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    4) Return On Portfolio (Sinif İçi̇)

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    Abdullah Akkoç

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    4) Return On Portfolio (Sinif İçi̇)

    Uploaded by

    Abdullah Akkoç
    14 views3 pages

    Original Title

    4)RETURN ON PORTFOLIO(SINIF İÇİ)

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    14 views3 pages

    4) Return On Portfolio (Sinif İçi̇)

    Uploaded by

    Abdullah Akkoç

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
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    GARANTI TAV

    Date Adj Close RETURN Date Adj Close RETURN


    11/25/2019 10.05 11/25/2019 25.02315
    12/2/2019 10.36 3.1% 12/2/2019 25.5817 2.2%
    12/9/2019 10.96 5.8% 12/9/2019 25.39552 -0.7%
    12/16/2019 10.82 -1.3% 12/16/2019 27.10841 6.7%
    12/23/2019 11.06 2.2% 12/23/2019 27.31321 0.8%
    12/30/2019 10.95 -1.0% 12/30/2019 26.86637 -1.6%
    1/6/2020 11.95 9.1% 1/6/2020 27.33183 1.7%
    1/13/2020 12.17 1.8% 1/13/2020 26.90361 -1.6%
    1/20/2020 11.99 -1.5% 1/20/2020 26.69881 -0.8%
    1/27/2020 11.97 -0.2% 1/27/2020 25.35828 -5.0%
    2/3/2020 11.98 0.1% 2/3/2020 25.41414 0.2%
    2/10/2020 11.52 -3.8% 2/10/2020 24.48321 -3.7%
    2/17/2020 11.07 -3.9% 2/17/2020 23.17993 -5.3%
    2/24/2020 9.54 -13.8% 2/24/2020 19.0094 -18.0%
    3/2/2020 9.99 4.7% 3/2/2020 17.98539 -5.4%
    3/9/2020 9.03 -9.6% 3/9/2020 16.00253 -11.0%
    3/16/2020 7.46 -17.4% 3/16/2020 13.92657 -13.0%
    3/23/2020 7.87 5.5% 3/23/2020 15.62085 12.2%
    3/30/2020 7.54 -4.2% 3/30/2020 16.04 2.7%
    4/6/2020 8.63 14.5% 4/6/2020 18.36 14.5%
    4/13/2020 8.39 -2.8% 4/13/2020 20.16 9.8%
    4/20/2020 8.13 -3.1% 4/20/2020 18.08 -10.3%
    4/27/2020 8.33 2.5% 4/27/2020 18.33 1.4%
    5/4/2020 7.88 -5.4% 5/4/2020 17.3 -5.6%
    5/11/2020 7.7 -2.3% 5/11/2020 17.14 -0.9%
    5/18/2020 7.54 -2.1% 5/18/2020 18.7 9.1%
    5/25/2020 7.85 4.1% 5/25/2020 20.28 8.4%
    6/1/2020 8.29 5.6% 6/1/2020 20.28 0.0%
    6/8/2020 8.15 -1.7% 6/8/2020 19.55 -3.6%
    6/15/2020 8.34 2.3% 6/15/2020 19.33 -1.1%
    6/22/2020 8.21 -1.6% 6/22/2020 19.1 -1.2%
    6/29/2020 8.22 0.1% 6/29/2020 18.71 -2.0%
    7/6/2020 7.8 -5.1% 7/6/2020 17.05 -8.9%
    7/13/2020 7.95 1.9% 7/13/2020 17.65 3.5%
    7/20/2020 7.9 -0.6% 7/20/2020 17.91 1.5%
    7/27/2020 7.02 -11.1% 7/27/2020 16.6 -7.3%
    8/3/2020 6.56 -6.6% 8/3/2020 17.1 3.0%
    8/10/2020 6.76 3.0% 8/10/2020 16.86 -1.4%
    8/17/2020 7.07 4.6% 8/17/2020 16.57 -1.7%
    8/24/2020 6.91 -2.3% 8/24/2020 15.77 -4.8%
    8/31/2020 6.8 -1.6% 8/31/2020 15.02 -4.8%
    9/7/2020 6.79 -0.1% 9/7/2020 16.35 8.9%
    9/14/2020 6.67 -1.8% 9/14/2020 15.63 -4.4%
    9/21/2020 7.17 7.5% 9/21/2020 15.09 -3.5%
    9/28/2020 7.12 -0.7% 9/28/2020 15.28 1.3%
    10/5/2020 7.1 -0.3% 10/5/2020 15.49 1.4%
    10/12/2020 7.17 1.0% 10/12/2020 15.31 -1.2%
    10/19/2020 7.06 -1.5% 10/19/2020 15.11 -1.3%
    10/26/2020 6.61 -6.4% 10/26/2020 13.77 -8.9%
    11/2/2020 6.97 5.4% 11/2/2020 14.5 5.3%
    11/9/2020 8.83 26.7% 11/9/2020 17.24 18.9%
    11/16/2020 9.47 7.2% 11/16/2020 18.4 6.7%
    11/23/2020 9.02 -4.8% 11/23/2020 18.7 1.6%
    11/24/2020 9.28 2.9% 11/24/2020 19.02 1.7%
    WEİGHTS VARIANCES ST.DEVIATIONS
    GARANTI %35 0.44% 6.62%
    TAV%65 0.45% 6.70%

    AVERAGE RETURN ON GARANTI CORELATION 0.708495


    w
    0.06% 35%

    AVERAGE RETURN ON TAV


    W
    -0.29% 65%

    RETURN ON PORTFOLİO
    -0.17%

    portfolio risk 0.39%


    portfolio risk (std) 6.21%

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