- Lowest risk single stock is Google at around 0.18
- Highest risk single stock is Amazon at around 0.28
- Minimum volatility portfolio risk/return (0.16/0.22)
- Optimal portfolio risk/return (0.18/0.3)
- Assume minimum volatility position for 6 months
The following plot shows the results of our analysis for 5000 randomized portfolios. The plot is interactive and you can create a selection by dragging a box on the top chart.