The portfolio return

Introduction to Portfolio Analysis in R

Kris Boudt

Professor, Free University Brussels & Amsterdam

Portfolio returns: relative value

  • Weights reveal active investment bets
  • Returns are the relative changes in value:

ch_1_video_3.004.png

Introduction to Portfolio Analysis in R

Portfolio returns: relative value

  • Weights reveal active investment bets
  • Returns are the relative changes in value:

ch_1_video_3.005.png

Introduction to Portfolio Analysis in R

Portfolio returns: relative value

  • Weights reveal active investment bets
  • Returns are the relative changes in value:

Introduction to Portfolio Analysis in R

Portfolio returns: relative value

  • Weights reveal active investment bets
  • Returns are the relative changes in value:

ch_1_video_3.007.png

Introduction to Portfolio Analysis in R

Portfolio returns: relative value

  • Weights reveal active investment bets
  • Returns are the relative changes in value:

ch_1_video_3.008.png

Introduction to Portfolio Analysis in R

Portfolio returns: relative value

  • Weights reveal active investment bets
  • Returns are the relative changes in value:

ch_1_video_3.009.png

Introduction to Portfolio Analysis in R

Portfolio returns: relative value

  • Weights reveal active investment bets
  • Returns are the relative changes in value:

ch_1_video_3.010.png

Introduction to Portfolio Analysis in R

Portfolio returns: relative value

  • Weights reveal active investment bets
  • Returns are the relative changes in value:

ch_1_video_3.011.png

Introduction to Portfolio Analysis in R

Three steps

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Introduction to Portfolio Analysis in R

Three steps

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Introduction to Portfolio Analysis in R

Three steps

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Introduction to Portfolio Analysis in R

Three steps

ch_1_video_3.019.png

Introduction to Portfolio Analysis in R

Three steps

ch_1_video_3.021.png

Introduction to Portfolio Analysis in R

Three steps

ch_1_video_3.022.png

Introduction to Portfolio Analysis in R

Three steps

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Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.025.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.026.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.027.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.028.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.029.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.030.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.031.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.032.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.033.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.034.png

Introduction to Portfolio Analysis in R

Example: two assets

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Introduction to Portfolio Analysis in R

Portfolio returns: weighted average return

ch_1_video_3.037.png

Introduction to Portfolio Analysis in R

Portfolio returns: weighted average return

ch_1_video_3.038.png

Introduction to Portfolio Analysis in R

Portfolio returns: weighted average return

ch_1_video_3.039.png

Introduction to Portfolio Analysis in R

Three steps

ch_1_video_3.041.png

Introduction to Portfolio Analysis in R

Three steps

ch_1_video_3.042.png

Introduction to Portfolio Analysis in R

Three steps

ch_1_video_3.043.png

Introduction to Portfolio Analysis in R

Three steps

ch_1_video_3.044.png

Introduction to Portfolio Analysis in R

Three steps

ch_1_video_3.045.png

Introduction to Portfolio Analysis in R

Three steps

ch_1_video_3.046.png

Introduction to Portfolio Analysis in R

Three steps

ch_1_video_3.047.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.049.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.050.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.051.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.052.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.053.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.054.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.055.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.056.png

Introduction to Portfolio Analysis in R

Example: two assets

ch_1_video_3.057.png

Introduction to Portfolio Analysis in R

Let's practice!

Introduction to Portfolio Analysis in R

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