In the first chapter, you’ll learn how a portfolio is build up out of individual assets and corresponding weights. The chapter also covers how to calculate the main characteristics of a portfolio: returns and risk. 

Selamat datang di Analisis Portofolio!

Mengapa berinvestasi dalam portofolio

Dampak diversifikasi

Imbal hasil portofolio

Kerugian portofolio dan cara mendapatkannya kembali

Hitung return rata-rata

Return kumulatif portofolio

Mengukur risiko portofolio

Varians portofolio

Simpangan baku versus varians

Introduction to Portfolio Analysis

Chapter 2 goes deeper into how to measure returns and risk accurately. The two most important measures of return, annualized returns, and risk-adjusted returns, are covered in the first part of the chapter. In the second part, you’ll learn how to look at risk from different perspectives. This part focuses on skewness and kurtosis of a distribution, as well as downside risk. 

Annualized returns

Annualizing portfolio returns

Comparing annualized rates of return

Risk adjusted returns

Interpreting the Sharpe ratio

S&P500 Sharpe ratio

Portfolio Sharpe ratio

Non-normal distribution of returns

Skewness of the S&P500

Calculating skewness and kurtosis

Comparing distributions of stock returns

Alternative measures of risk

Sortino ratio

Maximum draw-down portfolio

Risk and Return

In chapter 3, you’ll learn about investment factors and how they play a role in driving risk and return. You’ll learn about the Fama French factor model, and use that to break down portfolio returns into explainable, common factors. This chapter also covers how to use Pyfolio, a public portfolio analysis tool. 

Comparing against a benchmark

Active return

Industry attribution

Risk factors

Size factor

Momentum factor

Value factor

Factor models

Fama French factor correlations

Linear regression model

Fama French Factor model

Portfolio analysis tools

Performance tear sheet

Industry exposures with Pyfolio

Performance Attribution

In this last chapter, you learn how to create optimal portfolio weights, using Markowitz’ portfolio optimization framework. You’ll learn how to find the optimal weights for the desired level of risk or return. Lastly, you’ll learn alternative ways to calculate expected risk and return, using the most recent data only. 

Modern portfolio theory

Understanding the efficient frontier

Calculating expected risk and returns

PyPortfolioOpt risk functions

Optimal portfolio performance

Maximum Sharpe vs. minimum volatility

Portfolio optimization: Max Sharpe

Minimum volatility optimization

Comparing max Sharpe to min vol

Alternative portfolio optimization

Exponentially weighted returns and risk

Comparing approaches

Changing the span

Recap

Portfolio Optimization

Small portfolio

S&P500

Large portfolio

Factors for portfolio returns

Portfolio factors

Pernahkah Anda bertanya-tanya apakah suatu reksa dana atau dana investasi benar-benar merupakan investasi yang baik? Atau membandingkan dua pilihan investasi dan mempertanyakan apa perbedaannya? Apa arti indikator risiko dari dana-dana tersebut? Atau apakah Anda sering bekerja dengan data keuangan dalam pekerjaan sehari-hari dan ingin memperoleh keunggulan? Dalam kursus ini, Anda akan mengenal dunia investasi yang menarik, dengan mempelajari portofolio, risiko dan imbal hasil, serta cara menganalisisnya secara kritis. Dengan menggunakan data historis saham yang sesungguhnya, Anda akan mempelajari cara menghitung ukuran risiko yang bermakna, cara menguraikan kinerja, dan cara menghitung portofolio optimal untuk pertukaran antara risiko dan imbal hasil yang diinginkan. Setelah mengikuti kursus ini, Anda akan mampu membuat keputusan investasi berbasis data dan memiliki pemahaman yang lebih baik tentang portofolio investasi.

Manipulating Time Series Data in Python

Intermediate Python for Finance

Pelajari cara menghitung risiko dan kinerja, serta menyusun portofolio optimal untuk risiko dan imbal hasil.

Selamat datang di Analisis Portofolio!

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