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Consider the shared spreadsheet containing Price series of five different stock and answer the following:
In your opinion, which strategy will be better as per One-year VaR (@99% confidence level) calculation for a risk averse investor "risk minimize portfolio" or "equal weight portfolio"? (Show the calculation for equal weight portfolio as well and state your opinion in in same excel file.)
Date
HUL
HCL Tech
PRAXIS
HDFC
IDBI
20-Sep-19
1812.75
1049.55
81.45
1974.6
27.2
23-Sep-19
1969.75
1049.1
81.3
2049.3
28.75
24-Sep-19
2039.75
1032.9
82.75
2162
30.95
25-Sep-19
2050.45
1047.4
80
2130
34.1
26-Sep-19
2051.5
1053.85
61
2069.95
36.9
27-Sep-19
2034.4
1045.15
60
2063.2
35.7
30-Sep-19
2010.9
1041.05
58.85
2035.9
33.6
01-Oct-19
1981.95
1080.6
59.6
1977.05
31.75
03-Oct-19
1990.3
1059.55
59.55
1995.65
30.55
04-Oct-19
1962.05
1076.8
1974.55
30.8
07-Oct-19
1944.2
1079.1
59.35
1978.3
30.65
09-Oct-19
1940.05
1074.4
59.95
1969.3
29.8
10-Oct-19
1948
1051.1
59.85
2002
29.9
11-Oct-19
1968.75
1063.5
58
1987.95
29.65
14-Oct-19
2004.65
1079.5
60.9
2010.15
29.5
15-Oct-19
2014.25
1086.8
63.9
2014.75
29.15
16-Oct-19
2064.4
1084.5
67.05
2013.3
28.95
17-Oct-19
2071
1100.9
64.15
2048.7
29.05
18-Oct-19
2103.85
1093.05
60.95
2089.75
22-Oct-19
2106.85
1095.5
61.3
2094.45
30.7
23-Oct-19
2127.35
1064.45
64.3
2114.9
30.85
24-Oct-19
2133.25
1095.15
61.85
2142.95
25-Oct-19
2133.35
1119.05
62.1
2144.95
30.45
27-Oct-19
2145.1
1134.05
2101.55
30.75
29-Oct-19
2139.75
1130.5
61.35
2105.35
30.9
30-Oct-19
2160.2
1139.75
2113.05
32.7
31-Oct-19
2169.4
1146.75
62.75
2107.45
33.25
01-Nov-19
2175.35
1162.75
63.05
2131.9
33.2
04-Nov-19
2179.35
1152
61.65
2128.6
33.9
05-Nov-19
2158.15
1155.9
62
2181.3
34.95
06-Nov-19
2172.15
1158.7
62.25
33.8
07-Nov-19
2179.45
1148.35
65.35
2220.6
08-Nov-19
2138.25
1148.45
68.6
2251
11-Nov-19
2086.4
1150.1
72
2233.2
33.05
13-Nov-19
2081.35
1145.95
75.55
2234.55
33.4
14-Nov-19
2091
1138.6
79.2
2207.45
32.15
15-Nov-19
2069.05
1147.8
35.75
2226.8
31.85
18-Nov-19
2057.7
1142.3
34
2224.05
32.9
19-Nov-19
2056.2
1141.1
32.3
2236.3
32.85
20-Nov-19
2037.75
1134.65
2212.1
33.85
21-Nov-19
2026.5
1132.8
33.65
2200.95
22-Nov-19
2048.65
1136.6
32
2210.35
33.45
25-Nov-19
2028.35
1114.75
30.4
2237.3
38.7
26-Nov-19
2062.4
1124.75
2294.55
37.6
27-Nov-19
2058.35
1108.05
30.35
2304.65
36.3
28-Nov-19
2093.25
1128.25
31.5
2336.3
36.25
29-Nov-19
2087.15
1132.65
31.05
2309.75
38.05
02-Dec-19
2035.3
1127.65
29.75
2297.25
37.75
03-Dec-19
2043.2
1125.3
28.7
2306.6
37.1
04-Dec-19
2028.45
1124.55
29.25
2319.7
36
05-Dec-19
2048
1125.5
28.2
2322.4
36.15
06-Dec-19
2037.45
560.9
27.55
2327.55
35.85
09-Dec-19
2026.05
560.3
26.65
2264.65
34.65
10-Dec-19
2008.15
552.05
26.7
2311.4
11-Dec-19
2025.35
544.45
26.2
2295.15
33.55
12-Dec-19
2010.45
543.8
25.8
2321.65
13-Dec-19
2007.35
536.35
24.55
2318.45
16-Dec-19
2006.2
543.15
23.55
2354.5
38.45
17-Dec-19
1974.75
552.2
23.5
2375.25
38
18-Dec-19
1961.35
557.75
22.5
2430.1
37.4
19-Dec-19
1928.55
564.7
21.4
2445.15
37
20-Dec-19
1951.1
569.5
20.35
2411.9
37.25
23-Dec-19
1943.1
569.9
19.35
2404.1
24-Dec-19
1950.4
570.95
20.3
2422.65
26-Dec-19
1946.4
560.55
21.3
2412.75
37.3
27-Dec-19
1944.95
560.5
22.15
2414.1
37.15
30-Dec-19
1949.9
567.55
23.2
2444.15
37.35
31-Dec-19
1937.25
569.3
24.3
2438.25
01-Jan-20
1923
568.1
25.5
2412.55
02-Jan-20
1936.55
571.95
25.95
2433.95
03-Jan-20
1938.05
573.55
2466.4
37.5
06-Jan-20
1927.45
585.05
28.55
2454.45
37.2
07-Jan-20
1915.45
582
29.1
2384.1
35.65
08-Jan-20
1920.7
584.25
2415.05
09-Jan-20
1929.35
585.75
28.45
2406.15
35.25
10-Jan-20
1935.05
580.3
27.7
2457.4
13-Jan-20
1954
580.35
27.4
2457.55
36.35
14-Jan-20
1994.85
586.5
2462.55
36.2
15-Jan-20
2008.8
594.3
27.3
2492.3
35.95
16-Jan-20
2021.65
595.75
27.15
2488.6
35.8
17-Jan-20
2049.25
593.25
26.5
2482.1
36.05
20-Jan-20
2060.3
598.8
27.05
2453.95
21-Jan-20
2062.85
589.25
27.65
2454.35
35.45
22-Jan-20
2055.4
584.05
2465.45
23-Jan-20
2051.7
590.65
29.85
2416.6
35.5
24-Jan-20
2056.9
598.95
31.3
2428.4
35.4
27-Jan-20
2073.7
607.7
2450.75
28-Jan-20
2061.35
604.35
34.45
2395.8
34.9
29-Jan-20
2060.6
601.45
2431.6
34.7
30-Jan-20
2074.2
608.85
2404.25
34.55
31-Jan-20
2058.1
607.85
34.25
2415
34.05
01-Feb-20
2034.25
591.4
30.1
2414
03-Feb-20
2074.9
590.9
30
2268.25
04-Feb-20
2178.95
579.1
2259.75
35.2
05-Feb-20
2155.6
32.45
2345.95
06-Feb-20
2160.3
595.6
31.2
2391.65
07-Feb-20
2156.4
599.7
2436.45
34.75
10-Feb-20
2159.95
2405.65
11-Feb-20
2159.3
604.9
2414.3
12-Feb-20
2152.65
610.65
2435.15
13-Feb-20
2260.35
614.1
30.6
2437.6
14-Feb-20
2283.4
612.45
32.1
2403.65
17-Feb-20
2255.05
621.65
33.7
2401.75
18-Feb-20
2252.6
613.45
35.35
2350.25
19-Feb-20
2234.4
607.05
2318.8
20-Feb-20
2292.15
605.75
38.95
2377.25
24-Feb-20
2248.25
608.05
40.85
2369.5
25-Feb-20
2215.15
595.15
42.85
2292.3
34.2
26-Feb-20
2233.6
582.45
2302.6
27-Feb-20
2236.2
583.6
2281.45
28-Feb-20
2254.95
573.05
2272.2
33.15
02-Mar-20
2174.75
534.35
2175.75
03-Mar-20
2159.45
549.7
2179.65
04-Mar-20
2166.65
565.05
2191.4
29.45
05-Mar-20
2175.85
563.1
2206.05
06-Mar-20
2218
576.4
2195.05
09-Mar-20
2188.9
566.2
2109.45
11-Mar-20
2121.5
540.45
2027.9
25.2
12-Mar-20
2155
536.8
2036.25
25.7
13-Mar-20
2055.95
493.35
1875.7
21.2
16-Mar-20
2033.2
492.9
2066.8
23.3
17-Mar-20
1941.9
450.7
1841.75
22.4
18-Mar-20
2004.05
450.65
1755.8
21.6
19-Mar-20
1923.8
434.25
1622.55
20.75
20-Mar-20
1838.3
413.45
1617.6
23-Mar-20
444.9
1753.95
22.1
24-Mar-20
1869.7
417.15
1520.7
19.5
25-Mar-20
2027.85
442.05
1505.1
18.45
26-Mar-20
2088.15
457.6
1646.05
17.8
27-Mar-20
2194.9
447.7
1733.25
19.3
30-Mar-20
2140.55
430.65
1754
19.7
31-Mar-20
2184.35
419
1558.75
19.1
01-Apr-20
2298.5
436.4
1633.1
03-Apr-20
413.55
1583.5
07-Apr-20
2154.1
405.8
1499.55
19.4
08-Apr-20
2444.9
451.15
1555.15
19.95
09-Apr-20
2460.85
463.1
1558.8
13-Apr-20
2372.25
469.05
1703.1
15-Apr-20
2346.45
458.25
1655.2
20.7
16-Apr-20
2487.55
478.75
1596.3
20.55
17-Apr-20
2436.1
459.75
1625.75
20-Apr-20
2385
455.25
1680.6
21.15
21-Apr-20
2336.55
470
1727.7
22.45
22-Apr-20
2317.4
455.7
1669.7
23-Apr-20
2386.15
462.4
1664.15
21.35
24-Apr-20
2317.5
477.7
1663.45
21.45
27-Apr-20
2283.1
468.1
1580.3
21.05
28-Apr-20
2320.45
483.1
1591.45
21
29-Apr-20
2289.95
471.1
1715.8
30-Apr-20
2231.75
491.75
1836.75
04-May-20
2195
543.55
1916
05-May-20
2082.65
514.25
1724.35
06-May-20
2041.5
520.4
1689.9
20.6
07-May-20
2010.2
519.1
1732.15
20.4
08-May-20
1992.05
511.75
1703.9
11-May-20
2089.45
518.4
1689.7
20.05
12-May-20
527.55
1658.45
13-May-20
2011.55
527.4
1674.1
20.15
14-May-20
1995.75
528.75
1712.75
20.8
15-May-20
2006.05
517.45
1632.4
20.5
18-May-20
2032.1
511.25
1633.8
20.25
19-May-20
2005.25
510.75
1512.05
20-May-20
1975.55
518.25
1539.85
21-May-20
1990.85
526.75
1627
19.45
22-May-20
1970.9
534.85
1597.3
19.55
26-May-20
1987.9
530.4
1516.15
19.65
27-May-20
1977.8
524
1502.15
28-May-20
1998.1
530.95
1570.4
19.85
29-May-20
2009.95
542.65
1623.7
20.1
01-Jun-20
2057.35
550.25
1658.9
02-Jun-20
2108.55
559.75
1737.7
24.45
03-Jun-20
2107.4
560.2
1813.55
29
04-Jun-20
2120.5
562.8
1835.65
31.9
05-Jun-20
2120.6
578.95
1764.3
35.05
08-Jun-20
2087.6
575.95
1766.6
38.55
09-Jun-20
2111.7
578.25
1760.8
10-Jun-20
2106.5
572.85
1772.1
11-Jun-20
2119.6
578.7
1809.3
12-Jun-20
2106.9
578.05
1787.45
32.05
15-Jun-20
2107.25
570.75
1792.2
16-Jun-20
2084.3
1751.65
33.3
17-Jun-20
2076.35
580.9
1821.9
18-Jun-20
2078.25
575.85
1794.65
19-Jun-20
2065.35
1855.95
22-Jun-20
2092.75
569.6
1835.1
23-Jun-20
2100.8
1819.4
24-Jun-20
2155.95
580.25
1838.1
34.6
25-Jun-20
2130.3
559.6
1797.75
26-Jun-20
2173.15
550.05
1777.8
38.1
29-Jun-20
2154.2
562.4
1769.35
40
30-Jun-20
2182.95
553.7
1741.15
42
01-Jul-20
2180
556.85
1754.65
44.1
02-Jul-20
2170.4
551.75
1835.15
46.3
03-Jul-20
2151.75
569.2
1889.45
48.6
06-Jul-20
2173.7
579.15
1885.2
51
07-Jul-20
2161.6
1868.7
53.55
08-Jul-20
2154.15
592.05
1886.75
50.9
09-Jul-20
2186.05
574.9
1886.05
48.4
10-Jul-20
588.25
1941.85
46
13-Jul-20
2223.8
582.25
1886
43.7
14-Jul-20
2265.25
602.6
1845.55
41.55
15-Jul-20
2234.75
591.35
1791.6
39.5
16-Jul-20
2275.15
615.2
1789.9
40.05
17-Jul-20
2287.85
627.75
1787.8
38.3
20-Jul-20
2334.55
623.15
1805.85
21-Jul-20
2330.95
648.6
1806.05
39.95
22-Jul-20
2318
652.35
1883.65
39.45
23-Jul-20
2248.5
650.15
1881.05
38.8
24-Jul-20
2211.35
652.85
1875.8
39.1
27-Jul-20
2209.3
679.95
1841.3
28-Jul-20
2221.5
701.1
1850.75
36.85
29-Jul-20
2242.55
712.45
1897.35
30-Jul-20
2231.3
694.4
1877.3
31-Jul-20
2195.6
695.45
1810.65
40.55
03-Aug-20
2209.9
705.2
1781.95
04-Aug-20
2204.5
705.95
1739.8
39.35
05-Aug-20
2197.8
692.65
1781.1
06-Aug-20
2194.55
688.4
1776.7
07-Aug-20
2220.45
704.9
1783.75
39.3
10-Aug-20
2210.55
690.3
1777.7
40.3
11-Aug-20
2206.75
692.05
1798.95
39.85
12-Aug-20
2210.65
683.8
1826.75
39.8
13-Aug-20
2195.1
717.1
1814.2
14-Aug-20
2198.65
724.6
1804.85
39.65
17-Aug-20
2173.9
709.1
1791.7
18-Aug-20
2196.05
718.85
1800.55
38.6
19-Aug-20
2214.35
714.45
1820.7
39.6
20-Aug-20
2193.6
709.85
1827.95
21-Aug-20
2185.7
710.1
1785.15
39.4
24-Aug-20
2202.05
705.9
1804.05
43.3
25-Aug-20
2194.4
705.7
1829.85
42.2
26-Aug-20
2179.1
701.6
1829.6
41.95
27-Aug-20
2182.8
712.8
38.85
1816
41.7
28-Aug-20
2171.25
710.15
1864.1
41.15
31-Aug-20
2151.95
706.45
39.15
1883.25
01-Sep-20
2117.35
38.4
1832.6
39.25
02-Sep-20
2161.65
689.6
1851.2
03-Sep-20
2141.65
701.95
1827.2
04-Sep-20
2139.15
706.75
1808.75
07-Sep-20
2124.65
700.8
37.85
1769.7
08-Sep-20
2162.6
708.8
1791.1
09-Sep-20
2142.25
725.9
1777.3
10-Sep-20
2132.25
721.95
37.65
1760.75
11-Sep-20
2133.9
722.4
37.7
1777.45
14-Sep-20
2159.25
721.65
1768.15
15-Sep-20
2123.5
794.95
1738
16-Sep-20
2124.45
792.7
1758.75
17-Sep-20
2143.5
789.25
18-Sep-20
2128.2
808.3
1744.35
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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