TITLE:
Portfolio Management of 8 Australian Companies’ Stocks
AUTHORS:
Ke Lyu
KEYWORDS:
Portfolio Management, Expected Return, Optimal Portfolio, Alfa, Beta, CAPM, CAL
JOURNAL NAME:
Open Journal of Social Sciences,
Vol.9 No.1,
January
28,
2021
ABSTRACT: Due to
the complexity of today’s financial market, it is normally difficult for investors to choose high-quality investment targets. However,
professional calculation and analysis can effectively evaluate the risk
and the performance of each stock. Hence, the investors can choose a more
suitable portfolio according to their own risk preferences. In this report,
eight stocks in Australian markets are selected, which are ANZ, NST, WOW, QAN,
TLS, AGL, CBA and SYD. By calculating the various data for the recent 2 years
from 2016 to 2018 of these stocks, four effective investment portfolios are obtained.
The purpose of this research is to provide samples and methods for investors to
analyze and it can help investors to choose more suitable portfolios for
themselves. In this report, Excel software is used to calculate specific data
and draw the curve of the portfolio opportunity set and CAL line. Besides,
Capital Asset Pricing Model is used to analyze as well.