Phyton Assigment - CAPM and Fama-French regressions

Job ID: 35476176

Budget: €8 – €30 EUR

What is requested in this assignment:


For given tickers, write the code for two regression analyses:
- CAPM regression (using the only market index as an explanatory variable)
- Fama French regression (adding FF factors into the regression, i.e. HML and SMB)
Your code should include:
1 Summary tables for both analyses that are saved as excel tables with corresponding names
2 Graph depicting price development of all stocks in your sample that is saved as png figure
3 Jointplots for all stocks in your sample that are saved as png figures with corresponding names
Please put the code and saved files as one zip folder.

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Index: Shenzhen Component

Companies names: 'Guangdong Weihua Corporation', 'Zhejiang Century Huatong Group Co.,Ltd', 'Huizhou Desay SV Automotive Co., Ltd', 'Porton Pharma Solutions Ltd', 'China International Marine Containers (Group) Co., Ltd', 'Hualan Biological Engineering Inc', 'Wuhan Guide Infrared Co., Ltd', 'Thunder Software Technology Co., Ltd', 'Beijing New Building Materials Public Limited Company', 'Faw Car Co., Ltd'

Stock tickers: '002240.SZ', '002602.SZ', '002920.SZ', '300363.SZ', '000039.SZ', '002007.SZ', '002414.SZ', '300496.SZ', '000786.SZ', '000800.SZ'

Graphs colour: all tones of violet.

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***Important Notes***

In this python programming project:

1.
The color of plots should be purple.
2.
The tables in excel file is just provided to use its data, like prices, etc.
3.
If it was needed to collect more data, Please write their references in a separate TXT file.