Security Analysis And Portfolio Management
Finance Domain:Security Analysis And Portfolio Management
Teacher
Dr.Girija Nandini
Category
Core Courses
Course Attendees
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Course Reviews
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CUFM2353( 1+0+3)
Course Objectives
- To understand the fundamentals of investment
- To develop the skills required for portfolio management
- Identify, interpret and analyze the varied technical patterns and indicators presented on the real-life stock charts.
Course Outcomes
After completion of the course students will be able to
CO1 Do fundamental analysis and technical analysis
CO2 Analyze risk and return using portfolio management
CO3 Do the portfolio evaluation.
| COS | COURSE OUTCOMES | MAPPING COS WITH POS (High-3; Medium-2; Low-1) |
| CO1 | Do fundamental analysis and technical analysis
|
PO1(3)PO2(3) PO3(3),PO6(3) |
| CO2 | Analyze risk and return using portfolio management
|
PO1(3)PO2(3) PO3(3)PO6(2) |
| CO3 | Do the portfolio evaluation.
|
PO1(3)PO2(3) PO3(3)PO6(2) |
Course Syllabus
Module: I
Fundamentals of investment: Investment avenues: stocks, debentures, mutual funds, over view of stock market, primary and secondary market, risk and return: types of risk, measurement of risk and return, calculation of beta, capital asset pricing model (CAPM).
Module: II
Fundamental analysis: Economic analysis, industry analysis, company analysis, bond valuation, equity valuation, Technical Analysis: technical indicators like; moving averages, Pivot point, support and resistance, candlestick chart, line charts.
Module: III
Portfolio analysis: Calculation of expected return and risk of a portfolio, diversification of risk, capital market line, security market line.
Portfolio revision: Passive management, active management, formula plan
Module: IV
Portfolio evaluation: Sharpe’s Performance Index, Treynor’s performance Index , Jensen’s Performance Index
Projects:
1. Calculation of beta of 10 different companies
2. Technical analysis of different companies by using technical indicators
3. Investor’s awareness about the stock market
4. Project on performance analysis of mutual funds of different asset management companies (AMCs) and different funds
5. Stock market game will be played by the students for 60 days
Text Books:
1. Security Analysis and Portfolio Management, Pandian, Vikash
2. Security Analysis and Portfolio Management, Kevin, PHI
Reference Books:
1. Security Analysis and Portfolio Management, Fischer and Jordan, PHI
2. Security Analysis and Portfolio Management , V.A. Avadhani, Himalaya Publishing house. http://www.himpub.com/documents/Chapter1155.pdf
3. Security Analysis and Portfolio Management, D.Khatri, Macmillan.
Session Plan
Session 1
Fundamentals of Investment , Introduction to Stock market game
How does stock market work
https://docs.google.com/presentation/d/12JgLfox9cjL14JuyDG0d-BHr4oYKPrKI/edit#slide=id.p1
Session 2
Investment avenues,
Stocks, debentures, mutual funds
Investment Avenues
https://docs.google.com/presentation/d/1MFS5nxehN69lCvab9S1-Qp74WZRcPsiN/edit#slide=id.p1
https://docs.google.com/document/d/1vdmKAy03A4UbZupEcR280G0sETemnqhz/edit
Session 3
Presentation by students on overview of stock market
Session 4
Stock market game - Presentation by students , why they have invested in a particular stock
Session 5
Primary and Secondary Market- Presentation by students
Link primary and secondary market
Link, Certification , NISM
Session 6
Stock market game- Presentation by students , why they have invested in a particular stock
Session 7
Session 8
Measurement of Risk and return – Problm Solving
Session 9
Case analysis on : Is this the right stock?
Session 10
Calculation of Beta of different companies by using Excel
Calculation of Beta
Session 11
Capital asset pricing model (CAPM), Calculation of expected return of different companies by using Excel
Link- CAPM
Link 1- CAPM
Sesson 12
Capital asset pricing model (CAPM) – Presentation by students
Session 13
Fundamental analysis: Economic analysis - Lecture
Link - Fundamental analysis
Fundamental analysis
Session 14
Industry analysis – Presentation by students
Session 15
Presentation by students on the project calculation of Beta of 10 different companies
Session 16
Company analysis - Presentation by students
Session 17
Session 18
Case Analysis : To Pharma or not to Pharma
Session 19
Equity valuation – Lecture , Problem solving
Session 20
Technical analysis – Lecture,
Project:
Project on technical analysis of ten different companies by using technical indicators.
Session 21
Stock market game - Presentation by students , why they have invested in a particular stock and how much return or loss they made
Session 22
Pivot point- Presentation of pivot point by using Excel
Link-Pivot point
Session 23
Support and resistance- Presentation by students using Excel
Link- Support & Resistance
Session 24
Stock market game - Presentation by students , why they have invested in a particular stock and how much return or loss they made
Session 25
Candel stick chart - Presentation of Candle stick chart by students using Excel
Session 26
Stock market game - Presentation by students , why they have invested in a particular stock and how much return or loss they made
Session 27
Moving averages, Line chart - Presentation of moving averages, Line chart by students using Excel
Session 28
Presentation of Project
Presentation by students on technical analysis of ten different companies by using technical indicators
Session 29
Portfolio Management, Approaches in portfolio construction: Traditional approach,
Modern approach- Lecture
Session 30
Diversification, Problems of vast diversification – Presentation by students
Link- Diversification
Session 31
Case analysis : Dark clouds on the horizon
Session 32
Calculation of portfolio risk and return - Presentation by students through Excel
Link- Portfolio risk & Return
Session 33
Portfolio risk return analysis- Case study analysis on Tata coffee and ACC
ACC
Session 34
Capital Market line – Presentation by students using Excel
Link- CML
Session 35
Security market line -Presentation by students using Excel
Link- SML
Session 36
Case analysis : Choosing the best portfolio
Session 37
Portfolio revision: Passive management, Active management – Lecture
Portfolio revision
Session 38
Formula plan : Rupee Cost Averaging, Constant Rupee Plan
Presentation by students
Link- Rupee cost averaging
Session 39
Constant Ratio Plan, Variable Ratio Plan –
Presentation by students
Session 40
Presentation by students on Project - Investors awareness about stock market
Session 41
Portfolio evaluation: Concept - Lecture
Session 41
session 42
Sharpe’s Performance Index - Lecture
Link- Sharpe Index
Session 43
Sharpe’s Performance Index – Presentation by students by using Excel
Sharpe Index
Session 44
Stock market game –
Presentation by students - why they have invested in a particular stock and how much return or loss they made
Session 45
Treynor’s performance Index – Presentation by students using Excel
Treynor Index
Session 46
Stock market game –
Presentation by students - why they have invested in a particular stock and how much return or loss they made
Session 47
Jensen’s Performance Index - Presentation by students using Excel
Jensen Index
Session 48
Presentation by students - Project on performance analysis of mutual funds of different Asset management company (AMC )and different funds
Case Studies
Our Main Teachers
Dr.Girija Nandini presently working as an Associate Professor (Finance) in the School of Management Studies, CUTM, Bhubaneswar. Completed her MBA from Biju Pattnaik University of Technology having specialization in Finance. She has completed her M.Com from Ravenshaw University. Done her Ph.D. entitled “Indian Stock Market: Study of seasonal effects in the present era” from Utkal […]
Financial Market and Services, Investment Management, Secondary Market, Mutual fund