https://github.com/swethajoseph/statistical-stock-performance-analysis
Conducted a statistical analysis of Microsoft, Tesla, and Apple stock performance compared to the S&P 500, examining price trends, volatility, and correlations to derive investment insights.
https://github.com/swethajoseph/statistical-stock-performance-analysis
advancedexcel comparative-analysis data-analysis data-visualization datapreparation descriptive-statistics moving-average msexcel performance-analysis performance-metrics regression-analysis statistical-analysis
Last synced: 7 months ago
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Conducted a statistical analysis of Microsoft, Tesla, and Apple stock performance compared to the S&P 500, examining price trends, volatility, and correlations to derive investment insights.
- Host: GitHub
- URL: https://github.com/swethajoseph/statistical-stock-performance-analysis
- Owner: SwethaJoseph
- Created: 2024-08-16T11:56:33.000Z (about 1 year ago)
- Default Branch: main
- Last Pushed: 2024-08-16T12:08:59.000Z (about 1 year ago)
- Last Synced: 2025-01-23T14:41:37.470Z (9 months ago)
- Topics: advancedexcel, comparative-analysis, data-analysis, data-visualization, datapreparation, descriptive-statistics, moving-average, msexcel, performance-analysis, performance-metrics, regression-analysis, statistical-analysis
- Homepage:
- Size: 2.5 MB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# Statistical-Stock-Performance-Analysis
## Overview
This project involves a comprehensive statistical analysis of the stock performance of three major companies—Microsoft, Tesla, and Apple—compared to the S&P 500 index. The analysis covers descriptive statistics, price trends, moving averages, correlations with the S&P 500, regression analyses, and trading volumes from 2018 to 2023. The goal is to derive actionable investment insights and understand the behaviour of these stocks relative to the broader market.
## Key Features
* Descriptive Statistics: Detailed statistical overview of Microsoft, Tesla, Apple, and S&P 500 stocks, highlighting key metrics such as mean, median, standard deviation, skewness, and kurtosis.
* Stock Performance Analysis: Examination of price trends, trading volumes, and intraday price changes for each company over the five-year period.
* Moving Average Analysis: Comparison of 50-day moving averages with adjusted closing prices to identify trends and potential buy/sell signals.
* Regression Analysis: Linear regression models to assess the relationship between each stock and the S&P 500 index, providing insights into market sensitivity and volatility.
* Comparative Analysis: A side-by-side comparison of Microsoft, Tesla, and Apple’s stock performance and their correlation with the broader market.
## Dataset Description
The dataset, obtained from Yahoo Finance, includes daily stock values of Microsoft, Tesla, Apple, and the S&P 500 index from 2018 to 2023.
Key variables include:
* Date, Open, High, Low, Close, Adjusted Close prices
* Percentage change in stock prices
* Trading Volume
## Analysis Summary
* Microsoft: Exhibits robust growth with moderate volatility, reflecting strong company performance.
* Tesla: Shows the highest volatility and sensitivity to market changes, offering high-risk, high-reward opportunities.
* Apple: Demonstrates consistent growth with the least volatility among the three, making it a stable investment choice.
* S&P 500: Reflects overall market growth with less dramatic peaks compared to individual stocks, indicating its broad market representation.
## Key Findings
* All three stocks are positively correlated with the S&P 500 index, indicating they generally move in the same direction as the broader market.
* Microsoft and Apple are suitable for more conservative investors, offering predictable performance with strong correlations to the market.
* Tesla is ideal for risk-tolerant investors, displaying higher sensitivity and potential for higher returns during bullish markets.
* Moving averages and regression models provide valuable insights for identifying long-term trends and making informed investment decisions.
## Conclusion & Recommendations
* Investment Strategy: Balance portfolios by combining high-volatility stocks like Tesla with more stable options like Microsoft and Apple to manage risk and maximize returns.
* Market Monitoring: Regularly track market indices like the S&P 500 to anticipate broader market movements and adjust investments accordingly.
* Further Analysis: Incorporate additional technical indicators and market factors for a more comprehensive investment strategy.
## Tools Used
* Microsoft Excel: For data analysis, statistical calculations, and visualization.
* Yahoo Finance: Source for historical stock prices and financial data.