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Quantitative & risk

Quantitative & risk. Week 6. Total Returns of Baf sectors. Best performing stock: rpm. Worst performing stock: ampe. Beta of portfolio. Baf v/s s&P500: sector weightage. Baf v/s s&P500: Monthly returns. S&P 500: Basic Materials poor performance due to 3 stocks: BAK, PKX and PBR.

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Quantitative & risk

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  1. Quantitative & risk Week 6

  2. Total Returns of Baf sectors

  3. Best performing stock: rpm

  4. Worst performing stock: ampe

  5. Beta of portfolio

  6. Baf v/s s&P500: sector weightage

  7. Baf v/s s&P500: Monthly returns S&P 500: Basic Materials poor performance due to 3 stocks: BAK, PKX and PBR BAF: Healthcare poor performance due to stock: AMPE

  8. Macro updates: Healthcare and consumer products • GSK plans to increase investment in emerging markets: India: Increase its stake in Healtchare from 43.2 % to 75 % Nigerian: Increase its stake in consumer products unit from 46.4% to 80%. The transactions will cost the drug manufacturer more than $1 billion. • AmpioPharmaceuticals, Inc. (AMPE) announces appointment of Josh Disbrow as Chief Operating Officer effective December 15, 2012 • PepsiCo (NYSE:PEP): Raised its quarterly dividend 4 percent to 53.75 cents per share, payable January 2.

  9. Industrial & Basic Materials Sectors November 19th 2012 • Honeywell Prepared for 80% drop in defense spending in Jan. 2nd due to budget sequestration • Cuts in defense spending would begin to affect the company drastically by 2014. November 20th 2012 • US GDP accelerates to 2.9% in Q3 • This will likely increase the shares of U.S. producers of basic materials.

  10. Tablets – 8 billion people market Target price – $19.95

  11. Data Centers OUT = Cloud Computing IN!

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