Overview
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Leverage Excel to make sound investments. Learn how to perform key investment-related activities in Excel, including investment evaluation and analysis on a stock or portfolio.
Syllabus
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Introduction
- Using Excel to make sound investments
- What you should know
- Reviewing basic principles
- Reviewing asset allocation
- Reviewing beta
- Reviewing multiples and stock valuation
- Reviewing smart beta
- Setting up time series data on a stock
- Computing holding period returns
- Computing time series momentum: Market timing
- Compute rolling P/E and P/B multiples for a stock
- Building a discounted cash flow model
- Building a dividend discount model
- Computing expected returns on a stock
- Using probability to calculate stock returns
- Computing arithmetic and geometric returns in a portfolio
- Computing standard deviation and variance of an asset
- Finding covariances and correlations
- Computing standard deviation and variance of a portfolio
- Computing beta of an asset
- Computing risk for a portfolio with many stocks
- Computing asset allocation
- Computing cross-sectional momentum
- Computing correlations between stocks
- Evaluating hedge funds and mutual funds with portfolio attribution
- Valuing a bond in Excel
- Performing scenario analysis
- Setting up allocations
- Scenario analysis in a portfolio
- Computing expected risk on a portfolio
- Computing portfolio Sharpe ratios
- Computing information ratios
- Computing Sortino ratios
- Calculating Treynor measures
- Calculating VaR
- Next steps
