Python for Finance: Beta and Capital Asset Pricing Model

4.6
14件の評価
提供:
Coursera Project Network
このガイド付きプロジェクトでは、次のことを行います。

Understand the theory and intuition behind the Capital Asset Pricing Model (CAPM)

Calculate Beta and expected returns of securities in python

Perform interactive data visualization using Plotly Express

Clock2 hours
Beginner初級
Cloudダウンロード不要
Video分割画面ビデオ
Comment Dots英語
Laptopデスクトップのみ

In this project, we will use Python to perform stocks analysis such as calculating stock beta and expected returns using the Capital Asset Pricing Model (CAPM). CAPM is one of the most important models in Finance and it describes the relationship between the expected return and risk of securities. We will analyze the performance of several companies such as Facebook, Netflix, Twitter and AT&T over the past 7 years. This project is crucial for investors who want to properly manage their portfolios, calculate expected returns, risks, visualize datasets, find useful patterns, and gain valuable insights. This project could be practically used for analyzing company stocks, indices or currencies and performance of portfolio. Note: This course works best for learners who are based in the North America region. We’re currently working on providing the same experience in other regions.

あなたが開発するスキル

  • Financial Analysis
  • Data Analysis
  • Python Programming
  • Data Visualization (DataViz)

ステップバイステップで学習します

ワークエリアを使用した分割画面で再生するビデオでは、講師がこれらの手順を説明します。

  1. Understand the intuition behind Beta and the Capital Asset Pricing Model (CAPM)

  2. Import datasets, libraries and perform exploratory data analysis

  3. Perform Data Scaling/Normalization

  4. Perform interactive data visualization

  5. Develop a function to calculate daily returns

  6. Calculate beta for individual security

  7. Apply CAPM to individual Security

  8. Calculate Beta for the entire stocks in the portfolio

ガイド付きプロジェクトの仕組み

ワークスペースは、ブラウザに完全にロードされたクラウドデスクトップですので、ダウンロードは不要です

分割画面のビデオで、講師が手順ごとにガイドします

よくある質問

よくある質問

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