ACFI3308 - Stock Returns Analysis - Market Portfolio - Return On Asset - Report Writing Assignment Help

Assessment Task:

Stock Returns Analysis - Market Portfolio - Return On Asset - Report Writing Assignment Help  ACFI3308

SCENARIO
You are a Junior Stock Analyst for F&H Investment Plc, with responsibility for tracking FTSE 100 stocks on the London Stock Exchange. One of your core duties is to determine the right price and return of stocks, which in turn, informs traders on buying or selling decisions of the stocks in their portfolio. 
The asset returns/pricing model used is the capital asset pricing model (CAPM), which proposesthe market (systematic) risk as the single determinant of stock value

PART ONE: TIME SERIES ANALYSIS

a)Produce a time-series graphof the monthly price series for (i) theselected stocks, (ii) the risk-free asset and (iii) the market portfoliofor the past 15 years. 

b)Provide a description of the patterns observed for your series plots, that is, whether you observe a trend, season, cycle, structural break, random walk or a combination of them).

c)Identify an economic/fundamental reason for the patterns observed in each of the series analysed above.

PART TWO: FORECASTING

You are expected to provide forecasts of your chosen stock. These forecasts will inform thetrading division on their buy and sell decisions.

a)Produce a forecast of the monthly price and return series of your chosen stock for the last 3 years using (i) the moving average method, (ii) exponential smoothing method and (iii) the regression estimates from your previous section.

b)Compute the mean square error (MSE) and mean absolute percentage error (MAPE) for all the three forecasting methods and comment on the accuracy of your forecasts.

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