Find Jobs
Hire Freelancers

evaluation of etf performance using the capm anf fama-french models

$30-250 USD

Chiuso
Pubblicato più di 7 anni fa

$30-250 USD

Pagato al completamento
For each ETF, compute the Sharpe ratio, CAPM alpha (with associated t-statistic) and Fama-French alpha (with associated t-statistic). Use the LINEST function in a VBA subroutine to compute alphas and t-statistics. Append your results to the data in the spreadsheet ETFdata.xlsx.  Create a pivot table from the combined data.  You will need pass a spot check where you demonstrate your facility with the pivot table to me. Be able to answer a series of questions such as: o Compare the average expense ratio between Vanguard and Blackrock ETFs o What provider has the highest FF alpha among Growth & Income funds? o What is the correlation between turnover and expense ratios among Emerging Markets funds? o How many small cap funds have significantly positive CAPM alphas?
Rif. progetto: 12213162

Info sul progetto

9 proposte
Progetto a distanza
Attivo 7 anni fa

Hai voglia di guadagnare un po'?

I vantaggi delle offerte su Freelancer

Imposta il tuo budget e le scadenze
Fatti pagare per il lavoro svolto
Delinea la tua proposta
La registrazione e le offerte sui lavori sono gratuite
9 freelance hanno fatto un'offerta media di $177 USD
Avatar dell'utente
Dear Employer, I will automate the process for you using VBAs and MAcros. Please find attached my previous work samples. Please let me know if we can discuss further on this. You can add me on skype as well: ashish260287 Thanks and Regards, Ashish Singhal PLEASE CHANGE THE ATTACHED FILE'S FORMAT TO XLSM BEFORE USING.
$155 USD in 3 giorni
5,0 (195 valutazioni)
7,7
7,7
Avatar dell'utente
Dear Valued Employer, I can add value to your project, by suggesting new ideas. I am fast and reliable. For further understanding why I am the right firm for your project, kindly check my profile, reviews, rating and portfolio. With over 8 years of cross-functional experience, and helping clients world wide with diversify team, I provide genuine and innovative solutions as per your circumstances and requirements. I am MBA-Finance, M.A-Economics, and Qualified Chartered Accountant. If you feel to discuss more before you award me the project, you can send me the message. Kind regards, Rakesh
$155 USD in 3 giorni
5,0 (42 valutazioni)
5,8
5,8
Avatar dell'utente
Hello, kindly contact me through https://www.freelancer.com/u/NoelReubenMuturi.html Hello, I am Noel, a proficient statistician. I am proficient in diverse statistical disciplines including data analysis, statistical programming, and variance and linear regression analysis. I am also proficient in the use of statistical software such as excel and SPSS. I am qualified to take up the project and would love to speak with you further about taking this project on. If you'd like to view my previous work, take a look at my Freelancer Portfolio.
$200 USD in 3 giorni
4,5 (10 valutazioni)
4,2
4,2
Avatar dell'utente
I have done CFA level 2 and have calculated CAPM and other models. I have done these models in excel as well. Further assistance will be provided if required
$150 USD in 10 giorni
5,0 (18 valutazioni)
3,8
3,8
Avatar dell'utente
Hello I work as a financial analyst. I will help you with the decision of this task. My education finance manager. My experience for about 10 years.
$155 USD in 3 giorni
5,0 (4 valutazioni)
2,9
2,9
Avatar dell'utente
Dear Client, Greeting of the day ahead !!! Thanks for providing us opportunity to place bid over the project and communicate with you. I am a serious bidder here and i have already worked on a similar project before and can deliver as u have mentioned .I have checked your requirements.i have right skills to work on this assignmentWe find our expertise, skills and capabilities are perfectly blends with your project requirements because we have already worked on many projects. You'll love the whole layout, interface design , cross-browser compatibility and mobile-device-friendly interfaces that we design Our team has created over dozen of windows, and web based appliations iPhone/iPad games and apps, and over 10 Windows and Linux server APIs and security tools Don't waste any more time in your development We take care of all these things for you . Advanced custom coding for our clients. Anytime. [Removed for encouraging offsite communication which is against our Terms and Conditions.]. plz add me to discus I am ready to discuss with you Looking forward to hear from you. with best Regards
$194 USD in 6 giorni
0,0 (0 valutazioni)
0,0
0,0

Info sul cliente

Bandiera: BAHRAIN
Bahrain
0,0
0
Membro dal set 7, 2016

Verifica del cliente

Grazie! Ti abbiamo inviato tramite email il link per richiedere il tuo bonus gratuito.
Non è stato possibile inviarti l'email. Riprova per piacere.
di utenti registrati di lavori pubblicati
Freelancer ® is a registered Trademark of Freelancer Technology Pty Limited (ACN 142 189 759)
Copyright © 2024 Freelancer Technology Pty Limited (ACN 142 189 759)
Caricamento anteprima
Autorizzazione per la geolocalizzazione concessa.
La tua sessione è scaduta ed è stato effettuato il log out. Accedi nuovamente per piacere.