D
Duke Carey
Re-post - didn't get any solutions the first time around
Can somebody suggest an approach for this problem??
I need to fabricate a proxy for a publicly traded company, i.e., select a
basket of stocks from the same industry group that in the aggregate will
mimic the performance of the single target company
The thought process is to look at 2 years' of daily stock price history and
to compare the performance of the target company's stock to the aggregated
performance of a group stocks. Ideally, I'll model several dozen groups, but
the question I have is:
What is the best way to compare
the performance of [Group A vs. target company's stock] to
the performance of [Group B vs. target company's stock] to
the performance of [Group C vs. target company's stock]?
Thanks
Can somebody suggest an approach for this problem??
I need to fabricate a proxy for a publicly traded company, i.e., select a
basket of stocks from the same industry group that in the aggregate will
mimic the performance of the single target company
The thought process is to look at 2 years' of daily stock price history and
to compare the performance of the target company's stock to the aggregated
performance of a group stocks. Ideally, I'll model several dozen groups, but
the question I have is:
What is the best way to compare
the performance of [Group A vs. target company's stock] to
the performance of [Group B vs. target company's stock] to
the performance of [Group C vs. target company's stock]?
Thanks