Question: This is for a work project. I'm trying to get the sharp ratios for 4 companies (the 4 listed below). Then I'm trying to determine
This is for a work project. I'm trying to get the sharp ratios for 4 companies (the 4 listed below). Then I'm trying to determine what the optimal sharp ratio is to consider investing in one of the companies. So step 1 is determine the sharp ratio, step 2 is determine optimal sharp ratio. I don't know how to get either.
Hello - I need the weight that maximizes the sharp ratio for 4 companies. 3 details needed below:
Overall sharp ration FY2016-2019:
Overall sharp ration FY2020:
Weight that maximizes the sharp ratio:
This is need from Kroger (KR), Costco (COST), Target (TGT) and Walgreens (WBA).
Thank you.
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