Amphenol Corporation

Thermo Fisher Scientific Inc.
Amphenol Corporation
Atlassian Corporation Plc
Skyworks Solutions, Inc.
Leidos Holdings, Inc.
-I chose those 5 stocks:
Using the price charts from Bloomberg create and print screen 2 historical price graphs (last 5 years and all
price history). [5 MARKS]
Download ROA, ROE and P/E ratios and Beta for each stock. [5 MARKS]
Write a brief review about the company using the information found on Bloomberg Terminal. who is CEO, which industry it is in,
the main competitor, etc). [10 MARKS]
Allocate 100,000 dollars among these 5 stocks to create your portfolio in Bloomberg, also print screen the page
showing your portfolio. [5 MARKS]
Based on your portfolio weights, and Betas of your five stocks, calculate the beta of the portfolio. [5 MARKS]
For each stock in your portfolio, download last 6 years’ (2015, 2016,2017, 2018 , 2019, 2020) the end-of-year
stock prices. [5 MARKS]
Using the closing price calculate return rates (5 return rates) [5 MARKS]
Create a correlation matrix for the stocks in your portfolio. You should have the correlations between each pair
in your portfolio. [5 MARKS]
Find out the lowest risk portfolio choice that consist of two of your stocks. [5 MARKS]
For each asset in your chosen portfolio (includes two assets), calculate the average return and standard
deviation. [10 MARKS]
Using these two assets (for example asset X and Y) create ten portfolios each differing based on the weight of these two assets. Starting from (100% X, 0% Y) , going forward by decreasing one 10 % increasing the other
10% (90% X, 10% Y)….. and ending with (0%X, 100%Y). [10 MARKS]
For each of these asset combinations calculate portfolio return and portfolio deviation. (using weights, standard deviations, returns and correlations) . Formulas you need are available in the chapter 5 slides. [15 MARKS]
Then convert portfolio standard deviation and portfolio returns to percentages by multiplying with 100. And
draw a graph portfolio risk on X-axis and portfolio return on Y-axis [10 MARKS]
Discuss your graph, show efficient frontier and inefficient portfolio combinations. Where is the point that maximizes the return for unit level of risk? [5 MARKS]