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- Jun 04, 2020 Double-click the 'Chart Title' text at the top of the chart, then delete the 'Chart Title' text, replace it with your own, and click a blank space on the graph. On a Mac, you'll instead click the Design tab, click Add Chart Element, select Chart Title, click a location, and type in the graph's title.
- The efficient frontier. A portfolio frontier is a graph that maps out all possible portfolios with different asset weight combinations, with levels of portfolio standard deviation graphed on the x-axis and portfolio expected return on the y-axis. To construct a portfolio frontier, we first assign values for E(R 1), E(R 2), stdev(R 1), stdev(R 2), and ρ(R 1, R 2).
How to plot efficient frontier from sets of data containing expected return, average return, variance, standard deviation, covariance and correlation ? Subscribe for Weekly Excel Tips and TricksHelpful tutorials delivered to your email!Similar Topics
I want to add data points to the scatter plot that are not part of the data ie. add points to find their concentration on a standard curve. Hey everyone, I'm really hoping someone can help me with this.. I need to plot percentages over time in a line graph in excel. I don't want to have to do a percentage equation in the spreadsheet, I just want excel to take two sets of values and display the percentage in the chart. For example, I need B1 as a percentage of B2 for week 1, C1 as a percentage of C2 for week 2, etc.. Can someone please offer a suggestion for how to do this? I would really appreciate it. Also, would it be possible to link data from other sheets in the workbook into one single chart?
Hello All I wonder if you could help with this one, I have a list of data like this (no spaces or other characters) JN551122B What I need to do is split each of the characters in to its own cell if JN551122B was in cell A1 I'd want to return: B2 C2 D2 E2 F2 G2 H2 I2 J2 J N 5 5 1 1 2 2 B The nearest I have got is the right function, but it brings over the preceeding characters, and I need each character in its own cell. Hopefully I could copy/paste a formula and change the reference for each cell value, i.e. 1 would return J, 2 = N, 3 = 5, 4 = 5 etc. Thanks for your help! I often use if statements to return empty cells, for example: =IF(a1=0,'ERROR',') The trailing ' returns an empty cell. The problem is, it is not TRULY empty. If I fill that formula down, I cannot, for example, jump from one 'ERROR' cell to the next by hitting Ctrl arrow-down because it seems to think that these empty cells have contents. Is there a way to designate, in such a formula as above, to return a TRULY empty cell? Thanks
I have a UserForm with several fields on it: 5 are 'required' and the other 6 are 'optional'. If a user doesn't enter a value for ALL of the 5 'required' fields, how do I get the code to return the user to the UserForm (with, I assume, the values they already entered, still showing)? I have the AutoOpen code that starts things off, and then, in turn, loads the UserForm with the fields that need to be populated. I can't figure out how to route the user back to the UserForm, to enter the 'missed' data. I have a list of 5 buildings each with different unit counts, and an average price sold for each building. How can I get the average price of all units sold? A B 312 $1000 54 $1010 35 $1835 32 $1028 53 $1937
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I have an excel worksheet that adds two other worksheets in a data triangle. I copied it to create a new data set and used find & replace to change the worksheet references to the new ones. The cells still contain the result of the old formula referring to the previous worksheets. The only way I can get the formula to return the correct result is to edit (F2) each cell and press enter. Calc now (F9) does nothing. I've seen this before, but this time, I need to calculate many thousands of cells and don't have time for this workaround. Any ideas? Thanks. Don S
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Good mornng - I am new to the forum - my name is Jena My question is this - I have a large spreadsheet with multiple columns of information. I want to sort it by a certain column. I know how to do this. My question is, once I'm done with my work I want to sort it back to the original 'sort' but I'm not sure how they have it sorted. I've tried to figure out how they have it sorted but can't. Is there some way to go back to the original sort? Thank you for your anticipated help. Jena
I am trying to establish a formula, but not too sure how. For example ' If Cell A5 has been marked with ' X ', then copy what is in Cell A6 to cell C25 '
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I am using the following formula to calculate the number of days between a date and the current date: =DATEDIF(A1,TODAY(),'d') What do I add to the formula to leave cell blank if no date is entered in the cell for calculation.
I am setting up a PivotTable and only want to show the actual raw data values in the PivotTable field and NOT any sum, count, average, max, min, etc etc. How can I do this? I only seem to have the options for sums, counts, etc. There are no options for just presenting the data. So for example, rather than a PivotTable that results in counts of 1, 1, 1 in each cell, I want it to show Compay1, Company2, Company3, etc. Good afternoon! I'm working with Excel 2003 sp 3 on Windows xp. I have been banging my head trying to jar loose the formula to calculate man days where 1 equals 8 hours. I have one that was given to me by a coworker: =INT(Q3/8)+(((Q3/8)-(INT(Q3/8)))*0.8) That calculates man days from total hours. I need a formula that will total man days and return the man day answer. Example: weekending 12/25 = 16.2 which is 16 man days and 2 hours weekending 1/1 = 24.7 which is 24 man days and 7 hours Total = 41 man days and 1 hour I have also been asked if there was a way for a number to be entered into a spreadsheet and automatically put in order without a macro or 'pushing a button'. Any advice is greatly appreciated! Happy New Year! ~ Brenda ~ I have a problem sometimes. I will click on a cell to add information. The cell turns blue and then wherever I move, it highlights those to. No matter where I go on the page. If I Alt-Tab and work in another program on my computer, that excel page keeps highlighting wherever I move even in those other programs (I know this sounds confusing). When I return to excel thousands and thousands of cells are blue. The biggest problem is that the highlighting won't turn off, no matter what. I can't select anything from the tool bars, do any work on the sheet or close the program. I can close it only with the task manager but when I open it again, the cursor is still stuck in the highlighting mode and won't perform any other functions. Do you think this is a problem with my computer, the excel program? I have changed my mouse and this didn't help. Is there some shortcut to turn off this highlight feature other than restarting my computer. Which is the only current way I can get rid of it. Thanks for any advice,
Hi All, If I drag a formula to the right it adapts the column letter in the formula from A to column B, which is standard Excel functionality. However, if I drag the formula to the right I want Excel to skip a column each time. In other words: =A1 ; = B1 ; = C1 Should be =A1 ; = C1 ; = E1 etc.. Is there an easy trick to do this? Thanks, Michiel |
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An efficient frontier is a graph that plots the expected return on a portfolio of investments on the y-axis and its risk as measured by its standard deviation on the x-axis. It demonstrates the risk-and-return trade-off of a portfolio and helps us visualize the efficient portfolios, the global minimum variance portfolio and inefficient portfolios.
An efficient frontier takes multiple stock investing to the next level by seeking to plot the allocation of multiple stocks in a portfolio. There can also be other metrics like the Sharpe Ratio.
In a portfolio, we can have a range of different combinations of the individual assets and the total portfolio return and standard deviation changes in response to any change in the asset allocation. The portfolio’s expected return is the weighted-average of the expected return of the individual investments and its variance and standard deviation depends on the weight of each asset, their individual standard deviation and their mutual correlation.
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A risk-averse investor’s aim is to identify the mix of investments which yields the highest return for the lowest level of investment risk or exposes his to lowest level of risk for a given investment return. The efficient frontier plots portfolios that yields the same risk-return tradeoff. Any portfolio that falls below the efficient frontier is an inefficient portfolio because it is generating lower return per unit of risk. Such a graph is called the efficient frontier. The point on the efficient with the lowest standard deviation is called the minimum variance portfolio. On the same graph we can plot an investor’s utility function given his level of risk aversion. The point of intersection of the efficient frontier and the utility curve represent the portfolio allocation that is best suited given the risk-return trade-off and risk aversion of the investor.
The efficient frontier is based on standard deviation, a measure of total risk. However, because unique risk can be eliminated through diversification, we need to only worry about systematic risk. Beta coefficient is a measure of systematic risk and the capital asset pricing model, which estimates required return with reference to the risk-free rate and the market portfolio and the investment beta is a better model of risk-return.
Example
You are considering two assets, Asset A and Asset B, for investment. The following table shows your expectation of their expected return and standard deviation:
Asset | E(R) | Standard Deviation |
---|---|---|
A | 12% | 6% |
B | 8% | 4% |
Correlation coefficient between returns on both assets is expected to be 0.6
We can invest all our money in A or B or in some combination of A and B. The following table shows our portfolio’s expected return and standard deviation at different mix of A and B.
Asset A Weight | Asset B Weight | Portfolio Standard Deviation | Portfolio Expected Return |
---|---|---|---|
100% | 0% | 6.00% | 12.00% |
80% | 20% | 4.87% | 11.20% |
60% | 40% | 3.94% | 10.40% |
40% | 60% | 3.39% | 9.60% |
20% | 80% | 3.42% | 8.80% |
0% | 100% | 4.00% | 8.00% |
The results above can be plotted to get the following graph. It is called efficient frontier.
Portfolio mix at Point C and D are better than B and A respectively because they offer higher expected return at for the same level of risk.
The left-most point on the curve is the global minimum variance portfolio, the portfolio that has the lowest possible risk as measured by the standard deviation. However, it is not necessarily the best risk-return trade-off. As we move to portfolio C, D, E and F, there will be a point at which the investor’s utility curve will intersect the efficient portfolio. It will be the best possible portfolio for the given investor.
by Obaidullah Jan, ACA, CFA and last modified on
Studying for CFA® Program? Access notes and question bank for CFA® Level 1 authored by me at AlphaBetaPrep.com Use jdownloader with tortillas.
Studying for CFA® Program? Access notes and question bank for CFA® Level 1 authored by me at AlphaBetaPrep.com Use jdownloader with tortillas.