# Portfolio Project Harvard Case Solution & Analysis

Step 1

a).

The four stocks that we have selected are Apple (AAPL), Coca-Cola (KO), Costco (COST) and Dollar General (DG) stocks. The one year’s weekly price data for each of the four stocks has been extracted from Yahoo Finance from January 22, 2016 to January 20, 2017. All the four stocks pay dividends.

b).

The 52 closing prices are shown in the excel spreadsheet. None of the stocks had stock splits, however, all four stocks paid quarterly dividends so stock prices have been adjusted for these dividends.

c).

The weekly returns for all the closing prices of four stocks have been computed which are shown in the excel spreadsheet.

d).

The weekly returns for all the closing prices of S&P 500 index have been computed, which are also shown in the excel spreadsheet.

Portfolio Project Harvard Case Solution & Analysis

e).

The betas for each of the four stocks have been estimated using linear regression model in the excel sheet. The betas for each of the four stocks are as follows:

 STOCK BETAS Apple (APPL) Coca Cola Co (KO) CostCo Corp (COST) Dollar General (DG) 1.160 0.617 1.022 1.512

f).

The results of each of the four stocks have been tabulated. The dividend adjusted closing prices of each stock are shown below:

 Date S&P500 Closing Adjusted (GSPC) Apple (APPL) Coca Cola Co (KO) CostCo Corp (COST) Dollar General (DG) 1/18/2016 1906.90 96.685 38.720 143.952 69.774 1/25/2016 1940.24 92.795 39.512 141.545 72.882 2/1/2016 1880.05 89.630 39.070 134.867 69.580 2/8/2016 1864.78 90.171 39.687 139.232 68.415 2/15/2016 1917.78 92.138 40.294 139.251 69.910 2/22/2016 1948.05 92.972 39.714 140.169 73.814 2/29/2016 1999.99 98.824 40.607 141.311 72.707 3/7/2016 2022.19 98.105 41.611 143.006 82.543 3/14/2016 2049.58 101.616 42.306 143.418 81.601 3/21/2016 2035.94 101.376 42.288 141.807 81.514 3/28/2016 2072.78 105.521 43.448 148.194 85.028 4/4/2016 2047.60 104.245 43.485 142.013 80.158 4/11/2016 2080.73 105.386 42.770 143.437 80.635 4/18/2016 2091.58 101.386 41.323 140.393 79.311 4/25/2016 2065.30 89.931 41.564 138.717 79.769 5/2/2016 2057.14 88.952 42.047 137.540 81.093 5/9/2016 2046.61 87.371 42.074 135.718 79.408 5/16/2016 2052.32 91.907 40.776 134.018 79.486 5/23/2016 2099.06 96.859 41.546 140.020 87.530 5/30/2016 2099.13 94.513 41.787 142.490 89.400 6/6/2016 2096.07 95.391 42.668 145.458 89.050 6/13/2016 2071.22 92.013 41.555 146.416 87.696 6/20/2016 2037.41 90.150 41.070 146.106 89.968 6/27/2016 2102.95 92.554 42.182 146.622 91.286 7/4/2016 2129.90 93.316 42.425 155.385 92.106 7/11/2016 2161.74 95.343 42.659 156.296 89.557 7/18/2016 2175.03 95.227 42.846 157.292 92.917 7/25/2016 2173.60 100.584 40.789 157.057 92.516 8/1/2016 2182.87 103.740 40.649 157.508 92.155 8/8/2016 2184.05 104.982 41.163 158.767 90.729 8/15/2016 2183.87 106.127 41.060 158.233 88.718 8/22/2016 2169.04 103.778 40.499 154.381 73.728 8/29/2016 2179.98 104.545 40.817 148.778 71.599 9/5/2016 2127.81 100.081 39.518 141.922 68.923 9/12/2016 2139.16 111.523 39.396 143.475 70.222 9/19/2016 2164.69 109.378 40.284 143.645 70.648 9/26/2016 2168.27 109.708 39.888 143.626 68.590 10/3/2016 2153.74 110.688 39.332 141.253 68.267 10/10/2016 2132.98 114.152 39.275 141.404 67.600 10/17/2016 2141.16 113.153 39.709 140.292 66.571 10/24/2016 2126.41 110.358 39.803 141.036 66.973 10/31/2016 2085.18 105.622 39.294 133.954 67.159 11/7/2016 2164.45 105.765 38.672 141.093 73.206 11/14/2016 2181.90 107.355 38.559 142.037 75.333 11/21/2016 2213.35 109.042 39.143 143.473 78.459 11/28/2016 2191.95 107.198 38.040 143.671 73.069 12/5/2016 2259.53 111.149 39.921 150.860 75.656

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