Sélection des titres
| Tesla, Inc. Common Stock | TSLA |
| Apple Inc. Common Stock | AAPL |
| DocuSign, Inc. Common Stock | DOCU |
| MercadoLibre, Inc. Common Stock | MELI |
| ASML Holding N.V. New York Registry Shares | ASML |
| JD.com, Inc. American Depositary Shares | JD |
| Peloton Interactive, Inc. Class A Common Stock | PTON |
| Synopsys, Inc. Common Stock | SNPS |
| Pinduoduo Inc. American Depositary Shares | PDD |
| Cadence Design Systems, Inc. Common Stock | CDNS |
| Total return | Daily return | Daily Stdev | Total Stdev | Sharpe ratio | Daily VaR 90% | Daily VaR 95% | Daily VaR 99% | |
| TSLA | 250,69% | 0,4802% | 4,5043% | 102,81% | 2,44 | 7,43% | 8,83% | 11,62% |
| AAPL | 123,80% | 0,2372% | 2,3031% | 52,57% | 2,36 | 3,80% | 4,51% | 5,94% |
| DOCU | 171,60% | 0,3287% | 3,2624% | 74,47% | 2,30 | 5,38% | 6,39% | 8,42% |
| MELI | 166,61% | 0,3192% | 3,2376% | 73,90% | 2,25 | 5,34% | 6,35% | 8,35% |
| ASML | 125,47% | 0,2404% | 2,4504% | 55,93% | 2,24 | 4,04% | 4,80% | 6,32% |
| JD | 138,90% | 0,2661% | 2,7439% | 62,63% | 2,22 | 4,53% | 5,38% | 7,08% |
| PTON | 185,86% | 0,5467% | 4,5597% | 83,95% | 2,21 | 7,52% | 8,94% | 11,76% |
| SNPS | 106,99% | 0,2050% | 2,1635% | 49,38% | 2,17 | 3,57% | 4,24% | 5,58% |
| PDD | 192,46% | 0,3687% | 3,9245% | 89,58% | 2,15 | 6,48% | 7,69% | 10,13% |
| CDNS | 109,56% | 0,2099% | 2,3248% | 53,06% | 2,06 | 3,84% | 4,56% | 6,00% |
L'indice Nasdaq 100
| Total return | Daily return | Daily Stdev | Total Stdev | Sharpe ratio | Daily VaR 90% | Daily VaR 95% | Daily VaR 99% | |
| ^NDX | 65,96% | 0,1264% | 1,7426% | 39,78% | 1,66 | 2,88% | 3,42% | 4,50% |
Matrice Variance - Covariance
| TSLA | AAPL | DOCU | MELI | ASML | JD | PTON | SNPS | PDD | CDNS | |
| TSLA | 0,20289% | 0,04686% | 0,04192% | 0,06008% | 0,04991% | 0,04442% | 0,02512% | 0,04609% | 0,04074% | 0,04643% |
| AAPL | 0,04686% | 0,05304% | 0,03089% | 0,03980% | 0,03517% | 0,03547% | 0,02495% | 0,03621% | 0,02767% | 0,03869% |
| DOCU | 0,04192% | 0,03089% | 0,10643% | 0,04343% | 0,02638% | 0,03482% | 0,06126% | 0,03345% | 0,03172% | 0,03653% |
| MELI | 0,06008% | 0,03980% | 0,04343% | 0,10482% | 0,04177% | 0,04020% | 0,03889% | 0,04167% | 0,04061% | 0,04542% |
| ASML | 0,04991% | 0,03517% | 0,02638% | 0,04177% | 0,06004% | 0,03447% | 0,01554% | 0,03597% | 0,03218% | 0,04207% |
| JD | 0,04442% | 0,03547% | 0,03482% | 0,04020% | 0,03447% | 0,07529% | 0,02697% | 0,03361% | 0,04840% | 0,03759% |
| PTON | 0,02512% | 0,02495% | 0,06126% | 0,03889% | 0,01554% | 0,02697% | 0,20791% | 0,02638% | 0,02120% | 0,03025% |
| SNPS | 0,04609% | 0,03621% | 0,03345% | 0,04167% | 0,03597% | 0,03361% | 0,02638% | 0,04681% | 0,02661% | 0,04455% |
| PDD | 0,04074% | 0,02767% | 0,03172% | 0,04061% | 0,03218% | 0,04840% | 0,02120% | 0,02661% | 0,15401% | 0,02996% |
| CDNS | 0,04643% | 0,03869% | 0,03653% | 0,04542% | 0,04207% | 0,03759% | 0,03025% | 0,04455% | 0,02996% | 0,05405% |
Les 10 titres à éviter
| CSCO | Cisco Systems, Inc. Common Stock |
| TCOM | Trip.com Group Limited American Depositary Shares |
| EXC | Exelon Corporation Common Stock |
| SIRI | Sirius XM Holdings Inc. Common Stock |
| GILD | Gilead Sciences, Inc. Common Stock |
| BIIB | Biogen Inc. Common Stock |
| FOXA | Fox Corporation Class A Common Stock |
| FOX | Fox Corporation Class B Common Stock |
| KHC | The Kraft Heinz Company Common Stock |
| WBA | Walgreens Boots Alliance, Inc. Common Stock |
| CSCO | 8,74% | 0,0167% | 2,1142% | 48,26% | 0,18 | 3,49% | 4,14% | 5,45% |
| TCOM | 7,78% | 0,0149% | 2,8419% | 64,87% | 0,12 | 4,69% | 5,57% | 7,33% |
| EXC | -0,42% | -0,0008% | 2,2443% | 51,23% | -0,01 | 3,70% | 4,40% | 5,79% |
| SIRI | -0,85% | -0,0016% | 2,1325% | 48,67% | -0,02 | 3,52% | 4,18% | 5,50% |
| GILD | -1,60% | -0,0031% | 1,8717% | 42,72% | -0,04 | 3,09% | 3,67% | 4,83% |
| BIIB | -18,59% | -0,0356% | 3,6129% | 82,47% | -0,23 | 5,96% | 7,08% | 9,32% |
| FOXA | -16,62% | -0,0345% | 2,5160% | 55,18% | -0,30 | 4,15% | 4,93% | 6,49% |
| FOX | -22,73% | -0,0472% | 2,4696% | 54,11% | -0,42 | 4,07% | 4,84% | 6,37% |
| KHC | -27,26% | -0,0522% | 2,6407% | 60,28% | -0,45 | 4,36% | 5,18% | 6,81% |
| WBA | -30,12% | -0,0577% | 2,4689% | 56,35% | -0,53 | 4,07% | 4,84% | 6,37% |