moaltahsili/excel---best-risk-return-portfolio

Using Excel and some financial skills

Best-Risk-Return-Portfolio

This Project has two parts

Part A

I used 5-year monthly Netflix and AMC stocks data to plot the efficient frontier and determined the minimum variance portfolio of two. I discussed the risk-free asset's effect to find an optimal portfolio. Then, I compared Metro Inc. and Netflix stocks (negative correlation) and Coca-Cola Co. and PepsiCo stocks (high positive correlation) to compare with my previous selection. Finally, I argued fundamentally what these results could mean.

Part B

I picked 2-year monthly data of five stocks (LOW, TSLA, NEM, GOLD, SPOT). Two of these (Barrick Gold and Newmont) are gold mining companies. Tesla is an American electric vehicle and clean energy company. Spotify is a Swedish audio streaming and media services provider, and Lowe is an American retail company specializing in home improvement. I found the annual average return, variance, standard deviation, covariance matrix and correlation matrix for these five stocks using the same steps in part A.