Investment Report1. Macro Economy, Industry2. Firm 3. Index Model4. Technical AnalysisDetail Description1. Macro Economy, Industry & the Firm a. Discuss the macroeconomic environment (GDP, Inflation, Unemployment rate)b. An industry – whether 5-year defensive or cyclical, growth stage or mature. c. 2. Download prices and levels of SP 500 from yahoo finance – 60 monthly observations (that gives you five year data). Estimate return as Ri = (Pt+1 – Pt)/Pt and Return on SP500 as Rm = (SP500t+1 – SP500t)/ SP500t .Plot a graph of your return and SP500 return over time. You can do this in charts in excel. See if your stock beat the SP500.
3. Index ModelUsing Ri & Rm calculated in section 1, run an ordinary least squares regression. First calculate ri = Ri – Rf & rm = Rm– rf. Use 0.0005 as the rf, 3 month T-bill rate. Your Y is .” & X is rm. Second, do a scatterplot of Y(ri ) & X(rm). Third, regress Y on X and report the results. 4. Technical Analysis. Calculate a 3 month rolling average for returns of your stock. Plot the moving average with actual returns. b. Estimate the TRIN or Breadth statistic for your stock.I WILL UPLOAD THE ANALYSIS OF NO. 2 AND NO. 3THE WRITER ONLY TO DO IS NO. 1 AND NO. 4.AND PUT ALL TOGETHER INTO A REPORT.
can you tell about the the writer that our teacher said: “you might need, add some more comments about your stock – like latest news, etc. and your interpretation of the analysis you are doing”?
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