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VaR Analysis of NYSE Portfolio Risks by ScribdTranslations is a document available to read on EtoBox.

The document describes a VaR analysis for a stock portfolio on the New York Stock Exchange between 2015-2020. A portfolio with 10 stocks was developed and a weight was assigned to each stock. The beta, expected return, and standard deviation of the portfolio were calculated. The results showed that Alibaba Group had the highest average return and Nu Skin Enterprises had the highest variation. The portfolio had a beta of 88.2%.

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ScribdTranslations

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EN