Finance Domain:Security Analysis And Portfolio Management

Teacher

Dr.Girija Nandini

Category

Core Courses

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Security Analysis And Portfolio Management

CUFM2353( 1+0+3)

Course Objectives

• 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.

Learning Outcomes

Upon successful completion of this subject students will able to
• do fundamental analysis and technical analysis
• analyse risk and return using portfolio management

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

Session 2

Session 3

Presentation by students on overview of stock market

Overview of Stock market

Link Overview of stock market

Session 4

Stock market game - Presentation by students , why they have invested in a particular stock

Link stock market

Money control link

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

Risk and Return: Types of Risk- Lecture

Risk and return
Link Risk and Return

Link 1 Risk and Return

Session 8

Measurement of Risk and return – Problm Solving

Session 8
link measurement of risk and return

Session 9

Case analysis on : Is this the right stock?

Session 10

Calculation of Beta of different companies by using Excel
Calculation of Beta

Link calculation of beta

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

CAPM model

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

Link- Industry Analysis

Session 15

Presentation by students on the project calculation of Beta of 10 different companies

Session 16

Company analysis - Presentation by students

Link- Company analysis

Session 17

Bond valuation – Problem solving

Link - Bond Valuation

Bond valuation

Session 18

Case Analysis : To Pharma or not to Pharma

Session 19

Equity valuation – Lecture , Problem solving

PPT - Equity Valuation

Session 20

Technical analysis – Lecture,
Project:
Project on technical analysis of ten different companies by using technical indicators.

Link- Technical Analysis

Technical analysis

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

Link- Moving average
Link-Line chart

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

Link- Portfolio management
Portfolio Management

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

Constant rupee plan

Session 39

Constant Ratio Plan, Variable Ratio Plan –
Presentation by students

Link- constant ratio plan
Variable ratio plan

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

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    Dr.Girija Nandini presently working as an Assistant 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 […]