Lei, Ka IKa ILei2026-01-222026-01-222023-09https://dspace.usj.edu.mo/handle/123456789/6900This dissertation explores a quantitative study of the US stock market. This quantitative study visualizes the stock price, volatility and Sharpe ratio to examine the risk-adjusted returns of the Nasdaq assets. This dissertation explores how to make investment decisions by deter- mining the volatility of the market. Additionally, the study found the returns and risk-adjusted returns are not related. However, the study found a statistically significant lower standard devi- ation of the returns is less risky. Moreover, the data during the COVID-19 period (2019-2022) fluctuated largely. Those interesting data should be studied in future research.entext::thesis::master thesis