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Finm547 Security Analysis and Portfolio Management

This course covers financial analysis tools for quantitative business decisions. Students will learn to construct financial models to analyze equity valuation and risk-return profiles. They will apply economic, industry and company analysis to develop and manage portfolios. Students will also examine how to construct a diversified portfolio using risk assessment techniques. The course covers topics like security markets, equity valuation, portfolio construction, performance evaluation, and derivatives and their regulation.

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Surya Pratap Singh Rathore
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90 views2 pages

Finm547 Security Analysis and Portfolio Management

This course covers financial analysis tools for quantitative business decisions. Students will learn to construct financial models to analyze equity valuation and risk-return profiles. They will apply economic, industry and company analysis to develop and manage portfolios. Students will also examine how to construct a diversified portfolio using risk assessment techniques. The course covers topics like security markets, equity valuation, portfolio construction, performance evaluation, and derivatives and their regulation.

Uploaded by

Surya Pratap Singh Rathore
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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FINM547:SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT

L:3 T:1 P:0 Credits:3

Course Outcomes: Through this course students should be able to

CO1 :: obtain basic knowledge of financial analysis tools in processing quantitative information
and making quantitative business decisions.

CO2 :: construct a financial model of equity valuation for analysing the risk-return profile of
different investment alternatives.

CO3 :: apply economy, industry and company analysis in developing and managing a portfolio.

CO4 :: construct a diversified portfolio by utilizing knowledge of risks underlying products and
services.

CO5 :: examine the role of technology in stimulating extended planning & analysis for enhanced
portfolio returns.
CO6 :: analyze risk through various techniques of risk assessment and performance evaluation in
equity valuation.

Unit I
Introduction to security analysis : securities market structure, primary market and secondary
market, major Indian stock exchanges, investment objectives, investment process, investment
alternatives, investment alternatives evaluation, common error in investment process
Risk and return : concept of return, measurement of return, types of risk, measurement of risk

Unit II
Equity valuation : approaches to valuation, process of valuation, intrinsic value, beta, balance sheet
valuation, dividend discount model, free cash flow model, earning multiplier approach
Efficient market hypothesis : forms of efficiency, test for efficiency

Depository system : meaning process and participants

Unit III
Fundamental analysis : meaning, industry analysis, economic analysis, company analysis, financial
analysis
Technical analysis : fundamental v/s technical analysis, Dow theory, Elliot wave theory, technical
indicators, chart patterns
Unit IV
Portfolio construction and management : portfolio management, diversification and its effect,
Markowitz diversification, portfolio risk and return, portfolio standard deviation, CAPM (capital asset
pricing model), arbitrage price theory
Unit V
Derivative and regulatory aspect : meaning and reasons of derivative trading, types of
derivatives, regulation of market, mutual funds, algo trading and high frequency trading in India,
implication of algo and high frequency trading, robo advisors
Unit VI
Evaluation of portfolio performance and revision : Sharpe ratio, Treynor ratio, Jensen ratio,
active and passive portfolio management, rupee cost averaging, constant rupee plan, constant ratio
plan, variable ratio plan

Text Books:
1. SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT by K SASIDHARAN & ALEX K
MATHEWS, MC GRAW HILL
References:
1. . SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT by PUNITHAVATHY PANDIAN, VIKAS
PUBLISHING HOUSE

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