Question: Please. I need desperate help with this project. Mainly number 3 is what i need help with the most. The correlation matrix. Primary Objective: complete
Primary Objective: complete all the steps below and return the risk analysis of your seven (7) stock portfolio against the S\&P500 (SPY), Russell 2000 (IWM), and the Dow Jones Industrial Average (DIA). Requirements: 1. Create a table showing constituent (stocks) risk analysis in the equal-weight portfolio analysis as of the current date. a. Column 1 - Ticker b. Column 2 - Portfolio Weight (equally weighted) c. Column 3-Annualized Volatility (using trailing 3-months) d. Column 4 - Beta against SPY (using trailing 12-months) c. Column 5 - Beta against IWM (using trailing 12-months) f. Column 6-Beta against DIA (using trailing 12-months g. Column 7 -Average Weekly Drawdown (52-week Low minus 52-week High) / 52 -week High h. Column 8-Maximum Weekly Drawdown (52-week Low minus 52-week High) / 52 -week High i. Column 9-Total Return (using trailing 10-years) j. Column 10-Annualized Total Return (using trailing 10-years) 2. Create a table showing Portfolio Risk against the three ETFs: a. Column 1-ETF Ticker b. Column 2 - Correlation against ETF c. Column 3-Covariance of Portfolio against ETF d. Column 4-Tracking Errors (using trailing 10-years) e. Column 5 - Sharpe Ratio (using current risk-free rate) f. Column 6 - Annualized Volatility (252 days) Spread (Portfolio Volatility - ETF Volatility) 3. Create a correlation matrix showing the correlations between the equal-weighted portfolio, 3 ETFs, and your 7 stocks
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