Python for Finance: Beta and Capital Asset Pricing Model

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在此指导项目中,您将:

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初级
Cloud无需下载
Video分屏视频
Comment Dots英语(English)
Laptop仅限桌面

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.

您要培养的技能

Financial AnalysisData AnalysisPython ProgrammingData Visualization (DataViz)

分步进行学习

在与您的工作区一起在分屏中播放的视频中,您的授课教师将指导您完成每个步骤:

  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

指导项目工作原理

您的工作空间就是浏览器中的云桌面,无需下载

在分屏视频中,您的授课教师会为您提供分步指导

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