ESTIMATING BETA VALUE OF SELECTED STOCKS IN CREATION OF DIVERSIFIED PORTFOLIO

Requirements:

To apply the CAPM method in estimating the beta value of different stocks in four different sectors listed in the Bahrain Bourse Index.

Must have elaborated the Theoritical framework and Conceptual Framework of Measuring the Beta or Risk of a Share

Using the Correct data and methods for calculating the Beta in Excel

To create successful portfolio by select three stocks with low risk and higher return.

notes:

Uses the correct data and applies the correct formula and statistical tools.

Knowledge and Understanding

Knowledge of issueis exceptionally accurate and correctness

includes details and relevant data and information; extremely well-organized.

Application

Uses the correct data and applies the correct formula and statistical tools.

Analysis

Makes appropriate and powerful connections between the issues identified and the strategic concepts studied and uses all available tools of analysis to diagnose the issues and problems;

Demonstrates good command of the strategic concepts and analytical tools studied.