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Average Excess Return, Forecasting, and Data

Clauric · 2012-10-16 19:19:16

Hi, I am looking for some help. Currently trying to build two portfolios, with about 6 stocks in each. I have been looking through some text books in order to try and optimize the portfolios, as best as I can. However, the texts all seem to want me to have to following: * Correlation with one of the stocks (I managed to…

16-10-2012 7:19pm

#1
Clauric

Registered Users, Registered Users 2 Posts: 610 ✭✭✭

Join Date: January 2010

Posts: 449
Hi,

I am looking for some help. Currently trying to build two portfolios, with about 6 stocks in each. I have been looking through some text books in order to try and optimize the portfolios, as best as I can. However, the texts all seem to want me to have to following:

Correlation with one of the stocks (I managed to find a website that does it for free)

Standard Deviation of the stocks (Same website)

Average excess return over a period of time (have Beta's for each stock, but no idea of where to get Alpha)

Projected forecast for future growth (%) (no idea where to find this)

The texts also suggest that I should have at least 50 points of data for each stock in order to calculate a covariance between them. Any idea of where to get this data.

Any help is much appreciated.

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