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FNCE 4P04: Investment Analysis

Getting Started With Investment Research

Charging Bull by kdinuraj, on Flickr
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This research guide is targeted at Brock University students enrolled in FNCE 4P04: Investment Analyis & Portfolio Management and contains information to help you conduct research for your group assignment and presentation, or similar projects.  As assignments vary from term to term, please consult your syllabus or assignment guidelines.

Capital Asset Pricing Model (CAPM) Data Sources

Risk-free Rate

The interest rate on a three-month U.S. treasury bill is often used as the risk-free rate for U.S. investors. (Source: Investopedia). An equivalent Canadian data source would be the three-month treasury bill data from the Bank of Canada website as well as the Statistics Canada website.

Expected Return of the Market

Stock Market Indexes such as the S&P 500 (for US listings) or the S&P/TSX Composite Index (for Canadian listings) can be used. Data sources include:

Beta

Data sources include:

  • S&P Capital IQ: Beta 5Y is reported on the Public Company Profile in the Stock Quote and Chart section.
  • TSX-CFMRC: Monthly Beta is calculated as a time series variable for individual stocks. Look for it in the Monthly Stock Tables.

Other Useful Guides

Depending on your topic, you may be interested in looking at these related research guides.

Tags: investments