I have done majority of the assignment, I just need you to do the analysis part. I will send you the excel file and all the steps I have done so you have a better understanding. Then what I need done is this part:
Compute the mean, standard deviation, skewness, kurtosis, minimum and maximum
for each series (your stock selection & benchmark).
NB : skewness and kurtosis can easily be calculated in Excel (available functions).
Personal research is requested on skewness & kurtosis interpretation.
b. Calculate average return, standard deviation, tracking error, Jensens alpha, Sharpe
ratio and information ratio of the portfolio.
c. Summarize your results in tables and comment it (return, risk and style characteristics
of your portfolios)
Also Use empirical evidence, academic literature of maximising beta to further make the report better.
