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02 Alex Sharpe - Postclass

The document presents a monthly performance summary of the S&P 500, Reynolds, and Hasbro from January to June, detailing percentage changes in their values along with a consistent risk-free rate of 0.11%. It highlights fluctuations in stock performance, with notable declines and gains over the months. The data indicates varying trends in the stock market and individual company performances.

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milankumar.maniya
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6 views12 pages

02 Alex Sharpe - Postclass

The document presents a monthly performance summary of the S&P 500, Reynolds, and Hasbro from January to June, detailing percentage changes in their values along with a consistent risk-free rate of 0.11%. It highlights fluctuations in stock performance, with notable declines and gains over the months. The data indicates varying trends in the stock market and individual company performances.

Uploaded by

milankumar.maniya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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No Date S&P 500 REYNOLDS HASBRO Risk Free Rate

1 2-Jan -1.70% 6.13% 1.66% 0.11%


2 2-Feb -2.31% 9.87% -13.27% 0.11% S
3 2-Mar 4.37% -1.37% 10.55% 0.11%
4 2-Apr -5.06% 6.87% 1.01% 0.11%
10.00%
5 2-May -1.19% 2.17% -4.26% 0.11%
6 2-Jun -7.15% -23.97% -11.37% 0.11%
7 2-Jul -8.23% 1.64% -9.66% 0.11% 5.00%
8 2-Aug 0.64% 7.71% 7.35% 0.11%
9 2-Sep -10.14% -31.48% -15.36% 0.11%
10 2-Oct 7.35% 0.57% -8.18% 0.11% 0.00%
0 10
11 2-Nov 5.96% -4.81% 25.44% 0.11%
12 2-Dec -5.50% 9.09% -9.91% 0.11%
13 3-Jan -2.46% 0.59% 3.90% 0.11% -5.00%
14 3-Feb -1.72% -5.78% 0.92% 0.11%
15 3-Mar 0.89% -19.17% 14.70% 0.11%
16 3-Apr 8.12% -12.68% 15.19% 0.11% -10.00%
17 3-May 6.18% 21.02% 0.06% 0.11%
18 3-Jun 1.48% 9.15% 9.24% 0.11%
19 3-Jul 2.18% -4.54% 7.78% 0.11% -15.00%
20 3-Aug 2.34% -3.86% -1.86% 0.11%
21 3-Sep -1.06% 15.78% 0.97% 0.11%
22 3-Oct 5.89% 21.47% 16.70% 0.11%
23 3-Nov 1.51% 14.93% 1.42% 0.11%
24 3-Dec 4.39% 5.34% -3.75% 0.11% 30.00%
25 4-Jan 2.20% 1.56% -7.19% 0.11%
26 4-Feb 1.40% 4.52% 10.73% 0.11%
27 0.11%
20.00%
4-Mar -1.20% -1.99% -0.55%
28 4-Apr -2.56% 7.06% -13.15% 0.11%
29 4-May 1.24% -13.23% 4.08% 0.11% 10.00%
30 4-Jun 2.00% 20.27% -3.36% 0.11%
31 4-Jul -3.88% 6.45% -4.37% 0.11%
32 0.11% 0.00%
4-Aug 0.11% 4.93% 1.98%
0 10
33 4-Sep 1.91% -9.88% 1.46% 0.11%
34 4-Oct 1.66% 1.21% -5.90% 0.11% -10.00%
35 4-Nov 4.43% 9.83% 7.57% 0.11%
36 4-Dec 3.34% 3.93% 1.84% 0.11%
37 5-Jan -2.74% 2.32% 1.14% 0.11% -20.00%
38 5-Feb 2.09% 1.90% 7.76% 0.11%
39 5-Mar -1.86% -1.66% -3.17% 0.11%
40 0.11%
-30.00%
5-Apr -2.66% -3.25% -7.48%
41 5-May 3.59% 6.34% 6.66% 0.11%
42 5-Jun 0.99% -4.96% 3.02% 0.11% -40.00%
43 5-Jul 4.22% 5.72% 5.53% 0.11%
44 5-Aug -0.78% 0.76% -5.65% 0.11%
45 5-Sep 0.93% -1.10% -5.07% 0.11%
30.00%
25.00%
46 5-Oct -2.19% 2.38% -4.12% 0.11% 30.00%
47 5-Nov 3.82% 4.73% 8.39% 0.11%
48 5-Dec 0.19% 7.09% -1.18% 0.11% 25.00%
49 6-Jan 3.90% 6.08% 5.05% 0.11%
50 6-Feb -0.36% 4.96% -4.29% 0.11% 20.00%
51 6-Mar 1.76% -0.61% 3.99% 0.11%
52 6-Apr 1.15% 3.93% -6.59% 0.11% 15.00%
53 6-May -3.30% 0.26% -5.94% 0.11%
54 0.11%
10.00%
6-Jun -0.19% 4.88% -2.32%
55 0.11%
6-Jul -0.28% 9.96% 3.26%
5.00%
56 6-Aug 2.30% 2.65% 8.56% 0.11%
57 6-Sep 1.81% -4.76% 12.07% 0.11% 0.00%
58 6-Oct 3.60% 1.92% 13.93% 0.11% 0 10
59 6-Nov 2.13% 1.71% 3.20% 0.11% -5.00%
60 6-Dec 0.91% 1.91% 1.87% 0.11%
-10.00%
-15.00%
-20.00%
S&P 500
S&P 500 Moving average (S&P 500)
0%

0%

0%
0 10 20 30 40 50 60 70

0%

0%

0%

S&P 500 Reynolds


%

%
0 10 20 30 40 50 60 70
%

S&P 500 Hasbro


S&P 500 Hasbro

0 10 20 30 40 50 60 70
No Date S&P 500 REYNOLDS HASBRO Risk Free Rate
1 2-Jan -1.70% 6.13% 1.66% 0.11%
2 2-Feb -2.31% 9.87% -13.27% 0.11%
3 2-Mar 4.37% -1.37% 10.55% 0.11%
4 2-Apr -5.06% 6.87% 1.01% 0.11%
5 2-May -1.19% 2.17% -4.26% 0.11%
6 2-Jun -7.15% -23.97% -11.37% 0.11%
7 2-Jul -8.23% 1.64% -9.66% 0.11%
8 2-Aug 0.64% 7.71% 7.35% 0.11%
9 2-Sep -10.14% -31.48% -15.36% 0.11%
10 2-Oct 7.35% 0.57% -8.18% 0.11%
11 2-Nov 5.96% -4.81% 25.44% 0.11%
12 2-Dec -5.50% 9.09% -9.91% 0.11%
13 3-Jan -2.46% 0.59% 3.90% 0.11%
14 3-Feb -1.72% -5.78% 0.92% 0.11%
15 3-Mar 0.89% -19.17% 14.70% 0.11%
16 3-Apr 8.12% -12.68% 15.19% 0.11%
17 3-May 6.18% 21.02% 0.06% 0.11%
18 3-Jun 1.48% 9.15% 9.24% 0.11%
19 3-Jul 2.18% -4.54% 7.78% 0.11%
20 3-Aug 2.34% -3.86% -1.86% 0.11%
21 3-Sep -1.06% 15.78% 0.97% 0.11%
22 3-Oct 5.89% 21.47% 16.70% 0.11%
23 3-Nov 1.51% 14.93% 1.42% 0.11%
24 3-Dec 4.39% 5.34% -3.75% 0.11%
25 4-Jan 2.20% 1.56% -7.19% 0.11%
26 4-Feb 1.40% 4.52% 10.73% 0.11%
27 4-Mar -1.20% -1.99% -0.55% 0.11%
28 4-Apr -2.56% 7.06% -13.15% 0.11%
29 4-May 1.24% -13.23% 4.08% 0.11%
30 4-Jun 2.00% 20.27% -3.36% 0.11%
31 4-Jul -3.88% 6.45% -4.37% 0.11%
32 4-Aug 0.11% 4.93% 1.98% 0.11%
33 4-Sep 1.91% -9.88% 1.46% 0.11%
34 4-Oct 1.66% 1.21% -5.90% 0.11%
35 4-Nov 4.43% 9.83% 7.57% 0.11%
36 4-Dec 3.34% 3.93% 1.84% 0.11%
37 5-Jan -2.74% 2.32% 1.14% 0.11%
38 5-Feb 2.09% 1.90% 7.76% 0.11%
39 5-Mar -1.86% -1.66% -3.17% 0.11%
40 5-Apr -2.66% -3.25% -7.48% 0.11%
41 5-May 3.59% 6.34% 6.66% 0.11%
42 5-Jun 0.99% -4.96% 3.02% 0.11%
43 5-Jul 4.22% 5.72% 5.53% 0.11%
44 5-Aug -0.78% 0.76% -5.65% 0.11%
45 5-Sep 0.93% -1.10% -5.07% 0.11%
46 5-Oct -2.19% 2.38% -4.12% 0.11%
47 5-Nov 3.82% 4.73% 8.39% 0.11%
48 5-Dec 0.19% 7.09% -1.18% 0.11%
49 6-Jan 3.90% 6.08% 5.05% 0.11%
50 6-Feb -0.36% 4.96% -4.29% 0.11%
51 6-Mar 1.76% -0.61% 3.99% 0.11%
52 6-Apr 1.15% 3.93% -6.59% 0.11%
53 6-May -3.30% 0.26% -5.94% 0.11%
54 6-Jun -0.19% 4.88% -2.32% 0.11%
55 6-Jul -0.28% 9.96% 3.26% 0.11%
56 6-Aug 2.30% 2.65% 8.56% 0.11%
57 6-Sep 1.81% -4.76% 12.07% 0.11%
58 6-Oct 3.60% 1.92% 13.93% 0.11%
59 6-Nov 2.13% 1.71% 3.20% 0.11%
60 6-Dec 0.91% 1.91% 1.87% 0.11%
wR wH
0.1 0.1
(100-x)S&P+(x)R (100-x)S&P+(x)H Date S&P 500 REYNOLDS
-0.92% -1.36% Average 0.57% 1.87%
-1.09% -3.41% Std Dev 3.60% 9.37%
3.80% 4.99% Sharpe Ratio 0.1289 0.1884
-3.87% -4.45%
-0.85% -1.50%
-8.83% -7.57%
-7.24% -8.37% Correlation S&P 500 REYNOLDS
1.35% 1.31% S&P 500 1.000 0.283
-12.27% -10.66% REYNOLDS 0.283 1.000
6.67% 5.80% HASBRO 0.630 0.058
4.88% 7.91% Risk Free Rate 0.000 0.000
-4.04% -5.94%
-2.16% -1.82%
-2.13% -1.46%
-1.12% 2.27% REYNOLDS 0.188 >=
6.04% 8.83% HASBRO 0.132 >=
7.66% 5.57%
2.25% 2.26%
1.51% 2.74%
1.72% 1.92%
0.62% -0.86%
7.45% 6.97%
2.85% 1.50%
4.49% 3.58%
2.14% 1.26%
1.71% 2.33%
-1.28% -1.14%
-1.60% -3.62%
-0.21% 1.52%
3.83% 1.46%
-2.85% -3.93%
0.59% 0.30%
0.73% 1.87%
1.62% 0.90%
4.97% 4.74%
3.40% 3.19%
-2.23% -2.35%
2.07% 2.66%
-1.84% -1.99%
-2.72% -3.14%
3.87% 3.90%
0.40% 1.19%
4.37% 4.35%
-0.63% -1.27%
0.73% 0.33%
-1.73% -2.38%
3.91% 4.28%
0.88% 0.05%
4.12% 4.02%
0.17% -0.75%
1.52% 1.98%
1.43% 0.38%
-2.94% -3.56%
0.32% -0.40%
0.74% 0.07%
2.34% 2.93%
1.15% 2.84%
3.43% 4.63%
2.09% 2.24%
1.01% 1.01%
wR wH
0.1 0.1
HASBRO Risk Free Rate (100-x)S&P+(x)R (100-x)S&P+(x)H
1.18% 0.11% 0.70% 0.64%
8.12% 0.00% 3.62% 3.81%
0.1323 #DIV/0! 0.1642 0.1380

HASBRO Risk Free Rate


0.630 0.000
0.058 0.000
1.000 0.000
0.000 1.000

DECISION
0.036 YES
0.081 YES
Reynolds Hasbro
1200.00%

1000.00%

800.00%
Average Return

600.00%

400.00%

200.00%

0.00%
0.00% 200.00% 400.00% 600.00% 800.00% 1000.00% 1200.00%

Std. Deviation
Mu (P+R) Std Dev (P+R) Sharpe Ratio(P+R)
wR 0.70% 3.62% 0.1642
0.05 0.1478
0.15 0.1776
0.25 0.1952
0.35 0.2027
0.45 0.2042
0.55 0.2026
0.65 0.1997
0.75 0.1964
0.85 0.1931
0.95 0.1899

0% 1200.00%
Mu (P+H) Std Dev (P+H) Sharpe Ratio(P+H)
wH 0.64% 3.81% 0.1380
0.05 0.1341
0.15 0.1409
0.25 0.1441
0.35 0.1447
0.45 0.1438
0.55 0.1421
0.65 0.1400
0.75 0.1377
0.85 0.1355
0.95 0.1333

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