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Each group should construct a portfolio of companies drawn from either the Irish

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Each group should construct a portfolio of companies drawn from either the Irish or London stock exchange but not both. A notional amount of €1 million or £1 million should be invested in the portfolio. The portfolio should contain about 6 companies. The portfolio can be roughly equally weighted across the companies but this is not mandatory. The portfolio should contain a minimum of approximately 5% in each share at the start date but this may vary as the investment progresses as share prices change. The initial investment should be based on the closing prices of the first working day of 2020. The final valuation date will be communicated later but will be approximately two weeks before the submission date of the assignment. (See next paragraph). In response to requests by some Groups, the time period can be changed e.g. to pre-date COVID. There is therefore no absolute final valuation date. You should have at least 26 weekly observations on each company. For each company and for the portfolio as a whole the Group should calculate: The beta value based on weekly share price movements; The standard deviation of returns based on weekly share price movements; The Sharpe measure of the returns; The Treynor measure of the returns; The differential return based on the Jensen approach. The following should also be calculated and presented: The standard deviation of returns on the market as a whole based on weekly index price movements. Note this is for comparison with the individual companies and with the portfolio; The return on the risk-free asset (The Group should determine an appropriate asset in this regard) Results should be presented in tabular and/or graphical format as appropriate. A written report should be provided analysing the results.