AI - Investment Analysis

This project uses the Excel data file titled 'Assign 4.xlsx' (Date File). You will also need to download Python and related software to complete this project.

Here is Full Project: https://github.com/RezzaMir/Artificial-Intelligence-Investment-Analysis/blob/e49c8c212686138dba0e968bf4bb4369a5893ae9/Investment%20analysis.ipynb

Project Set Up

The output for this project will be the Jupyter Notebook file that you create in making the model below.

All calculations are done within Python. The Data File has been ‘pre-cleaned’ so no formatting, calculations or data clean-up in Excel is required.

Model 4a: Python Risk and Return Calculations

Created a model in Python that allows the user to enter a ticker from the Data File and Python will return each of the following:

i. Annualized Arithmetic Return

ii. Annualized Geometric Return

iii. Annualized Volatility

iv. Skewness of Weekly Returns

v. Excess Kurtosis of Weekly Returns

vi. Coefficient of Variation

vii. 90% Confidence Interval of Annual Returns

viii. A graph representing the growth of $100 invested in the specific stock on the first day in the sample through the last day in the sample

Model 4b: Python Basic Stock Comparison

Created a model in Python that allows the user to be able to enter two tickers from the Data File and Python will return each of the following for the two stocks, indicating which of the two is preferred:

i. Annualized Geometric Return

ii. Annualized Volatility

iii. Coefficient of Variation

Model 4c: CAPM in Python

Created a model in Python as follows:

i. The user can enter a ticker from the Data File and Python will return that stock’s beta.

ii. The user can then enter the risk-free rate and an epexcted market return and the model will calculate the expected return for the user selected stock.