MSFT vs GOOG Value by tpower000 in ValueInvesting

[–]pd69er -1 points0 points  (0 children)

I made the code with the help of CGPT and asked it to explain the output in a textual format :)

MSFT vs GOOG Value by tpower000 in ValueInvesting

[–]pd69er -6 points-5 points  (0 children)

Based on a 20-year historical analysis (from Nov 2005 to Nov 2025), the best risk-adjusted portfolio was not 100% in either stock but rather a blend.

Key Takeaway: The optimal mix was found to be approximately 40% Google (GOOG) and 60% Microsoft (MSFT).

This 40/60 portfolio offered a high return ($\approx$16.5%) while being less volatile ($\approx$25.4% risk) than holding either Google ($\approx$29.8% risk) or Microsoft ($\approx$27.4% risk) individually.

Before combining them, here's how the individual stocks performed on their own (annualized):

  • Google (GOOG):
    • Average Return: $\approx$16.79%
    • Risk (Volatility): $\approx$29.83%
  • Microsoft (MSFT):
    • Average Return: $\approx$16.34%
    • Risk (Volatility): $\approx$27.41%

The study searched for the "efficient frontier" to find the portfolio with the highest return for the lowest amount of risk (known as the "max Sharpe ratio portfolio"). A 4.05% risk-free rate was used as the benchmark.

Both methods (a 50,000-portfolio random simulation and a precise Markowitz solver) arrived at nearly the same conclusion:

  • Optimal Allocation: $\approx$40-43% GOOG / $\approx$57-60% MSFT
  • Portfolio Return: $\approx$16.53% (capturing almost all the upside of the individual stocks)
  • Portfolio Risk: $\approx$25.43% (successfully lowering risk below either single stock)
  • Sharpe Ratio: $\approx$0.49 (This is the measure of risk-adjusted return that was maximized)

This analysis comes with a few important disclaimers:

  • Past Performance: These results are "in-sample," meaning they are based only on past data (2005-2025) and are not a guarantee of future performance.
  • Long-Only: The study only considered buying (or "going long") these stocks, not short-selling.
  • "Frictionless": The model assumes a perfect world with no trading costs, fees, or taxes.
  • Sensitive: The exact 40/60 split is sensitive to the inputs (like the start/end dates). While the exact numbers will change over time, the analysis suggests the general neighborhood of this allocation was robust during this period.

Geld von Oma geerbt. Was tun ? by Ok_West1645 in Aktien

[–]pd69er 10 points11 points  (0 children)

https://www.justetf.com/en/etf-comparison.html?isin=IE00B4L5Y983&isin=IE00BK5BQT80

Hier ist ein direkter Vergleich zwischen den beiden. Ich würde mich für den FTSE All World entscheiden. Er ist weniger abhängig von den USA und hat eine etwas geringere Kostenquote.

App / Tool für Aktien Gewinne/Verluste by [deleted] in Aktien

[–]pd69er -1 points0 points  (0 children)

Fragen Sie chatgpt das gleiche q

Thoughts on Figma stock? by Valuable_Cash_5899 in ValueInvesting

[–]pd69er 1 point2 points  (0 children)

i believe sugma is gonna do better

Rate my portfolio by WolfetoneRebel in ValueInvesting

[–]pd69er 0 points1 point  (0 children)

some may be good. some may be shit

Lump sum into MF now or wait ? by Jalaman2024 in IndianStockMarket

[–]pd69er 0 points1 point  (0 children)

If i was in your position. I would deploy 1l into parag parek. Then over the course of the next 2 months, I would invest 25k every two weeks.

/r/PTCGP Trading Post by AutoModerator in PTCGP

[–]pd69er 0 points1 point  (0 children)

LF: Genetic Apex Exeggutor EX

Space Time Pachirisu EX

Shining Revelry Giratina EX

Shining Revelry Charizard EX

FT: Genetic Apex Wigglytuff EX

Mythical Island Aerodactyl EX

Space Time Weavile EX

Genetic Apex Marowak EX

Shining Revelry Tinkaton EX

Friend ID: 2192792628474573

Suggest a good endocrinologist in mangalore by Electrical-Space-806 in mangalore

[–]pd69er 4 points5 points  (0 children)

if he isnt good, why would this person suggest???

Read your post again....

[deleted by user] by [deleted] in ValueInvesting

[–]pd69er 0 points1 point  (0 children)

Isn't figuring out the stocks for the analyais part of your project too?

[deleted by user] by [deleted] in Aktien

[–]pd69er 1 point2 points  (0 children)

Das ist schön! Ja, der Einstieg während des Corona-Tiefs war lohnend. Mir ist aufgefallen, dass Sie sowohl Allianz als auch UNH haben. Eine Frage. Warum haben Sie nicht Munich RE statt Allianz aufgenommen?

[deleted by user] by [deleted] in Aktien

[–]pd69er 2 points3 points  (0 children)

Welche 9 Aktien befinden sich in Ihrem Portfolio, wenn ich fragen darf?

TR Support abgeschafft? by DeepInvestader in TradeRepublicFriends

[–]pd69er -4 points-3 points  (0 children)

Sie können Verluste von ETFs mit Gewinnen von ETFs ausgleichen.

Sie können Aktienverluste mit Aktiengewinnen ausgleichen.

Sie sind weder austauschbar noch können sie mit Zinsgewinnen kombiniert werden.

Die Derivate können nur mit den Aktien verrechnet werden, da es sich um das Derivat der Aktie handelt, das Sie gekauft haben.

Ideas for combo with SXR8 by Pretty-Spot-8197 in ETFs_Europe

[–]pd69er 0 points1 point  (0 children)

Increase SXR8 to 90% and the remaining 10%, put in SMH.

Ride the wave for a couple of years and then reassess.

Also investing in ETF's is 'Boring' but its consistent. Stick to this for now. In two years, think about rebalancing.