The number of stocks to be analysed goes according to the number of members in the group. The purpose of the group project is to assess students' ability to apply their understanding of the risk-return concepts for individual stock and portfolio of stocks. You need to analyse and interpret the calculated statistics obtained from Excel spreadsheet and discuss them in your report. The written report must be able to convey a clear discussion of the findings. The calculations in Excel are just your working file. You can put the statistics in your report in the form table, chart, correlation matric, etc. To be able to make good sense out of your computed statistics, you will need brief information on the industry or sector in which the  companies operate so that you can relate it to your findings. Hence your report should also provide a brief summary of such information.

Each group needs to upload only ONE report. Please take note that marks for each group member can be potentially different for a group project.  Thus, please specify on the project the parts that you have contributed in doing.

Report’s format:

1.   Use font 12, Times New Roman, maximum 25 pages.

2.   Provide a table of contents.

3.   Provide a table stating each member’s contribution to the group project.

Presentation Slides

Each group should submit ONE file only. Please take note that the marks for each member can potentially be different for a group project. State your name on the slides that you have prepared.

Sample period for monthly return data: Jan 2022 – Dec 2024. In order to calculate the return for Jan 2022, price data for Dec 2021 is needed. Hence you need to download monthly stock price data from Dec 2021-Dec 2024.

Statistics to be computed for EACH Stock: X, Y, Z and Q (for group with 4 members)

1.   Average monthly stock return

2.   Monthly standard deviation of stock return

3.   Annualised monthly stock return

4.   Annualised standard deviation of stock return

5.   Coefficient of Variation (CV) -- use annualised figures to do the computation

6.   Correlation coefficient for stocks X&Y, X&Z, Y&Z, …

Statistics to be computed for a PORTFOLIO consisting of 2 stocks from possible

combinations of X, Y, Z, and Q. How many possible portfolio combinations are there?

1.   Average monthly portfolio return

2.   Monthly standard deviation of portfolio return