Your group project will require you to access Wharton Research Data Services (WRDS) to complete your group project. In this project, your group will:
Understand beta and R2 as two important measures used to evaluate the riskiness of a stock
Identify both the lowest and the highest beta stocks by industry, and note each stock’s corresponding R2 value
Understand the difference between market and firm-specific risk
Become familiar with how alpha, beta and R2 are used for analyzing stock performance and risk
Learn how to use historical company returns to estimate beta and compute cost of equity
Gain working knowledge of the CAPM
Learn how to handle data and run regressions in a spreadsheet (Excel or Google Sheets)
Learn to work collaboratively in an online environment
Perform visual and data analysis using visualization tools, and spreadsheets, and perform linear regression analysis on financial data
Read the following PowerPoint slides in the Group Project Folder:
CAPM Equity Valuation
Market and Firm-Specific Risk
Summarize (using your own words) each sector of your group’s choice by first taking a look at the detailed industry sector primer at the following link:
[login to view URL]
You must cite this source and any other outside source using APA format.
For each sector that you examine, you must first Clear All Companies then select ALL ENERGY (or whatever industry sector that you choose) then X-out the box to get back to the visualization tool. You should feel free to use screenshots (print screen) that must be customized to fit in the body of your word document appropriately.
In your analysis of each industry, you must report and interpret the Selected Industry’s average beta, and the Selected Industry’s R2, based on your group’s reading of the materials. Is your Selected Industry’s average beta considered a reliable estimate? Why or Why not?
Provide visual aids of your analysis (i.e. Figure 1, Figure 2, etc.) from your cropped screenshots with arrows or other identifying features. Then your group must identify the name (and Ticker in parenthesis) of each firm in the sector you examining that has the:
Highest alpha, it’s corresponding beta, R2, idiosyncratic volatility, and total volatility.
Lowest alpha, it’s corresponding beta, R2, idiosyncratic volatility, and total volatility.
Highest beta, it’s corresponding alpha, R2, idiosyncratic volatility, and total volatility.
Lowest beta, it’s corresponding alpha, R2, idiosyncratic volatility, and total volatility.
Highest idiosyncratic risk, it’s corresponding alpha, beta, R2, and total volatility.
Lowest idiosyncratic risk, it’s corresponding alpha, beta, R2, and total volatility.
Remember to interpret these results. Use the data from these firms to assist with your industry analysis below. Do any of the firms identified have a negative alpha and a high beta? Which ones? What may be the rationale based on your reading (in your own words)? How do these firms’ exposure to market risk compare to the industry as a whole? Does there exist any overlap among these firms? If so, which firms?
13 freelances font une offre moyenne de 19 $ pour ce travail
Hi, I am a professional writer with master education. I just read your posting. It sounds like you need an expert article writer to complete your writing. I have a background in seo article writing and have been doi Plus
I have read and understood all your project details and I feel my self the best candidate to complete this project with 100% accuracy. I have vast amount of experience in this industry since I am working from 2009 as a Plus
FINA 307 Group project After reading your project details, I feel, I am the best option for you to fulfill this project with 100% perfection. I am working in this industry since 2014 and I have served more than 1200 c Plus
FINA 307 Group project This project is my strength and I can fulfill your requirements properly within your given deadline. I always give plagiarism-free work to my clients at very competitive prices. I have more Plus
FINA 307 Group project We are the World’s Best Translation Company with 1500 Native Translators across the World. Our translators are CERTIFICATE HOLDERS in their Native Languages. In last Five Years we have served mo Plus
Hi! hope you are doing well? While going through the provided description I can see that you need a FINA 307 Group project. I have a Technical background and have extensive skills in Article Writing for websites inclu Plus
yes, I can do it before your deadline.......... I am a PhD writer with 10 years of experience. I have worked on several similar projects of academic writing, and can deliver professional academic writing. I have succes Plus
FINA 307 Group project I am a supreme writer who has full command over Academic Writing including; SWOT, PESTEL, Porter Five Forces Analysis, 7Ps, summaries, Case Studies, Dissertations/Thesis and Report Writing Proje Plus
FINA 307 Group project Hi... It's Zeeshan here :-) I have read your project details and I can provide you QUALITY WORK within your given timeline and budget. I am very much sure that I can fulfill your expectations Plus
Grettings! I am existing after reading your project details about"FINA 307 Group project" I have completed MPhil in business administration and I have about 4 year experience in all type of business subject, scien Plus
FINA 307 Group project I am an academic expert who can help you in your solutions like; Case Studies, Summaries, Reports, Thesis & Dissertations and Online Exams and Courses in almost every language. I am new on this Plus
Greetings! I have done several projects in portfolio and stock performance. I can also perform regression, correlation, and descriptive statistics in Excel. One of the recent projects included building up a portfolio o Plus