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  • SD Philippines Stocks

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    Kat Villagracia
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    The document summarizes stock performance data for 15 Philippine companies over a period of time. It calculates the average return across the stocks as 45.54% with a standard deviation of 34.60%, showing high variability in the returns. Diversifying across multiple stocks helped achieve a total return of 546.44% and reduced the overall risk and volatility, as evidenced by the reduced standard deviation compared to individual stocks.

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    The document summarizes stock performance data for 15 Philippine companies over a period of time. It calculates the average return across the stocks as 45.54% with a standard deviation of 34.60%, showing high variability in the returns. Diversifying across multiple stocks helped achieve a total return of 546.44% and reduced the overall risk and volatility, as evidenced by the reduced standard deviation compared to individual stocks.

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    Attribution Non-Commercial (BY-NC)
    Baixe no formato PPT, PDF, TXT ou leia online no Scribd
    Sinalizar o conteúdo como inadequado
    13 visualizações4 páginas

    SD Philippines Stocks

    Enviado por

    Kat Villagracia
    The document summarizes stock performance data for 15 Philippine companies over a period of time. It calculates the average return across the stocks as 45.54% with a standard deviation of 34.60%, showing high variability in the returns. Diversifying across multiple stocks helped achieve a total return of 546.44% and reduced the overall risk and volatility, as evidenced by the reduced standard deviation compared to individual stocks.

    Direitos autorais:

    Attribution Non-Commercial (BY-NC)
    Baixe no formato PPT, PDF, TXT ou leia online no Scribd
    Sinalizar o conteúdo como inadequado
    de 4

    The Power of Diversification

    Average Returns and Standard Deviation of 15 Stocks


    (Philippine Stock Market)
    Selected Philippine Stocks
    2
    Company R R-R (R-R)
    Security Bank Corp. 73.75 28.21 795.80
    RCBC Corp. 23.50 -22.04 485.76
    First Metro Investment 31.25 -14.29 204.20
    First Phil. Holdings 59.00 13.46 181.17
    Jollibee Foods Corp. 75.75 30.21 912.64
    San Miguel Corp. 128.03 82.49 6,804.60
    Universal Robina Corp. 31.70 -13.84 191.55
    Alphaland Corp. 48.38 2.84 8.07
    ABS-CBN Holdings Corp 41.10 -4.44 19.71
    Robinsons Land Corp. 14.38 -31.16 970.95
    Ayala Land Inc. 14.30 -31.24 975.94
    PAL Holdings Inc. 5.30 -40.24 1,619.26
    Total 546.44 13,169.65
    Average Return (546.44/12) = 45.54 Variance (13,169.65/11) =
    1,197.24
    Standard Deviation √ 1,197.24 = 34.60
    Selected Philippine Stocks

    SM
    C

    SBC JFC

    FPH

    Alpha
    ABS
    FMI UBC
    RCBC
    ALI
    RLC
    PAL
    Investment Game
    Shares Market MV MV Gain /
    Price (2/1/11) (2/28/11) (Loss)
    Treasury Bills (91-day) .700% 200,000 200,116.67 116.67
    Treasury Bonds (365-day) 2.456% 200,000 200,409.33 409.33
    Stocks:
    PNB 1,800 53 95,400
    I-Remit Inc. 30,000 3.38 101,400
    Meralco 500 231 155,500
    Swift Foods 550,000 .183 100,650
    RFM Corp. 27,600 1.7 46,920
    SM Prime 9,500 10.54 100,130
    TOTAL 1,000,00
    0

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