Python for Finance: Beta and Capital Asset Pricing Model

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Neste projeto guiado, você irá:

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
BeginnerBásico
CloudSem necessidade de download
VideoVídeo em tela dividida
Comment DotsInglês
LaptopApenas em desktop

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.

Habilidades que você desenvolverá

Financial AnalysisData AnalysisPython ProgrammingData Visualization (DataViz)

Aprender passo a passo

Em um vídeo reproduzido em uma tela dividida com a área de trabalho, seu instrutor o orientará sobre esses passos:

  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

Como funcionam os projetos guiados

Sua área de trabalho é um espaço em nuvem, acessado diretamente do navegador, sem necessidade de nenhum download

Em um vídeo de tela dividida, seu instrutor te orientará passo a passo

Perguntas Frequentes – FAQ

Perguntas Frequentes – FAQ

Mais dúvidas? Visite o Central de Ajuda ao Aprendiz.