Excel for Investment Professionals

Excel for Investment Professionals
Excel for Investment Professionals
English | MP4 | AVC 1280×720 | AAC 48KHz 2ch | 1h 58m | 280 MB

Do you manage a portfolio of stocks or securities? Microsoft Excel offers professionals in the investment industry with a bevy of tools that they can use to make sound investments. In this course, learn how to leverage these tools and perform key investment-related activities in Excel, including investment evaluation and analysis on a stock or portfolio. Professor Michael McDonald provides an overview of the major tasks in the investment industry, and then digs into how to do single stock investment analysis. He also goes over how to compute expected returns on a stock and a portfolio, value a bond in Excel, compute performance evaluation metrics, and more.

Topics include:

  • Leveraging investment-specific Excel tools
  • Computing momentum and trends in stock prices
  • Computing risk and return for an investment portfolio
  • Calculating stock returns
  • Analyzing investment ratios for a firm
  • Applying Excel to make data-based investment decisions
Table of Contents

1 Using Excel to make sound investments
2 What you should know

Major Tasks in the Investments Industry
3 Reviewing basic principles
4 Reviewing asset allocation
5 Reviewing beta
6 Reviewing multiples and stock valuation
7 Reviewing smart beta

Single Stock Investment Analysis
8 Setting up time series data on a stock
9 Computing holding period returns
10 Computing time series momentum Market timing
11 Compute rolling P E and P B multiples for a stock
12 Building a discounted cash flow model
13 Building a dividend discount model

Investment Evaluation in Excel
14 Computing expected returns on a stock
15 Using probability to calculate stock returns
16 Computing arithmetic and geometric returns in a portfolio
17 Computing standard deviation and variance of an asset
18 Finding covariances and correlations
19 Computing standard deviation and variance of a portfolio
20 Computing beta of an asset
21 Computing risk for a portfolio with many stocks

Investment Evaluation in Excel
22 Computing asset allocation
23 Computing cross-sectional momentum
24 Computing correlations between stocks
25 Evaluating hedge funds and mutual funds with portfolio attribution
26 Valuing a bond in Excel
27 Performing scenario analysis

Portfolio Performance Evaluation
28 Setting up allocations
29 Scenario analysis in a portfolio
30 Computing expected risk on a portfolio
31 Computing portfolio Sharpe ratios
32 Computing information ratios
33 Computing Sortino ratios
34 Calculating Treynor measures
35 Calculating VaR

36 Next steps