Sestavení akciového investičního portfolia

Abstract

An investor always deals with uncertainty during his decision-making process, and therefore with risk, however, portfolio analysis is one of the powerful tools for him since it is a tool to optimize their risk-related decisions. This work is oriented to the construction and selection of the most suitable stock portfolio. For that, we first select a bunch of stocks based on their market price from different sectors of the U.S. market, and then we build a portfolio with those best ranked stocks according to their financial performance. For the next steps, with the help of Python, we simulate different combinations of stocks and compare the performance for each case. We found that the portfolio construction is definitely a better strategy than investing in only individual stocks. Other remarkable founds were that the selection of the most suitable portfolio by means of simulations is not strongly influenced by the number of simulations because in all cases, the performance of the best portfolio was always similar (very close but not the same); on the other hand, it seems that with this methodology could exist more than one individual combination to achieve the best performance of the investment.