Research paper on Goldman Sach
Budget: $30 – $250 USD
Write a quality paper as if you intend to publish it. Use APA style including references.
The paper should discuss Beta and evaluate if returns expected by historical Betas match the actual realized returns by the stock. Use the S&P500 for your market data and calculations.
For example, you would download historical betas and the closing prices of the stock assigned to you and calculate its returns (daily, weekly, or monthly). Then, compare and analyze the actual returns to those expected by the historical Betas. Note that the returns expected by Betas should be based on the CAPM
Provide the date, the methodology, and results in a Word document in APA style. Data and calculation must be provided in Excel.
You will need the following for your project:
WRDS: is a platform through which numerous business and economics databases can be accessed. George Washington University subscribes to some of them. A WRDS account is available, at no charge, to George Washington University faculty members, students, and staff. An account is necessary to access the databases. In order to request an account, go to http://wrds.wharton.upenn.edu. You will have then access to CRSP (Center for Research in Security Prices).
CRSP provides security price return and volume data as well as stock indices, beta-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds information, and real estate data, including historical Beta of stocks. https://crsp.org/
The paper should discuss Beta and evaluate if returns expected by historical Betas match the actual realized returns by the stock. Use the S&P500 for your market data and calculations.
For example, you would download historical betas and the closing prices of the stock assigned to you and calculate its returns (daily, weekly, or monthly). Then, compare and analyze the actual returns to those expected by the historical Betas. Note that the returns expected by Betas should be based on the CAPM
Provide the date, the methodology, and results in a Word document in APA style. Data and calculation must be provided in Excel.
You will need the following for your project:
WRDS: is a platform through which numerous business and economics databases can be accessed. George Washington University subscribes to some of them. A WRDS account is available, at no charge, to George Washington University faculty members, students, and staff. An account is necessary to access the databases. In order to request an account, go to http://wrds.wharton.upenn.edu. You will have then access to CRSP (Center for Research in Security Prices).
CRSP provides security price return and volume data as well as stock indices, beta-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds information, and real estate data, including historical Beta of stocks. https://crsp.org/