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Comparing distributions of stock returns

Let's have a look at how you can use skewness and kurtosis in your investment decisions. In this exercise you're going to compare the distributions of singular stocks with the portfolio, and see whether combining multiple stocks in a portfolio improves your returns distribution.

Cet exercice fait partie du cours

Introduction to Portfolio Analysis in Python

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Exercice interactif pratique

Essayez cet exercice en complétant cet exemple de code.

# Print the histograms of the stocks in the portfolio
stock_returns.hist()

# Print skewness and kurtosis of the stocks
print ("skew : ", stock_returns.____())
print ("kurt : ", stock_returns.____())
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