Assignment First

星巴克Pestel分析:定量分析波动性和价格风险

定量分析更多的是从绘画作品的锤击价格、基准预测等数据中进行的数值推理。这项工作更依赖于定性分析,因为它有助于理解价格风险和波动与彼得·多伊格的绘画。

计算了Peter Doig所有基于hammer price的画作的标准差和均值,并在2003年、2007年、2011年和2016年建立了基于“grasshopper”hammer price的相似计算集。锤价是中标的价格。

星巴克Pestel分析:定量分析波动性和价格风险

基准预测是为2003-2016年、2007-2016年、2011-2016年编制的,基于这些基准预测,可以对未来的贷款担保资产进行估值。计算了2003年、2007年、2011年、2016年的“蝗虫”锤击价格,同时计算了夏普比率、收益/风险、CV%和VaR。根据标准普尔500指数、当代艺术100指数、黄金指数和苏富比的股价进行比较。彼得•多格(Peter Doig)多年来工作的平均价格和信心指数都在改善,尤其是从2013年起。与arttaticconfidence indicator相比,这些作品也经历了非常糟糕的年份。

星巴克Pestel分析:定量分析波动性和价格风险

The quantitative analysis is one that is conducted in more of a numerical reasoning from data collected on hammer prices of the painting, benchmark forecast and more. The work relies more on the qualitative analysis, as it helps understand the price risk and volatility associated with the painting of Peter Doig.
Standard deviation and the mean from all of Peter Doig’ paintings based on hammer price are calculated and a similar calculation set based on ‘The Grasshoppers’ hammer prices is also created for the years 2003, 2007, 2011 and 2016. Hammer price are the prices of the winning bid.

星巴克Pestel分析:定量分析波动性和价格风险

Benchmark forecasts are created for the years of 2003-2016,2007-2016,2011-2016 and based on the benchmark forecasts, the value of the piece being secured for loan can be estimated for the future. ‘The Grasshoppers’ hammer prices for the years of 2003, 2007, 2011, 2016 are calculated and for the same, the Sharpe ration, the Return/Risk, CV% and VaR is calculated. Based on the below values of S&P500, Contemporary art 100, Gold, and Sotheby share price, a comparison is done.

The average price and the confidence indicators of the work of Peter Doig over the years are seen to be improving, especially from the years 2013 and onwards. Compared to the ArtTactic Confidence indicator, the works have also had very bad years.