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Description

This Research Project extends the work of Eric Flanigan on Stock Selection and Attribution Analysis for the UD Flyer Fund. Flanigan used Bloomberg’s Propagation Analysis model to generate alternate stock selections for the Flyer Fund based on certain assumptions about the US macroeconomy. He assumed that oil prices would fall, interest rates would fall, and market volatility would fall with the continued steady growth for the US Economy. I build on his research by rebalancing his alternate portfolios of stocks at the end of each quarter. I also extended the analysis to include the first two months of 2015, which reflect rising volatility in the stock market due to geopolitical risks. Finally, I breakdown the attribution and stock selection analysis by S&P 500 Sector.

Publication Date

4-9-2015

Project Designation

Independent Research

Primary Advisor

Trevor C Collier

Primary Advisor's Department

Economics and Finance

Keywords

Stander Symposium poster

Disciplines

Arts and Humanities | Business | Education | Engineering | Life Sciences | Medicine and Health Sciences | Physical Sciences and Mathematics | Social and Behavioral Sciences

Sector Allocation and Stock Selection for the Flyer Fund: A Study In Propagation and Attribution Analysis for the Year 2014: Part 2

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