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Date Blue Dart Bluestarco Blue Dart Bluestarco

The document contains daily stock price data for two companies, Blue Dart and Bluestarco, from January 2017 to January 2020. It includes the monthly returns and various risk metrics calculated for the individual stocks and combined in a portfolio. The efficient frontier graph shows the minimum risk portfolio is one with a 60/40 allocation to Blue Dart and Bluestarco, achieving a return of -0.28% and risk of 0.6%.

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Berkshire Hathway cold
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65 views9 pages

Date Blue Dart Bluestarco Blue Dart Bluestarco

The document contains daily stock price data for two companies, Blue Dart and Bluestarco, from January 2017 to January 2020. It includes the monthly returns and various risk metrics calculated for the individual stocks and combined in a portfolio. The efficient frontier graph shows the minimum risk portfolio is one with a 60/40 allocation to Blue Dart and Bluestarco, achieving a return of -0.28% and risk of 0.6%.

Uploaded by

Berkshire Hathway cold
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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PRAKSHAL JAIN BM 019121

Date BLUE DART BLUESTARCO BLUE DART BLUESTARCO


1/1/2017 4359.100098 529.650024
2/1/2017 4299.549805 565 -1.38% 6.46%
3/1/2017 5176.850098 692.799988 18.57% 20.39%
4/1/2017 4870.299805 694.650024 -6.10% 0.27%
5/1/2017 4420.200195 632.599976 -9.70% -9.36%
6/1/2017 4713.149902 600.599976 6.42% -5.19%
7/1/2017 4278.350098 697.650024 -9.68% 14.98%
8/1/2017 4242.600098 759.299988 -0.84% 8.47%
9/1/2017 4130.649902 779.200012 -2.67% 2.59%
10/1/2017 4184.799805 806.200012 1.30% 3.41%
11/1/2017 4106.950195 739.049988 -1.88% -8.70%
12/1/2017 4560.850098 813.349976 10.48% 9.58%
1/1/2018 4673.649902 752 2.44% -7.84%
2/1/2018 4275.200195 743.700012 -8.91% -1.11%
3/1/2018 3777 754 -12.39% 1.38%
4/1/2018 3710.300049 801.150024 -1.78% 6.07%
5/1/2018 3438.100098 702.349976 -7.62% -13.16%
returns

6/1/2018 3651.600098 643.650024 6.02% -8.73%


7/1/2018 3713.25 674.049988 1.67% 4.61%
8/1/2018 3462.449951 677.150024 -6.99% 0.46%
9/1/2018 2965.100098 566.150024 -15.51% -17.90%
10/1/2018 2805.949951 564.900024 -5.52% -0.22%
11/1/2018 3132.600098 674.799988 11.01% 17.78%
12/1/2018 3374.649902 619.599976 7.44% -8.53%
1/1/2019 3192.800049 598.849976 -5.54% -3.41%
2/1/2019 3144.399902 615.900024 -1.53% 2.81%
3/1/2019 3582.600098 678.200012 13.05% 9.64%
4/1/2019 3266 683.400024 -9.25% 0.76%
5/1/2019 2687.600098 806.299988 -19.49% 16.54%
6/1/2019 2685.449951 775.25 -0.08% -3.93%
7/1/2019 2409.399902 679.200012 -10.85% -13.23%
8/1/2019 2248.449951 720.799988 -6.91% 5.94%
9/1/2019 2479.449951 799.849976 9.78% 10.41%
10/1/2019 2402.050049 841.049988 -3.17% 5.02%
11/1/2019 2053.300049 785.950012 -15.69% -6.78%
12/1/2019 2194.300049 842.799988 6.64% 6.98%
1/1/2020 2714.199951 835.549988 21.26% -0.86%
BLUE DART BLUESTARCO
Mean Return -1.32% 1.27%
Variance 0.009118266854067 0.0083399716122
Standard Deviation 0.095489616472508 0.0913234450303
Portfolio Risk 0.330137132649642
Positive Correlation
Weights Correlation 1 Correlation 2 Correlation 3
100% 0.00% 1.00 0.90 0.80
90% 10.00% 0.90 0.80 0.70
80% 20.00% 0.80 0.70 0.60
70% 30.00% 0.70 0.60 0.50
60% 40.00% 0.60 0.50 0.40
50% 50.00% 0.50 0.40 0.30
40% 60.00% 0.40 0.30 0.20
30% 70.00% 0.30 0.20 0.10
20% 80.00% 0.20 0.10 0.00
10% 90.00% 0.10 0.00 1.00
0% 100.00% 0.00 1.00 0.90

Portfolio Risk 1 Portfolio Risk 2 Portfolio Risk Portfolio Risk


9.55% 9.55% 9.55% 9.55%
9.42% 9.34% 9.26% 9.17%
9.17% 9.01% 8.86% 8.70%
8.82% 8.61% 8.40% 8.18%
8.44% 8.19% 7.93% 7.66%
8.09% 7.82% 7.53% 7.24%
7.83% 7.56% 7.28% 6.99%
7.75% 7.51% 7.26% 7.01%
7.91% 7.73% 7.55% 9.22%
8.37% 8.27% 9.17% 9.09%
9.13% 9.13% 9.13% 9.13%

Portfolio Return Portfolio Risk Efficient Fronti


-1.32% 0.91%
1.50%
-1.06% 0.80%
-0.80% 0.71% 1.00%
-0.54% 0.64%
-0.28% 0.60% 0.50%
-0.02% 0.58%
0.23% 0.58% 0.00%
0.49% 0.61%
0.75% 0.66% -0.50%
1.01% 0.74%
-1.00%

-1.50%
0.55% 0.60% 0.65% 0.70% 0.75% 0.8
0.00%

-0.50%

-1.00%
1.27% 0.83%
-1.50%
0.55% 0.60% 0.65% 0.70% 0.75% 0.8
Correlation
Correlation 4 Correlation 5 Correlation 6 Correlation 7 Correlation 8 Correlation 9
0.70 0.60 0.50 0.40 0.30 0.20
0.60 0.50 0.40 0.30 0.20 0.10
0.50 0.40 0.30 0.20 0.10 0.00
0.40 0.30 0.20 0.10 0.00 1.00
0.30 0.20 0.10 0.00 1.00 0.90
0.20 0.10 0.00 1.00 0.90 0.80
0.10 0.00 1.00 0.90 0.80 0.70
0.00 1.00 0.90 0.80 0.70 0.60
1.00 0.90 0.80 0.70 0.60 0.50
0.90 0.80 0.70 0.60 0.50 0.40
0.80 0.70 0.60 0.50 0.40 0.30

Portfolio Risk Portfolio Risk Portfolio Risk Portfolio Risk Portfolio Risk 9 Portfolio Risk 1
9.55% 9.55% 9.55% 9.55% 9.55% 9.55%
9.09% 9.00% 8.91% 8.82% 8.73% 8.64%
8.54% 8.37% 8.20% 8.03% 7.85% 9.47%
7.95% 7.71% 7.47% 7.22% 9.42% 9.23%
7.39% 7.10% 6.79% 9.38% 9.16% 8.93%
6.93% 6.61% 9.34% 9.10% 8.86% 8.61%
6.68% 9.30% 9.07% 8.84% 8.60% 8.35%
9.26% 9.06% 8.85% 8.64% 8.43% 8.21%
9.06% 8.91% 8.75% 8.59% 8.42% 8.26%
9.00% 8.91% 8.83% 8.74% 8.65% 8.55%
9.13% 9.13% 9.13% 9.13% 9.13% 9.13%

Efficient Frontier

INTERPRETATION -

The black Point in the graph indicates


the portfolio has minimum value of r
maximum return.

% 0.65% 0.70% 0.75% 0.80% 0.85% 0.90% 0.95%


maximum return.

% 0.65% 0.70% 0.75% 0.80% 0.85% 0.90% 0.95%


Correlation 10 Correlation 11 Weights Correlation 1
0.10 0.00 100% 0.00% -1.00
0.00 1.00 90% 10.00% -0.90
1.00 0.90 80% 20.00% -0.80
0.90 0.80 70% 30.00% -0.70
0.80 0.70 60% 40.00% -0.60
0.70 0.60 50% 50.00% -0.50
0.60 0.50 40% 60.00% -0.40
0.50 0.40 30% 70.00% -0.30
0.40 0.30 20% 80.00% -0.20
0.30 0.20 10% 90.00% -0.10
0.20 0.10 0% 100.00% 0.00

Portfolio Risk 1 Minimum Risk Portfolio Risk 1 Portfolio Risk 2 Portfolio Risk 3
9.55% 9.55% 9.55% 9.55% 9.55%
9.51% 8.64% 7.78% 7.88% 7.98%
9.32% 7.85% 6.27% 6.49% 6.70%
9.03% 7.22% 5.15% 5.50% 5.82%
8.69% 6.79% 4.59% 5.02% 5.42%
8.36% 6.61% 4.67% 5.12% 5.53%
8.10% 6.68% 5.28% 5.66% 6.02%
7.98% 7.01% 6.17% 6.46% 6.74%
8.09% 7.55% 7.17% 7.36% 7.55%
8.46% 8.27% 8.18% 8.27% 7.26%
9.13% 9.13% 9.13% 9.13% 9.13%

n the graph indicates that


minimum value of risk with
.
.
Negative Correlation
Correlation 2 Correlation 3 Correlation 4 Correlation 5 Correlation 6 Correlation 7
-0.90 -0.80 -0.70 -0.60 -0.50 -0.40
-0.80 -0.70 -0.60 -0.50 -0.40 -0.30
-0.70 -0.60 -0.50 -0.40 -0.30 -0.20
-0.60 -0.50 -0.40 -0.30 -0.20 -0.10
-0.50 -0.40 -0.30 -0.20 -0.10 0.00
-0.40 -0.30 -0.20 -0.10 0.00 -1.00
-0.30 -0.20 -0.10 0.00 -1.00 -0.90
-0.20 -0.10 0.00 -1.00 -0.90 -0.80
-0.10 0.00 -1.00 -0.90 -0.80 -0.70
0.00 -1.00 -0.90 -0.80 -0.70 -0.60
-1.00 -0.90 -0.80 -0.70 -0.60 -0.50

Portfolio Risk 4 Portfolio Risk 5 Portfolio Risk 6 Portfolio Risk 7 Portfolio Risk 8 Portfolio Risk 9
9.55% 9.55% 9.55% 9.55% 9.55% 9.55%
8.08% 8.18% 8.27% 8.37% 8.46% 8.55%
6.91% 7.11% 7.30% 7.49% 7.67% 7.85%
6.13% 6.42% 6.70% 6.97% 7.22% 3.94%
5.80% 6.15% 6.48% 6.79% 2.08% 2.92%
5.91% 6.27% 6.61% 0.21% 2.10% 2.96%
6.36% 6.68% 1.66% 2.63% 3.34% 3.91%
7.01% 3.53% 4.01% 4.45% 4.84% 5.21%
5.40% 5.65% 5.89% 6.12% 6.35% 6.56%
7.37% 7.48% 7.58% 7.68% 7.79% 7.89%
9.13% 9.13% 9.13% 9.13% 9.13% 9.13%
Correlation 8 Correlation 9 Correlation 10 Correlation 11
-0.30 -0.20 -0.10 0.00
-0.20 -0.10 0.00 -1.00
-0.10 0.00 -1.00 -0.90
0.00 -1.00 -0.90 -0.80
-1.00 -0.90 -0.80 -0.70
-0.90 -0.80 -0.70 -0.60
-0.80 -0.70 -0.60 -0.50
-0.70 -0.60 -0.50 -0.40
-0.60 -0.50 -0.40 -0.30
-0.50 -0.40 -0.30 -0.20
-0.40 -0.30 -0.20 -0.10

Portfolio Risk 10 Portfolio Risk 11 Minimum Risk


9.55% 9.55% 9.55%
8.64% 7.68% 7.68%
5.81% 6.05% 5.81%
4.38% 4.78% 3.94%
3.56% 4.11% 2.08%
3.62% 4.18% 0.21%
4.42% 4.87% 1.66%
5.55% 5.87% 3.53%
6.77% 6.98% 5.40%
7.98% 8.08% 7.26%
9.13% 9.13% 9.13%

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