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You have been following a stock for 6 months and the following is its past return Year 1: -5% Year 2: -10% Year 3: 15%
You have been following a stock for 6 months and the following is its past return
Year 1: -5%
Year 2: -10%
Year 3: 15%
Year 4: 5%
Year 5: 10%
Year 6: 15%
What is the expected return and standard deviation of the stock based on the historical data?
Assume normal distribution, what is VaR at 5% for this stock?
What is the Sharpe ratio of the stock based on historical data, risk free rate is 1%?
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