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Suppose that you are a security analyst working for an Asset Management Company. You use Capital Asset Pricing Model for making recommendation to your clients

Suppose that you are a security analyst working for an Asset Management Company. You use Capital Asset Pricing Model for making recommendation to your clients who trade in Bursa Malaysia Berhad. In order to recommend to your clients do the following:

  1. Using technical indicator, moving average method, identify 5 stocks traded at Bursa Malaysia Berhad.
  2. Forecast their returns using scenario analysis.
  3. Estimate expected return, standard deviation and alpha for each of the 5 stocks

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