Technology Investment

This project involves conducting long-term investment analysis to determine which technology company is a suitable choice for long-term investment. The analysis includes examining historical data spanning 10 years, calculating performance measurements, conducting back-testing, forecasting, and utilizing the Capital Asset Pricing Model. Various trading strategies are tested with the aim of identifying stocks with the lowest risks and highest returns.

Use income, balance, and cashflow statements and historical price in Excel, Python, and R for Stocks Analysis.

Prerequistes

Python 3.7

Jupyter Notebook Python 3.7

Excel 2016

R

Stock Tickers:

ADBE Adobe Inc.
AMAT Applied Materials, Inc.
AMD Advanced Micro Devices, Inc.
AVGO Broadcom Inc.
BABA Alibaba Group Holding Limited
CSCO Cisco Systems, Inc.
ETSY Etsy, Inc.
GOOGL Alphabet Inc.
INTC Intel Corporation
LRCX Lam Research Corporation
LUMN Lumen Technologies, Inc.
META Meta Platforms, Inc.
MSFT Microsoft Corporation
MU Micron Technology, Inc.
NFLX Netflix, Inc.
NVDA NVIDIA Corporation
PYPL PayPal Holdings, Inc.
QCOM QUALCOMM Incorporated
STX Seagate Technology Holdings plc
TSM Taiwan Semiconductor Manufacturing Company Limited

Sharpe Ratios

Using PerformanceAnalytics to calculate Sharpe Ratios

ADBE (0.5995)
AMAT (0.6347)
AMD (0.9207)
AVGO (0.6232)
BABA (0.0464)
CSCO (0.03296)
ETSY (0.7830)
GOOGL (0.4547)
INTC (-0.1046)
LRCX (0.6292)
LUMN (-0.4699)
META (0.0612)
MSFT (0.8349)
MU (0.4172)
NFLX (0.3370)
NVDA (1.0307)
PYPL (0.2773)
QCOM (0.3124)
STX (0.1312)
TSM (0.5998)

Information Ratio

AMD (0.064884185)
NVDA (0.068458849)
MSFT (0.059647883)
GOOGL (0.035844059)
QCOM (0.035545590)
BABA (0.016188351)
TSM (0.050755716)
META (0.016299578)
NFLX (0.034327497)
ADBE (0.045139104)
PYPL (0.028956244)
AVGO (0.052428076)
MU (0.038994102)
AMAT (0.050709841)
INTC (0.009309534)
STX (0.029457974)
LUMN (-0.006516516)
ETSY (0.059062384)
LRCX (0.050977054)
CSCO (0.035562899)

Monthly Returns

February, June, December and September seem to be the best times to buy more shares or start investing in tech stocks.

Author:

Tin Hang

Disclaimer

🔴 This is not financial advice. Please conduct your own research and refrain from using this code for investing or trading in stocks. If you are interested in the stock market, consider reading books on investment, trading, and finance. It is advisable to consult with a professional investment advisor before making any investment decisions. Remember, this information is for educational purposes only.