• Other Current year-to-date performance of the Fidelity Large Cap Stock Fund (FLCSX) was overall positive at 16.24% year-to-date return. The financial sector contributed and played a big part in making the successful performance this year resulting from a good portfolio mixture of securities and its positive gain. This mixture consists of some of the high return securities such as; JPMorgan Chase, MetLife and Charles Schwab returning, 29.38%, 48.68% and 54.99% respectively. The historic performance
Words: 1839 - Pages: 8
ในพอร์ตการลงทุนที่เขาบริหารจัดการอยู่นั้น ควรซื้อหุ้น PioneerGypsumหรือGlobal Miningในสัดส่วนเท่าไหร่ จึงจะสามารถได้ผลตอบแทนที่สูงบนพื้นฐานความเสี่ยงที่เหมาะสม ซึ่งแต่เดิม John ไม่ได้ทำการกระจายการลงทุน (Diversified) โดยทำการวิเคราะห์จากการคำนวณหา Expected Return, Risk Premium และคำนวณ Standard Deviationเพื่อนำไปคำนวณหา Sharpe Ratio ที่มีอัตราส่วนที่สูงที่สุด ซึ่งอธิบายถึงผลตอบแทนที่ถูกปรับด้วยความเสี่ยง ที่ดีที่สุด เมื่อได้ทำการวิเคราะห์และคำนวณ Sharpe Ratio แล้ว พบว่า หุ้นที่เหมาะสมที่จะทำการลงทุนเพิ่ม ได้แก่
Words: 769 - Pages: 4
Top 10 Investment Banking Interview Questions | More Jan 9, 2009, 1:00 pm With the new semester beginning for most MBAs and undergraduates, we know that interviews are again at the forefront of many of your minds. Below we have selected 10 of the most common technical investment banking interview questions. For instant access to our 3 Hour Finance Interview Prep Webcast, please click here. For private interview prep, please call us at 617-314-7685. Enjoy! -------------------------------------------------
Words: 1324 - Pages: 6
Assignment #1: Virginia Capital Portfolio Optimization Stock | Mean of Return | Standard Deviation | IBM | 1.27% | 9.38% | 1) The below table shows the mean of IBM’s Stock to be 1.27% and the standard deviation to be 9.38%. Stock | Mean | Standard Deviation | Complete Portfolio of Weighted S&P, Lehman, and MSCI | 0.67% | 2.75% | 2) The table above shows the mean and standard deviation of a portfolio with S&P 500, Lehman Brothers, and MSCI World Index when they are all equally
Words: 1296 - Pages: 6
Marriott Corporation: The Cost of Capital The risk premium will differ across all divisions, because this is the market (all assets) return versus the respective risk free rates for each division. In computing the risk premium, we should use the arithmetic returns for both the T-bills and market return for the period of 1927-1987. We are using the arithmetic average because the geometric average tends to underestimate the expected return. A reason for favouring the arithmetic mean is given in Kolbe
Words: 352 - Pages: 2
525 February 12, 2012 California Clinics, an investor-owned chain of ambulatory care clinics, just paid a dividend of $2 per share. The firm’s dividend is expected to grow at a constant rate of 5% per year, and investors require a 15 % rate of return on the stock. Hint: consult pages 396-397 of your text book for correct formula. Please consult your syllabi for assignment grading criteria. 1. What is the stock’s value? In order to determine the stock’s value. I used the formula in the
Words: 989 - Pages: 4
Minimum acceptable rate of return From Wikipedia, the free encyclopedia In business and engineering, the minimum acceptable rate of return, often abbreviated MARR, or hurdle rate is the minimum rate of return on a project a manager or company is willing to accept before starting a project, given its risk and the opportunity cost of forgoing other projects.[1]. A synonym seen in many contexts is minimum attractive rate of return. For example, suppose a manager knows that investing in a conservative
Words: 791 - Pages: 4
of black swan events in asset pricing and risk management. Black Swan events disappeared for S&P Index returns are measured relative to standard deviation of the conditional S&P distribution. In this study a one day lagged VIX is used to provide an understandable measure of conditional S&P standard deviation (Marsh & Pfeiderer, 2012). The Research Question How did economists and others get it so wrong and what can be done to change it? Have risk modelers created an industry whose intense
Words: 923 - Pages: 4
10.4 The Efficient Set for Two Assets Our results for expected returns and standard deviations are graphed in Figure 10.2. The figure shows a dot labeled Slowpoke and a dot labeled Supertech. Each dot represents both the expected return and the standard deviation for an individual security. As can be seen, Supertech has both a higher expected return and a higher standard deviation. The box or "El" in the graph represents a portfolio with 60 percent invested in Supertech and 40 percent invested in
Words: 2633 - Pages: 11
calculate its cost of capital. CAPM describes the relationship between risk and the expected return. To calculate CAPM, Pfizer uses the risk-free rate from the treasury market, the beta from historical performance of its stock against an index such as S&P 500, and the market risk premium or the expected return on the market. The market risk premium is the difference between the expected return on the market and the risk-free rate from the treasury market. To calculate the weighted cost of debt
Words: 536 - Pages: 3
