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BBA IV Investment Ananalysis

This document outlines a course on Investment Analysis and Portfolio Management. The course is a 3-credit semester 4 course for BBA students. It has 5 units covering topics like risk and return, security valuation, portfolio theory, and mutual funds. The course aims to enhance students' practical exposure to investment principles, valuation, and portfolio management. Upon completing the course, students will be able to analyze risks and returns of different assets, design effective portfolios, and evaluate portfolio performance. The course involves case studies, assignments and a project on creating a hypothetical investment portfolio.

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shubham Jaiswal
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169 views9 pages

BBA IV Investment Ananalysis

This document outlines a course on Investment Analysis and Portfolio Management. The course is a 3-credit semester 4 course for BBA students. It has 5 units covering topics like risk and return, security valuation, portfolio theory, and mutual funds. The course aims to enhance students' practical exposure to investment principles, valuation, and portfolio management. Upon completing the course, students will be able to analyze risks and returns of different assets, design effective portfolios, and evaluate portfolio performance. The course involves case studies, assignments and a project on creating a hypothetical investment portfolio.

Uploaded by

shubham Jaiswal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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COURSE OUTLINE

COURSE NAME: Investment Analysis and Portfolio Management


COURSE CODE: BSB01T2031

Programme BBA
Academic Session 2021-24
Semester IV
Credits 3
No of Sessions 45
Prerequisite Basics of finance

BBA Program Educational Outcomes (PEOs)


PEO1: Graduates will apply intellectual ability,
executive personality and management skills for
industrial sustainable growth.
PEO2: Graduate will show leadership qualities by
successfully managing business functions in an
organizational unit or an enterprise.
PEO3: Graduate will identify and analyze problems,
develop viable alternatives, and make effective decisions
through analytical and reflective thinking.

BBA Program Outcomes (PO)


PO1: Apply the knowledge of management theories and
practices to solve business problems.
PO2: Take informed actions after identifying the
assumptions that frame our thinking and actions,
checking out the degree to which these assumptions are
accurate and valid, and looking at our ideas and decisions
(intellectual, organizational, and personal) from different
perspectives.
PO3: Speak, read, write and listen clearly in person and
through electronic media in English and in one Indian
language, and make meaning of the world by connecting
people, ideas, books, media and technology.
PO4: Elicit views of others, mediate disagreements and
help reach conclusions in group settings.
PO5: Demonstrate empathetic social concern and equity
centred national development, and the ability to act with
an informed awareness of issues and participate in civic
life through volunteering.
PO6: Recognize different value systems including your
own, understand the moral dimensions of your decisions,
and accept responsibility for them.
PO7: Understand the issues of environmental contexts
and sustainable development.
PO8: Acquire the ability to engage in independent and
life-long learning in the broadest context socio-
technological changes.

Course Overview
The course is designed to provide a conceptual framework for investment analysis and
portfolio management. The main emphasis of the course is to develop an understanding of the
forces that influence the risk and return of financial assets, related models and theories. The
course is quantitative in nature and relies on analytical tools and economic theory developed
throughout.

Course Objectives
The aim of the course is to enhance practical exposure towards principle of investment,
pricing, valuation and portfolio management.
Course Outcomes
After completing the course, students would be able to:
CO1 Interpret the concept of investment and Portfolio management and be able to identify
investment alternatives available. (K2)
CO2 Identify risk and return based on the characteristics of different financial assets and
value assets such as stocks and bonds for investment(K3)

CO3 Analyse risk and returns of fixed income instruments and stocks using various
models for the purpose of investment. (K4)

CO4 Measure the risk and return of a portfolio position and diversify and manage
investment portfolios in accordance with a person's risk appetite (K5)

CO5 Design and evaluate effective Portfolio based on various Models (K6)

COPO matrix
3/2/1 indicates strength of correlation where 3-Strong, 2-Medium, 1-Low

CO/PO PO1 PO2 PO3 PO4 PO5 PO6 PO7 PO8

CO1 3 2 1 2

CO2 2 3 1 2 2

CO3 3 3 2 2

CO4 3 3 2

CO5 3 3 2 2

Unit I : Conceptual framework of Investment and Portfolio management 9


Lectures

Investments: Nature, scope, objective and Process of investments analysis, Investment goal,
Liquidity, Investment horizon and Taxation, Portfolio Management and its Importance
Modes of Investment (List), Features of Investment Avenues

CASE STUDY 1

A Case Study on Investment Decisions of Madhur Oil Company (Research Gate)


Source: Return to Article Details A Case Study on Investment Decisions of Madhur Oil
Company Download Download PDF

Practical Assignment
1. Mock stock trading (Buying and selling) with the help of NSE smart software

Unit II : Risk, Return and Fundamental Analysis 8 Lectures


Basics of risk and return: concept of returns, application of standard deviation, coefficient of
variation, beta, alpha. Unsystematic risk and non-risk factors that influence yields. Bond
Convexity, Active & Passive investment strategies of bonds Duration and modified duration,
immunization of a bond portfolio. Fundamental analysis: EIC framework; Economic
analysis: Leading lagging & coincident macro- economic indicators, Expected direction of
movement of stock prices with macroeconomic variables in the Indian context; Industry
analysis: financial analysis of an industry; Company analysis.
CASE STUDY 2 :Walmart vs Amazon: Which stock would you choose to invest in if you
couldn’t sell it for a decade, and why? Source:
https://www.economist.com/sites/default/files/stevensinstitute_ws.pdf

Practical Assignment
1. Beta calculation on Excel with real time stock market data
2. CAGR calculation on Excel
3. Fundamental analysis of any listed company

Unit III : Share valuation: 8 Lectures


Relative valuation models using P/E ratio, book value to market value. Technical analysis:
meaning, assumptions, difference between technical and fundamental analysis; Price
indicators- Dow theory, advances and declines, new highs and lows- circuit filters. Volume
indicators- Dow Theory, small investor volumes. Other indicators- futures, institutional
activity, Trends: resistance, support, consolidation, momentum- Charts: line chart, bar chart,
candle chart, point & figure chart. Indicators: moving averages. Efficient market hypothesis
CASE STUDY 3

A case study on Cadbury India Valuation


Source : https://www.wirc-icai.org/images/material/Case-studies-Valuations-WIRC-
18Nov2017_1.pdf

Practical Assignment
1. Interpretation of candle stick and bar chart with real time data
2. Hands on studying technical indicators
Unit IV: Portfolio analysis 8 Lectures
portfolio risk and return, Markowitz portfolio model: risk and return for 2 and 3 asset
portfolios, concept of efficient frontier & optimum portfolio. Traditional portfolio
management for individuals: Objectives, constraints, time horizon, current wealth, tax
considerations, liquidity requirements, and anticipated inflation, Asset allocation: Asset
allocation pyramid, investor life cycle approach, Portfolio management services: Passive –
Index funds, systematic investment plans. Active – market timing, style investing.

CASE STUDY 4

Portfolio Optimization
Source: https://zerodha.com/varsity/chapter/port-opt/

Practical Assignment
1. Portfolio analysis with the help of solver tool in excel

Unit V: Portfolio Management and Mutual Fund 12 Lectures


Capital asset pricing model (CAPM): Efficient frontier with a combination of risky and risk
free assets. Assumptions of single period classical CAPM model. Characteristic line, Capital
Market Line, Security market Line. Expected return, required return, overvalued and
undervalued assets. Arbitrage Pricing Theory, APT vs CAPM. Mutual Funds: Introduction,
calculation of Net Asset Value (NAV) of a Fund, classification of mutual fund schemes by
structure and objective, advantages and disadvantages of investing through mutual funds.
Performance Evaluation of Managed Funds using Sharpe’s, Treynor’s and Jensen’s measures.
CASE STUDY 5
Mutual Fund Portfolio Case by considering Financial Goal
Source: https://zerodha.com/varsity/chapter/the-mutual-fund-portfolio/

Practical Assignment
2. Any Mutual fund scheme analysis

Project : Students will be given some dummy money and are asked to prepare
their portfolio by adding various securities and analyzing risk and return
involved in it.

Text Book
Reference Book

1. Reilly, F. K. & Brown, K.C. (2012) Analysis of Investments and Management of


Portfolios (12th edition), Cengage India Pvt. Ltd- Chapter 1, 17, 18, 19, 10, 11, 12,
13, 14.
2. Ranganathan, M., & Madhumathi, R. (2006). Investment analysis and portfolio
management. New Delhi: Pearson Education- Chapter-1, 5, 6, 9, 10, 11
3. Avadhani V A, Securities Analysis and Portfolio Management, Himalaya Publishing
House.
4. Bhalla, V.K. Investment Management: Security Analysis and Portfolio Management,
th
8 Ed., New Delhi, S Chand, 2001.

FULL CASES to be pasted here

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