Applied Finance Project: NCA and TDY Analysis
Budget: £25 – £60 GBP
It's an Applied Finance work , split into two parts with a deadline of noon, Thursday 10 June 2026.
Part I — Excel (40%). Using a supplied template, you download monthly and annual prices (Jan 2005–Dec 2025) for your two allocated firms that's NCA (Nuveen California Muni Value Fund) and TDY (Teledyne Technologies). You then compute and reference results into the "Summary Report" sheet: simple returns, two charts (returns and rescaled-to-100 prices), buy-and-hold and compounded annual returns, a year-count comparison, and a market frontier with the optimal risky portfolio and capital market line (rf = 4%). On the monthly side: excess returns, summary statistics (mean, median, min, max, variance, SD, skewness, kurtosis), highest/lowest months, frequency-distribution charts, a correlation matrix, and CAPM alpha/beta/adjusted R². Marks reward built-in functions, cell references (never retyping data), and clean formatting.
Part II — Report (60%, 2,000 words). A standalone written report titled "Comparing the Stock Performances of NCA and TDY" covering: a description and analysis of each stock's performance; t-tests comparing their monthly performance (including across different sample periods and bull vs bear markets); and a CAPM analysis (also testing how sample periods change the conclusion).
Part I — Excel (40%). Using a supplied template, you download monthly and annual prices (Jan 2005–Dec 2025) for your two allocated firms that's NCA (Nuveen California Muni Value Fund) and TDY (Teledyne Technologies). You then compute and reference results into the "Summary Report" sheet: simple returns, two charts (returns and rescaled-to-100 prices), buy-and-hold and compounded annual returns, a year-count comparison, and a market frontier with the optimal risky portfolio and capital market line (rf = 4%). On the monthly side: excess returns, summary statistics (mean, median, min, max, variance, SD, skewness, kurtosis), highest/lowest months, frequency-distribution charts, a correlation matrix, and CAPM alpha/beta/adjusted R². Marks reward built-in functions, cell references (never retyping data), and clean formatting.
Part II — Report (60%, 2,000 words). A standalone written report titled "Comparing the Stock Performances of NCA and TDY" covering: a description and analysis of each stock's performance; t-tests comparing their monthly performance (including across different sample periods and bull vs bear markets); and a CAPM analysis (also testing how sample periods change the conclusion).