Descripción
How to forecast long-term stock-returns using the correct formulas. Demonstrated on two individual stocks and the S&P 500 index.
Paper:
https://papers.ssrn.com/abstract=3750775
Data and computer code:
https://github.com/Hvass-Labs/FinanceOps
00:00:00 Introduction
00:00:51 My supreme wisdom on year 2020
00:21:18 Academic finance
00:23:09 Data and computer code
00:23:33 Motivation from historical data
00:31:15 The forecasting model
00:58:00 Case Study: Tesla
00:59:49 Case Study: Procter & Gamble
01:08:03 Case Study: Walmart
01:14:49 Synthetic Data
01:16:13 Case Study: S&P 500
01:25:23 Conclusion
Cartoons by Scott Adams
https://www.dilbert.com