{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "___\n", "\n", " \n", "# Finance with Python\n", "### Monte Carlo Simulations for Stock Price Predictions\n", "___\n", "
\n", " | Beta | \n", "STD | \n", "CAPM | \n", "Sharpe | \n", "
---|---|---|---|---|
AMP | \n", "0.776008 | \n", "0.147075 | \n", "-0.306362 | \n", "-2.253011 | \n", "
\n", " | 0 | \n", "1 | \n", "2 | \n", "3 | \n", "4 | \n", "5 | \n", "6 | \n", "7 | \n", "8 | \n", "9 | \n", "... | \n", "1990 | \n", "1991 | \n", "1992 | \n", "1993 | \n", "1994 | \n", "1995 | \n", "1996 | \n", "1997 | \n", "1998 | \n", "1999 | \n", "
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "... | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "379.030000 | \n", "
1 | \n", "379.352661 | \n", "381.714966 | \n", "383.375358 | \n", "374.618161 | \n", "379.056080 | \n", "383.724965 | \n", "379.268473 | \n", "383.107347 | \n", "375.761131 | \n", "376.028392 | \n", "... | \n", "378.794027 | \n", "375.038490 | \n", "375.485313 | \n", "375.864464 | \n", "382.186543 | \n", "377.960955 | \n", "378.357218 | \n", "384.599065 | \n", "377.076425 | \n", "376.789847 | \n", "
2 | \n", "383.591870 | \n", "383.667919 | \n", "387.326043 | \n", "378.040984 | \n", "383.788079 | \n", "384.552494 | \n", "380.759779 | \n", "380.522154 | \n", "375.154570 | \n", "374.085927 | \n", "... | \n", "387.705626 | \n", "373.992699 | \n", "376.977980 | \n", "375.518888 | \n", "382.730319 | \n", "379.596358 | \n", "375.710396 | \n", "379.918507 | \n", "375.128224 | \n", "378.423115 | \n", "
3 | \n", "386.108322 | \n", "387.878792 | \n", "384.256772 | \n", "375.464701 | \n", "387.219939 | \n", "381.711610 | \n", "381.759838 | \n", "377.722111 | \n", "380.351716 | \n", "369.994757 | \n", "... | \n", "382.980634 | \n", "377.054784 | \n", "373.449616 | \n", "372.747890 | \n", "379.812307 | \n", "374.961612 | \n", "371.970980 | \n", "378.593563 | \n", "374.644340 | \n", "381.921425 | \n", "
4 | \n", "381.631130 | \n", "392.071871 | \n", "386.789258 | \n", "379.043435 | \n", "388.119138 | \n", "384.337388 | \n", "382.796217 | \n", "378.511563 | \n", "382.213891 | \n", "369.667710 | \n", "... | \n", "377.895425 | \n", "370.365979 | \n", "374.697049 | \n", "370.855179 | \n", "376.347085 | \n", "370.040956 | \n", "367.751955 | \n", "373.388293 | \n", "377.899273 | \n", "379.154510 | \n", "
... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
175 | \n", "274.620651 | \n", "327.468959 | \n", "338.998329 | \n", "311.132089 | \n", "277.171998 | \n", "268.362211 | \n", "296.044323 | \n", "272.474672 | \n", "258.583479 | \n", "323.754294 | \n", "... | \n", "308.143244 | \n", "306.289989 | \n", "293.509720 | \n", "238.018586 | \n", "241.767277 | \n", "276.028667 | \n", "331.820011 | \n", "274.102543 | \n", "318.014381 | \n", "367.952975 | \n", "
176 | \n", "273.823051 | \n", "330.329240 | \n", "340.157730 | \n", "315.772843 | \n", "276.109058 | \n", "271.104723 | \n", "290.589379 | \n", "271.241683 | \n", "259.441422 | \n", "322.390141 | \n", "... | \n", "309.378225 | \n", "304.545964 | \n", "300.364879 | \n", "239.519264 | \n", "242.484682 | \n", "279.416244 | \n", "330.770579 | \n", "271.380431 | \n", "317.868825 | \n", "375.309240 | \n", "
177 | \n", "268.611234 | \n", "327.913665 | \n", "340.507277 | \n", "315.386937 | \n", "280.087126 | \n", "272.714697 | \n", "286.569191 | \n", "269.093063 | \n", "260.158056 | \n", "321.484201 | \n", "... | \n", "311.814690 | \n", "309.325043 | \n", "295.015790 | \n", "240.915226 | \n", "241.481323 | \n", "279.862726 | \n", "328.342621 | \n", "267.904477 | \n", "316.983911 | \n", "377.162959 | \n", "
178 | \n", "267.943621 | \n", "326.330867 | \n", "336.213854 | \n", "313.826748 | \n", "278.087766 | \n", "266.557115 | \n", "284.299963 | \n", "267.645930 | \n", "258.882895 | \n", "318.415170 | \n", "... | \n", "311.421097 | \n", "307.198771 | \n", "294.829539 | \n", "239.443694 | \n", "240.116965 | \n", "283.072914 | \n", "327.138140 | \n", "265.037441 | \n", "314.558325 | \n", "375.887249 | \n", "
179 | \n", "265.070193 | \n", "326.852844 | \n", "335.912955 | \n", "317.773837 | \n", "275.479935 | \n", "263.751964 | \n", "286.049375 | \n", "263.748028 | \n", "259.920448 | \n", "315.868492 | \n", "... | \n", "309.732946 | \n", "307.898267 | \n", "298.888811 | \n", "238.543232 | \n", "244.912671 | \n", "282.958299 | \n", "326.508719 | \n", "263.808481 | \n", "314.730609 | \n", "380.917933 | \n", "
180 rows × 2000 columns
\n", "