScope (2.0.5)
Financial Analysis | Seasonality
• Is seasonality present in CAC 40 monthly returns?

Would it be smart to
sell on 7.31 of each
• You are given the file Seasonality.xls year, and buy on
9.30?
Average monthly returns CAC 40 (1988 - 2022)

3.00%
2.50%
2.00%
1.50%
1.00%
0.50%
0.00%
-0.50%
-1.00%
-1.50%
• …Is seasonality present in CAC 40 monthly returns?
• Average monthly returns (𝐗 ̅) : 0.80%
• Monthly standard deviation (𝛔) of returns : 5.49%
• Test : is there a seasonality effect?

Since Test always less
than Critical value : no
seasonality !
January February March April May June July August September October November December
Average 0.27% 1.42% 0.87% 2.82% 0.97% -0.30% 1.07% -1.26% -1.43% 1.99% 1.64% 1.58%
ഥ)
(𝐀𝐯𝐞𝐫𝐚𝐠𝐞𝐢 −𝐗
Test = 𝛔𝟐 /𝐧
(0.30) 0.35 0.04 1.13 0.09 (0.62) 0.15 (1.15) (1.25) 0.66 0.47 0.43
Critical value
(Z-table) @ 1.645 1.645 1.645 1.645 1.645 1.645 1.645 1.645 1.645 1.645 1.645 1.645
95%
Compare Test
vs Critical Less Less Less Less Less Less Less Less Less Less Less Less
value
• …Is seasonality present in CAC 40 monthly returns?
Seasonality[Matrix] Seasonality.pbix[Line and clustered column chart]

Data : Seasonality.xls Data : Seasonality.xls
Visual : Stacked area chart Visual : Line and clustered column chart
Financial Analysis | Stanley Cup
• Stanley Cup is the trophy for the best hockey team in

North America
• A team has approx. 18 players
• Some won this trophy more than once (H. Richard won
the trophy 11 times !)
• The following contains a couple of templates you can use

for your projects
• You may find all the data in Stanley Cup.xlsx
Stanley Cup.pbix[Matrix] Note: Large table,
Data : Stanley Cup.xls does not fit here
Visual : Matrix
Stanley Cup.pbix[Ribbon chart 1] Note: Large graph,
Data : Stanley Cup.xls does not fit here
Visual : Ribbon chart
Stanley Cup.pbix[Ribbon chart 2]
Data : Stanley Cup.xls
Visual : Ribbon chart
Stanley Cup.pbix[Chord]
Visual : Chord
Stanley Cup.pbix[Forced-directed graph]
Visual : Forced-directed graph 2.0.2
Stanley Cup.pbix[Radar Chart]
Visual : Radar chart 2.0.2
Stanley Cup.pbix[Network Navigator]
Visual : Network Navigator
Stanley Cup.pbix[Sankey]
Visual : Sankey 3.0.3
Stanley Cup.pbix[Line and Bubble Chart]
Visual : Line and Bubble Chart
Stanley Cup.pbix[BCCD & IC] Note: You may find
Data : Stanley Cup.xls the logo in the excel
Visual : Bubble Chart with Categorical Data & image by CloudScope 2.0.5 file
Open PROJECT 1
Open PROJECT 2

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Financial Data Visualization & Analytics

NEOMA Business School | March 7th 2023

1. Power BI visualizations related to the structure of CAC40.

2. Power BI visualizations related to Stanley Cup data.

3. Explanation of the Project 1 (deadline Friday 10th of March) and Project 2.

Each team must have a maximum of 5 members.

• The CAC 40 (Cotation Assistée en Continu) is a benchmark French

Real estate sector is missing… ?

• Is seasonality present in CAC 40 monthly returns?

Average monthly returns CAC 40 (1988 - 2022)

• …Is seasonality present in CAC 40 monthly returns?

• Average monthly returns (𝐗 ̅) : 0.80%

• Monthly standard deviation (𝛔) of returns : 5.49%

• Test : is there a seasonality effect?

• …Is seasonality present in CAC 40 monthly returns?

Seasonality[Matrix] Seasonality.pbix[Line and clustered column chart]

• Stanley Cup is the trophy for the best hockey team in

• A team has approx. 18 players

• The following contains a couple of templates you can use

• You may find all the data in Stanley Cup.xlsx

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