Portfolio risk and return

assignment
Due date: 17 Februari 2023
Time: 23:59
 Assignment
• Upload it to moodle
• Excel of your calculation
• Word of your analysis 4 pages
Assignment Step 1: choosing the company

• Choose three different stocks (each group has to

choose different stocks) Nama perusahaan dan
ticker bisa dilihat di
http://www.idx.co.id/id-id/beranda/perusahaanter
catat/profilperusahaantercatat.aspx
• Extract 5 year data from 1 january 2018 to 31
december 2022 (frequent:monthly) adjusted
closing price to calculate each stock return (yahoo
finance) search the ticker (ex: TLKM)
• In your report you need to explain the characteristic
of the company, and why you choose this company
 Assignment step 3: making presentation

• You need to do:

1. 15 minutes (max) of presentation
– Reasons on choosing the stock
– Result of your investment
– What do you learn from this project?
Present on class during week 7 (20 feb-24 feb)
 Assignment step 2: calculating
• You need to calculate:
1. Return of each stock (using arithmetic and
geometric average)
2. Beta, Variance and standard deviation of each
stock
3. Return, variance and standard deviation of the
portfolio (decide your own stocks 'weight, that is
the most profitable for you)
4. Find the most efficient portfolio using the solver
add-ins from your microsoft excel