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Summary Portfolio weighting and analysis in excel

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Verkocht
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Pagina's
30
Geüpload op
11-09-2024
Geschreven in
2021/2022

Provides in depth analysis of portfolio selection, weighting, returns, standard deviation, variance, correlations and determination of optimal portfolio mix

Instelling
Vak

Voorbeeld van de inhoud

Date XLY RXLY XLY-E(RXLY) varY XLK RXLK XLK-E(RXLK)
11/23/2015 75.988327 0.0031 0.0037 0.0000 40.68582 -0.0148 -0.0125
11/30/2015 75.75515 0.0405 0.0411 0.0017 41.29735 0.0414 0.0436
12/7/2015 72.807762 0.0094 0.0101 0.0001 39.65732 0.0149 0.0172
12/14/2015 72.126862 -0.0187 -0.0181 0.0003 39.07357 -0.0298 -0.0276
12/21/2015 73.502304 0.0041 0.0047 0.0000 40.27556 0.0098 0.0121
12/28/2015 73.202599 0.0618 0.0625 0.0039 39.88446 0.0683 0.0706
1/4/2016 68.941193 0.0295 0.0302 0.0009 37.33289 0.0191 0.0213
1/11/2016 66.965019 -0.0247 -0.0240 0.0006 36.63446 -0.0258 -0.0235
1/18/2016 68.660217 -0.0108 -0.0102 0.0001 37.60294 -0.0209 -0.0186
1/25/2016 69.409462 0.0563 0.0569 0.0032 38.40379 0.0441 0.0463
2/1/2016 65.710022 0.0053 0.0059 0.0000 36.78347 0.0059 0.0081
2/8/2016 65.36348 -0.0406 -0.0399 0.0016 36.56928 -0.0342 -0.0319
2/15/2016 68.126373 -0.0279 -0.0273 0.0007 37.86369 -0.0145 -0.0123
2/22/2016 70.083809 -0.0246 -0.0240 0.0006 38.42242 -0.0273 -0.0251
2/29/2016 71.853943 -0.0075 -0.0069 0.0000 39.50264 -0.0105 -0.0082
3/7/2016 72.397163 -0.0101 -0.0095 0.0001 39.92169 -0.0165 -0.0142
3/14/2016 73.137039 0.0028 0.0035 0.0000 40.59219 -0.0057 -0.0034
3/21/2016 72.930252 -0.0237 -0.0230 0.0005 40.82545 -0.0242 -0.0219
3/28/2016 74.698242 0.0200 0.0207 0.0004 41.83626 0.0185 0.0207
4/4/2016 73.231186 -0.0204 -0.0197 0.0004 41.07816 -0.0101 -0.0079
4/11/2016 74.754669 0.0004 0.0010 0.0000 41.49933 0.0207 0.0230
4/18/2016 74.726456 0.0033 0.0039 0.0000 40.65698 0.0311 0.0334
4/25/2016 74.481926 -0.0010 -0.0004 0.0000 39.43092 -0.0028 -0.0006
5/2/2016 74.557175 0.0150 0.0156 0.0002 39.54322 0.0009 0.0032
5/9/2016 73.456886 0.0053 0.0059 0.0000 39.50579 -0.0122 -0.0099
5/16/2016 73.071312 -0.0204 -0.0198 0.0004 39.99247 -0.0311 -0.0288
5/23/2016 74.594803 0.0027 0.0033 0.0000 41.27471 0.0036 0.0059
5/30/2016 74.397293 0.0079 0.0085 0.0001 41.12496 -0.0005 0.0018
6/6/2016 73.814247 0.0072 0.0078 0.0001 41.14368 0.0211 0.0234
6/13/2016 73.287598 0.0195 0.0201 0.0004 40.29197 0.0133 0.0156
6/20/2016 71.88665 -0.0342 -0.0336 0.0011 39.76397 -0.0274 -0.0251
6/27/2016 74.434853 -0.0217 -0.0211 0.0004 40.88315 -0.0150 -0.0127
7/4/2016 76.086418 -0.0044 -0.0038 0.0000 41.50387 -0.0196 -0.0173
7/11/2016 76.426186 -0.0076 -0.0070 0.0000 42.3315 -0.0179 -0.0156
7/18/2016 77.011314 -0.0002 0.0004 0.0000 43.1027 -0.0133 -0.0111
7/25/2016 77.03019 0.0006 0.0013 0.0000 43.68581 -0.0128 -0.0105
8/1/2016 76.983002 -0.0052 -0.0046 0.0000 44.2501 -0.0013 0.0010
8/8/2016 77.388832 0.0061 0.0068 0.0000 44.30653 0.0019 0.0042
8/15/2016 76.916939 0.0069 0.0076 0.0001 44.2219 -0.0006 0.0016
8/22/2016 76.388428 0.0007 0.0014 0.0000 44.2501 -0.0063 -0.0041
8/29/2016 76.331787 0.0312 0.0319 0.0010 44.53225 0.0258 0.0281
9/5/2016 74.019562 -0.0010 -0.0004 0.0000 43.41306 -0.0222 -0.0200
9/12/2016 74.09507 -0.0183 -0.0177 0.0003 44.40058 -0.0100 -0.0077
9/19/2016 75.476517 -0.0046 -0.0040 0.0000 44.84867 -0.0061 -0.0038
9/26/2016 75.827072 0.0038 0.0044 0.0000 45.12254 0.0034 0.0056
10/3/2016 75.542854 0.0108 0.0114 0.0001 44.97144 0.0053 0.0076
10/10/2016 74.737579 -0.0088 -0.0082 0.0001 44.73534 -0.0034 -0.0011
10/17/2016 75.400742 0.0199 0.0205 0.0004 44.88645 0.0019 0.0042
10/24/2016 73.932327 0.0171 0.0177 0.0003 44.80145 0.0273 0.0296
10/31/2016 72.691284 -0.0375 -0.0369 0.0014 43.61153 -0.0118 -0.0095
11/7/2016 75.523895 -0.0182 -0.0176 0.0003 44.13094 -0.0133 -0.0110
11/14/2016 76.926003 -0.0215 -0.0208 0.0004 44.7259 -0.0133 -0.0111

,11/21/2016 78.612312 0.0189 0.0196 0.0004 45.3303 0.0281 0.0303
11/28/2016 77.153374 -0.0340 -0.0334 0.0011 44.09317 -0.0403 -0.0380
12/5/2016 79.872292 0.0196 0.0202 0.0004 45.94415 0.0012 0.0035
12/12/2016 78.337593 -0.0030 -0.0023 0.0000 45.88749 -0.0121 -0.0098
12/19/2016 78.572685 0.0129 0.0135 0.0002 46.45044 0.0126 0.0149
12/26/2016 77.572052 -0.0230 -0.0224 0.0005 45.87184 -0.0211 -0.0188
1/2/2017 79.401772 -0.0076 -0.0070 0.0000 46.85833 -0.0052 -0.0030
1/9/2017 80.011658 0.0004 0.0010 0.0000 47.10494 -0.0028 -0.0005
1/16/2017 79.983093 -0.0133 -0.0126 0.0002 47.23775 -0.0185 -0.0163
1/23/2017 81.059944 0.0067 0.0074 0.0001 48.12938 0.0010 0.0033
1/30/2017 80.516739 -0.0145 -0.0138 0.0002 48.08196 -0.0123 -0.0100
2/6/2017 81.698448 -0.0102 -0.0095 0.0001 48.67954 -0.0167 -0.0144
2/13/2017 82.537041 -0.0036 -0.0029 0.0000 49.50478 -0.0084 -0.0061
2/20/2017 82.832466 -0.0009 -0.0003 0.0000 49.92214 -0.0044 -0.0021
2/27/2017 82.908691 0.0017 0.0024 0.0000 50.1403 -0.0047 -0.0024
3/6/2017 82.765762 -0.0058 -0.0052 0.0000 50.37745 -0.0043 -0.0020
3/13/2017 83.251785 0.0062 0.0069 0.0000 50.59561 0.0056 0.0079
3/20/2017 82.736153 -0.0158 -0.0152 0.0002 50.31437 -0.0088 -0.0065
3/27/2017 84.064751 0.0079 0.0086 0.0001 50.76192 0.0047 0.0070
4/3/2017 83.405258 0.0082 0.0088 0.0001 50.52387 0.0132 0.0155
4/10/2017 82.726601 -0.0193 -0.0186 0.0003 49.86685 -0.0150 -0.0128
4/17/2017 84.351517 -0.0201 -0.0195 0.0004 50.62861 -0.0223 -0.0200
4/24/2017 86.081558 -0.0012 -0.0006 0.0000 51.78077 -0.0107 -0.0085
5/1/2017 86.186676 0.0032 0.0039 0.0000 52.34258 -0.0106 -0.0083
5/8/2017 85.9095 0.0071 0.0077 0.0001 52.90438 0.0058 0.0081
5/15/2017 85.307343 -0.0164 -0.0158 0.0002 52.59967 -0.0202 -0.0179
5/22/2017 86.731499 -0.0163 -0.0156 0.0002 53.68518 -0.0142 -0.0119
5/29/2017 88.165245 0.0207 0.0213 0.0005 54.45646 0.0209 0.0232
6/5/2017 86.377853 0.0024 0.0031 0.0000 53.34238 0.0139 0.0162
6/12/2017 86.167572 0.0040 0.0046 0.0000 52.6092 -0.0226 -0.0203
6/19/2017 85.82634 -0.0012 -0.0006 0.0000 53.825 0.0289 0.0311
6/26/2017 85.931801 0.0048 0.0055 0.0000 52.31447 -0.0053 -0.0030
7/3/2017 85.519547 -0.0110 -0.0103 0.0001 52.59171 -0.0325 -0.0303
7/10/2017 86.468712 -0.0103 -0.0097 0.0001 54.36038 -0.0106 -0.0083
7/17/2017 87.369934 -0.0028 -0.0022 0.0000 54.94356 0.0005 0.0028
7/24/2017 87.619186 0.0040 0.0046 0.0000 54.91488 -0.0030 -0.0007
7/31/2017 87.274033 0.0130 0.0137 0.0002 55.07741 0.0089 0.0112
8/7/2017 86.152328 0.0182 0.0189 0.0004 54.58983 0.0005 0.0028
8/14/2017 84.608757 -0.0043 -0.0036 0.0000 54.56114 -0.0109 -0.0086
8/21/2017 84.973083 -0.0160 -0.0153 0.0002 55.16345 -0.0184 -0.0161
8/28/2017 86.353645 0.0101 0.0107 0.0001 56.19597 0.0129 0.0152
9/4/2017 85.490776 -0.0051 -0.0045 0.0000 55.47894 -0.0121 -0.0098
9/11/2017 85.931801 -0.0025 -0.0019 0.0000 56.15773 0.0002 0.0025
9/18/2017 86.149254 -0.0060 -0.0054 0.0000 56.14729 -0.0098 -0.0075
9/25/2017 86.668808 -0.0179 -0.0172 0.0003 56.70376 -0.0142 -0.0119
10/2/2017 88.246696 0.0055 0.0061 0.0000 57.51931 -0.0091 -0.0068
10/9/2017 87.76561 -0.0015 -0.0009 0.0000 58.04701 -0.0098 -0.0075
10/16/2017 87.900322 -0.0113 -0.0106 0.0001 58.62267 -0.0230 -0.0208
10/23/2017 88.900925 0.0076 0.0083 0.0001 60.00429 -0.0150 -0.0127
10/30/2017 88.22744 -0.0073 -0.0066 0.0000 60.91577 -0.0002 0.0021
11/6/2017 88.872078 -0.0125 -0.0119 0.0001 60.92537 0.0024 0.0046
11/13/2017 89.99778 -0.0115 -0.0109 0.0001 60.78145 -0.0178 -0.0156
11/20/2017 91.046486 -0.0205 -0.0199 0.0004 61.88483 0.0156 0.0179

, 11/27/2017 92.951508 -0.0066 -0.0059 0.0000 60.93496 -0.0014 0.0009
12/4/2017 93.567284 -0.0073 -0.0067 0.0000 61.02131 -0.0149 -0.0126
12/11/2017 94.260025 -0.0136 -0.0129 0.0002 61.94239 -0.0034 -0.0011
12/18/2017 95.555878 0.0029 0.0036 0.0000 62.15409 0.0092 0.0115
12/25/2017 95.275917 -0.0304 -0.0297 0.0009 61.5859 -0.0354 -0.0332
1/1/2018 98.259018 -0.0309 -0.0303 0.0009 63.84903 -0.0076 -0.0054
1/8/2018 101.396576 -0.0054 -0.0048 0.0000 64.34016 -0.0146 -0.0123
1/15/2018 101.946869 -0.0312 -0.0305 0.0009 65.29356 -0.0201 -0.0178
1/22/2018 105.22924 0.0323 0.0329 0.0011 66.63217 0.0408 0.0430
1/29/2018 101.93721 0.0472 0.0479 0.0023 64.02237 0.0464 0.0487
2/5/2018 97.341888 -0.0378 -0.0371 0.0014 61.18142 -0.0543 -0.0521
2/12/2018 101.164886 -0.0106 -0.0099 0.0001 64.69649 -0.0163 -0.0140
2/19/2018 102.24614 0.0278 0.0284 0.0008 65.76545 0.0090 0.0113
2/26/2018 99.485092 -0.0300 -0.0294 0.0009 65.178 -0.0401 -0.0379
3/5/2018 102.56472 0.0101 0.0107 0.0001 67.90338 0.0129 0.0152
3/12/2018 101.541397 0.0468 0.0475 0.0023 67.03664 0.0795 0.0818
3/19/2018 96.99913 -0.0110 -0.0103 0.0001 62.09737 -0.0174 -0.0152
3/26/2018 98.073883 0.0061 0.0067 0.0000 63.19866 0.0214 0.0237
4/2/2018 97.483238 -0.0053 -0.0047 0.0000 61.87517 -0.0342 -0.0320
4/9/2018 98.006104 -0.0171 -0.0164 0.0003 64.06809 0.0017 0.0039
4/16/2018 99.710213 -0.0109 -0.0102 0.0001 63.96182 0.0049 0.0071
4/23/2018 100.804321 0.0009 0.0015 0.0000 63.6527 -0.0256 -0.0233
4/30/2018 100.717178 -0.0083 -0.0077 0.0001 65.32395 -0.0323 -0.0301
5/7/2018 101.559563 0.0002 0.0008 0.0000 67.5072 0.0147 0.0169
5/14/2018 101.540207 -0.0119 -0.0112 0.0001 66.5315 -0.0126 -0.0103
5/21/2018 102.760185 -0.0038 -0.0032 0.0000 67.38162 -0.0188 -0.0166
5/28/2018 103.157173 -0.0307 -0.0301 0.0009 68.67612 -0.0082 -0.0060
6/4/2018 106.429855 -0.0195 -0.0189 0.0004 69.24609 -0.0006 0.0017
6/11/2018 108.550316 0.0045 0.0051 0.0000 69.28474 0.0094 0.0117
6/18/2018 108.068527 0.0185 0.0191 0.0004 68.63822 0.0191 0.0214
6/25/2018 106.107529 -0.0091 -0.0084 0.0001 67.34884 -0.0224 -0.0201
7/2/2018 107.078331 -0.0203 -0.0197 0.0004 68.89029 -0.0204 -0.0181
7/9/2018 109.30143 0.0039 0.0046 0.0000 70.3251 -0.0001 0.0021
7/16/2018 108.874268 0.0046 0.0052 0.0000 70.33479 0.0097 0.0120
7/23/2018 108.379181 -0.0020 -0.0013 0.0000 69.65617 -0.0120 -0.0097
7/30/2018 108.592758 -0.0076 -0.0070 0.0000 70.49959 -0.0042 -0.0020
8/6/2018 109.427643 0.0019 0.0025 0.0000 70.80014 -0.0016 0.0006
8/13/2018 109.223778 -0.0207 -0.0201 0.0004 70.91647 -0.0152 -0.0129
8/20/2018 111.534271 -0.0176 -0.0170 0.0003 72.01196 -0.0175 -0.0152
8/27/2018 113.534081 0.0119 0.0125 0.0002 73.29166 0.0275 0.0297
9/3/2018 112.204109 -0.0115 -0.0108 0.0001 71.33334 -0.0181 -0.0159
9/10/2018 113.504967 0.0000 0.0006 0.0000 72.65183 0.0044 0.0067
9/17/2018 113.504967 -0.0055 -0.0049 0.0000 72.3319 -0.0129 -0.0106
9/24/2018 114.136307 0.0444 0.0450 0.0020 73.27755 0.0232 0.0255
10/1/2018 109.2873 0.0347 0.0353 0.0012 71.61414 0.0394 0.0417
10/8/2018 105.626236 0.0201 0.0208 0.0004 68.90016 0.0117 0.0140
10/15/2018 103.542519 0.0283 0.0290 0.0008 68.10249 0.0282 0.0305
10/22/2018 100.689613 -0.0422 -0.0416 0.0017 66.23481 -0.0095 -0.0072
10/29/2018 105.129646 -0.0186 -0.0180 0.0003 66.8671 -0.0158 -0.0135
11/5/2018 107.12571 0.0343 0.0350 0.0012 67.93713 0.0239 0.0262
11/12/2018 103.571732 0.0426 0.0433 0.0019 66.35155 0.0645 0.0667
11/19/2018 99.336166 -0.0553 -0.0546 0.0030 62.33407 -0.0568 -0.0545
11/26/2018 105.149109 0.0447 0.0453 0.0021 66.08891 0.0517 0.0540

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Geüpload op
11 september 2024
Aantal pagina's
30
Geschreven in
2021/2022
Type
SAMENVATTING

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