| Educational guide Faculty of Business and Economics |
english |
| Bachelor's Degree in Finances and Accounting |
 Subjects |
| ANALYSIS OF FINANCIAL DATA |
| Contents |
| IDENTIFYING DATA | 2023_24 |
| Subject | ANALYSIS OF FINANCIAL DATA | Code | 16204121 | |||||
| Study programme |
|
Cycle | 1st | |||||
| Descriptors | Credits | Type | Year | Period | ||||
| 6 | Compulsory | Fourth | 1Q |
|||||
| Competences | Learning outcomes | Contents |
| Planning | Methodologies | Personalized attention |
| Assessment | Sources of information | Recommendations |
| Topic | Sub-topic |
| 1. INTRODUCTION | 1.1. Analysis and description of a data set 1.1.1. Graphical analysis: histograms 1.1.2. Quantitative analysis 1.2. Analysis of the relationship between variables |
| 2. ANALYSIS OF DATA ON RETURN AND RISK IN FINANCIAL MARKETS | 2.1. Return of an asset and a portfolio 2.1.1. Historical return 2.1.2. Expected return 2.1.3. The normality hypothesis applied to the return of an asset 2.2. Volatility of an asset and a portfolio 2.2.1. Historical volatility 2.2.2. Expected volatility 2.2.3. The instability of volatility: the cone of volatility 2.3. The Value-at-Risk 2.4. Performance measures (I): The Sharpe ratio |
| 3. ANALYSIS OF DATA ON EFFICIENCY IN FINANCIAL MARKETS | 3.1. The concept of efficiency in financial markets 3.2. Building an efficient portfolio 3.2.1. Solver in Excel 3.2.2. The optimal portfolio |
| 4. DATA ANALYSIS FOR MODELING IN FINANCIAL MARKETS | 4.1. Linear regression model 4.1.1. Simple linear regression model with Excel 4.1.2. Multiple Linear Regression Model with Excel 4.2. Application of linear regression models in market models 4.2.1. Relationship between the linear regression model and the Sharpe model 4.2.2. The instability of beta 4.2.3. Systematic and specific risk 4.3. Performance measures (II) 4.3.1. Treynor performance index 4.3.2. Jensen performance index |
