How do I compare a stock portfolio of the market index? How can I compare a stock portfolio and the market index?
I need to compare a portfolio of 20 shares of S & P 500, FTSE 100, etc. for a window of specific event (2 per day on average).
I calculated the percentage of earnings (losses) of the value of stock for each of the 20 portfolio companies and also for the associated index.
The null hypothesis is that there is no difference in the precentage gains (losses) between the stock price and index movements.
How can I test statistically this?
I do not know what kind of services will allow you to do, except for compact equipment and Bloomberg Trading is very expensive. I suppose you'd have to compare the two browsers, side by side w / a presentation of your portfolio and one showing the indices.
Posted on February 2, 2010.
