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Analysis of the 260-day Value at Risk (VAR) of a portfolio of four shares
It is the level of return comprising of a given probability (usually, 5, 2.3, or 1 percent) of experiencing a return of less than that level. Value-at-Risk was first used in the late 1980’s by major financial firms to measure the risk of their trading portfolios. Since then, Value-at-Risk is widely used quantitative tool to measure market risk. According to Hull (2005), “VaR answers the…

Financial Modeling Of Value At Risk Portfolio
The analysis is carried out on the value at risk of a portfolio of four shares employing the techniques deployed in financial modeling. The report is also carried out on a 260-day value-at-risk (VAR) of the portfolio of the shares used to make the report. The shares have been analyzed on a daily basis, to normalize the matching volumes of the traded shares. Various plans, methods and project…

Analysis of the Value at Risk (VaR) of a Portfolio of 4 Shares
In this study, we highlight the various methodologies like the value at risk, Mont Carlo VaR analysis, bootstrap method of analysis and the portfolio analysis. The study in this context analyzes the performance of the shares of the 4 companies namely Amec PLC, Lloyds Banking Group PLC, Lonmin PLC and Tesco PLC. Introduction: Value-at-Risk: The introduction of Value-at-Risk (VaR) as an established…

Horizontal and Vertical Financial Analysis - PepsiCo vs Coca-Cola
Income Statement Analysis on Horizontal Basis The major components of income statements are analyzed for both the companies in respect of cost of goods sold, operating income, income before taxes and finally net income. Cost of sales for PepsiCo is around 43% of the sales whereas the same for Coca-Cola is around 35% of the sales which is substantially lower than that of PepsiCo. In respect of…

Portfolio Analysis.
Portfolio analysis includes all efforts made by a firm towards the achievement of the best trade off between returns and risk tolerance. Portfolio analysis also involves the quantification of the financial and operational impact of a given portfolio, and it is quite vital as it helps firms to evaluate the performance of their investments and the effective timing of its returns. Each portfolio…

Causes of the AT&T-BellSouth Takeover
Consequently, the revenues of the company were falling, stock process declining and incurred huge cost price. Things looked even bleaker given the coming of internet phone calls and more serious competition from cable and wireless companies. AT&T, which is a holding company agreed to take-over BellSouth as a strategy to position it as a company committed in enhancing convergence, progressive…

investment and portfolio analysis
On the contrary, Sharpe ratio refers to a measure of risk adjustment measure that utilizes standard deviation when computing portfolio returns and inherent risk associated with a particular portfolio (Ctaff, 2012). Empirical research asserts that if Sharpe ratio is higher it implies returns are better. Therefore, by utilizing standard deviation, Sharp ratio assumes that the relevant risk is total…