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The assignment of this project can be performed within a group of no more than five students. You have the choice to do the project by yourself. You are advised to use the excel.

1. Pick one stock listed in the UAE of your choice and gather weekly closing price and dividend information using the Dubai Financial Market or Abu Dhabi Securities Exchange from the period of January 2015 to December 2015.

2. You need to obtain holding weekly return for market index (General Index (ADI)) from January 2015 to December 2015. 

3. By using the general index weekly return as an interest rate for discounting, find the present value of the stock in January 2015.

4. Draw the return frequency distribution for the stock and the general index. Is the stock riskier than the general index? What is the standard deviation for the stock and the general index?

5. Find the CAPM beta for each stock by running a regression between weekly return for the stock and general index return.

6. Find the coefficient of variation of the stock

7. Pick another stock listed in the UAE and draw the return frequency distribution and compare it with the distribution of the first stock.

8. Create a portfolio by investing equally in the two stocks. Draw the frequency distribution of the weekly return of your portfolio. Compare between the return distribution of the portfolio and each stock.

Basic Finance, Finance

  • Category:- Basic Finance
  • Reference No.:- M92056329

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