Nasdaq Stock Exchange: Creating an Optimal Portfolio of Technology Company Stocks

Álvarez M.T.; Villarreyes S.S.C.; Palacios A.Z.; Lujan-Vera P.E.; Taboada M.M.M. · RISTI - Revista Iberica de Sistemas e Tecnologias de Informacao (2022)

Resumen

The objective of this research work was to build an optimal portfolio of shares of technology companies listed on the Nasdaq Stock Exchange during the period Dec 2019-Nov 2020, the methodology was framed in a quantitative approach, non-experimental design, descriptive level-correlational. The population was made up of 4 leading companies in the technology and telecommunications industry. The Markowitz model was used as a basis to determine the optimal investment portfolio, relying on the Excel Solver add-on. In the results found, the optimal investment proportions to maximize the risk-return ratio is to invest 54.96% in shares of the company Appel and 45.04% in shares of the company Netflix, while it is not recommended to invest in Microsoft and Facebook shares. This combination contributes to maximizing the return of the portfolio up to a maximum of 1.24% per week, with a maximum risk level of 4.57%. Therefore, it represents the best investment alternative in shares.

Instituciones: Universidad Nacional de Piura; Universidad Nacional de Frontera