Python for Finance: Beta and Capital Asset Pricing Model

4.6
별점
14개의 평가
제공자:
Coursera Project Network
학습자는 이 안내 프로젝트에서 다음을 수행하게 됩니다.

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
Beginner초급
Cloud다운로드 필요 없음
Video분할 화면 동영상
Comment Dots영어
Laptop데스크톱 전용

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.

개발할 기술

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

단계별 학습

작업 영역이 있는 분할 화면으로 재생되는 동영상에서 강사는 다음을 단계별로 안내합니다.

  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

안내형 프로젝트 진행 방식

작업 영역은 브라우저에 바로 로드되는 클라우드 데스크톱으로, 다운로드할 필요가 없습니다.

분할 화면 동영상에서 강사가 프로젝트를 단계별로 안내해 줍니다.

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