CASE STUDY Stefan Naydenov(200010) Kiril Kamenov(200014) Ventsi Minkov(200015) Kristian Todorov(200013) Descriptive analysis • Descriptive statistics enables us to present the data in a more meaningful way, which allows simpler interpretation of the data. • The coefficients we derived from the analysis showed that the S&P 500 is the better benchmark than the currently used one Dow Jones. Correlation Analysis • We ran correlation tests and based on this analysis we concluded that the S&P 500 is again the best fit benchmark. Regression Analysis • This analysis compares not only each index to our portfolio but all combinations of indexes. The analysis showed that the S&P500 and NASDAQ combined is the best fit. Conclusion • In conclusion, looking at the results from the three analysis we can see that the S&P 500 benchmark is probably the best one, although the S&P 500 and the NASDAQ combined could also be good option. Investor`s benefits • By finding a better benchmark we can help the investor to get a better idea of how the portfolio will perform in the future. • The investor can also understand better the risk profile of the portfolio and to know if that’s the right portfolio for them.
