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ЧТОБЫ НАЙТИ ОТВЕТ, ВБЕЙ НАЧАЛО ВОПРОСА В СТРОКУ «ПОИСК»

ВОПРОС | ОТВЕТ |
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The following methods are used to estimate VaR: | Historical method; Parametric method; Simulation method |

The Confidence level is: | 95% |

In calculations for Assignment 1, the VaR calculated by the historical method is: | -0,0321 |

What is VaR? | The measure that determines the potential expected negative revaluation of the portfolio market value due to unfavorable changes in market factors over a certain time interval at a given level of confidence. |

Doji candlestick is given on the cart as of | 16/12/2022 |

The biggest drop of the share price in a week was on dates | 14/10/2022 |

The biggest increase of share price in a week was on | 30/11/2022 |

The type of the chart presented is | Japanese Candlestick |

Candlestick shows: | Price movements over time |

Choose the strengths of the Markowitz model | Relative simplicity of the model |

In Markowitz model, an investor evaluates the efficiency of investing money in a portfolio of stocks using | Expected returns and returns variance of portfolio stocks |

If an investor has built a “growth portfolio”, then he expects to grow | Market value of portfolio securities |

Which is usually higher (in percentage): portfolio risk or portfolio return? | There is no reliance, it depends |

In the market model, β shows the variability of the expected return of a security relative to | Market portfolio return |

Select from the list conditions for calculating the return using CAPM (more than 1 option is possible) | Information is freely distributed and available to all investors; Any change in information about the company immediately leads to a change in the value of its assets (stocks). |

Based on the β calculated in the problem, draw a conclusion about the sensitivity of the company’s stock return to changes in market return: | It is positively correlated with the market return however with smaller volatility. |

The average market return (ERm) is | 0,43 |

Expected stock return based on the results of calculations: | Below market return |

In the figure, the value 0.08621 indicates: | Losses that the investor will receive with a probability of 95% |

What problems is solved on the basis of G. Markowitz’s model? | building a portfolio with the maximum level of return and a limited level of risk |

At what point is it most profitable to sell stocks if they were bought at point D | F |

Indicate which prices (points on the chart) are profitable for selling | 5 |

If a European investor spend euros in Apple stocks (in dollars), at what point was it most profitable for them to buy stocks, taking into account the exchange rate | B |

Indicate which prices (points on the chart) are profitable for selling | 5 |

Return (loss, if the amount is with a minus) of the investor from the purchase of stocks was (indicate the amount in rubles by a digit, without spaces and punctuation marks, rounded to a whole number): | 2922563 |