Assignment 1: Due Date February 8, 2019
Assignment 1 has two parts:
PART 1 :Update the master database with monthly opening or closing values of the relevant index for each month of 2017 and 2018. Provide a citation (that I will check) for your data.
PART 2: Double check the accuracy and consistency of the existing monthly data.
In doing so, please be careful that the data are for the index itself and not one of possibly many open-end mutual funds and/or exchange traded funds that track the index.
Take the time to check the existing data from December 1995 through December 2016 for your securities market asset class to ensure there are no errors. Provide a citation (that I will check) for your data.
Locating the data is an easy to straightforward task for several of the asset classes, but an ongoing challenge for others. Data sources include but are certainly not limited to:
The business and economic online databases available on the Barry
Library website.
Be sure to explore the S&P site.
www.fred.org An extensive economic and financial database provided by
the Federal Reserve Bank of St. Louis.
www.msci.com Morgan Stanley Capital International website.
www.gs.com Goldman Sach’s website.
www.nareit.org National Association of Real Estate Investment Trust
website.
Bloomberg Terminal.
I. Purposes of the Project: How to Build a Portfolio and How to Analyze a Market
The purposes of the project are to develop the student’s knowledge, skills and ability in the processes of designing, building, and managing portfolios of securities by:
1. Having the student acquire an in- depth knowledge and understanding of one particular securities market.
2. Providing the student valuable, relevant, knowledge – building experiences in identifying, locating, organizing, analyzing, assessing and evaluating data and information on securities markets.
3. Develop the student’s knowledge and skills in and understanding of:
a) Measuring return, risk, and distribution characteristics of a securities market.
b) Identifying, analyzing, and evaluating the inter-relationships among securities markets returns.
c) Assessing the usefulness of an asset class in enhancing portfolio return and diversifying portfolio risk;
d) The pricing efficiency of the market represented by the asset class;
e) The valuation of the market represented by the asset class.
f) Using statistical tools to evaluate a range of characteristics of securities markets.
g) Using Excel and other statistical software.
h) Writing precise, concise, clear and informative reports and making clear, concise and informative oral presentations.
The project is a series of related assignments. The assignments are straightforward, and except for assignments 3 and 4 are not time intensive.
Basically, each assignment replicates an activity a portfolio manager does in building a portfolio for a client.
The typical assignment requires some measurements, followed by analysis, assessment, evaluation, reflection, and a little writing. A few of the assignments will require the student to work collaboratively with all other students in the class.
This is the market that should get the data base : FTSE-NAREIT All REIT
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