Abstract
Nowadays, the rose of interest in the US and the changes in the value of the dollar case the public attention of investors on stocks. The US company stock was under a great change in this situation. So, the investors are now focusing on finding the portfolio optimization on the investment allocation. This study directly focuses on the selected five stocks of interest company to find the portfolio optimization using the Monte Carlo simulation and com-pare its return with the actual data. By Monte Carol simulation, the maxi-mum Sharpe ratio and the minimum volatility portfolios would be generat-ed, Netflix is regarded as the largest weight in the maximum Sharpe ratio portfolio, while Sunning is regarded as the largest proportion weight in the minimum volatility portfolio. Besides, after evaluating the results, the max-imum Sharpe ratio and minimum volatility portfolio perform better than the standard 1/N portfolio. Using this portfolio optimization, investors can find how to allocate their investment through several stocks to get the maximum returns with relatively low risk.
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