Alex Sharpe’s Portfolio Student Assignment 1. Returns and Risk Estimate and compare the returns and variability (i.e. annual standard deviation over the past five years) of Reynolds and Hasbro with that of the S&P 500 Index. Which stock appears to be riskiest? Reynolds appears to be the riskiest stock based on the returns and variability alone currently holding the highest average return out of two at 1.87%. With their higher return rate over the three they also hold the highest standard
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FINA3080Investment Analysis and Portfolio Analysis Midterm Examination Date: March 12‚ 2013 1. If all investors become more risk averse the SML will _______________ and stock prices will _______________. A. shift upward; riseB. shift downward; fallC. have the same intercept with a steeper slope; fallD. have the same intercept with a flatter slope; rise 2. According to the capital asset pricing model‚ a security with a _________. A. negative alpha is considered a good buyB. positive alpha is
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coupon bond maturing at time T? The Macaulay duration of a perpetual bond with yield y is given by (1+y)/y. Consider a bond portfolio consisting of 2 bonds where the proportion of assets in bond i (i=1‚2) is given by wi so total portfolio is P = w1 P1+w2 P2. Given the Macaulay Duration of bond I (i=1‚2) is given by Di what is the duration of the portfolio? You have a portfolio of 500‚000 Rs invested in a perpetual bond paying 10% and 500‚000 Rs in a zero coupon bond maturing in 5 years? Stock Valuation
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A WINTER TRAINING REPORT ON “PORTFOLIO MANAGEMENT OF CNX MIDCAP COMPANIES” AT KOTAK SECURITIES LTD. SURAT IN PARTIAL FULFILLMENT OF THE REQUIREMENT IN THE MBA DEGREE OF VEER NARMAD SOUTH GUJARAT UNIVERCITY‚ SURAT. SUBMITTED BY: ANKIT S. LAPSIWALA MBA-FINANCE GUIDED BY: PROF. SAMEER ROHADIA (GRIMS) MR. MRUGESH PANCHAL (BM - KOTAK SECURITIES LTD.) G.I.D.C. RAJJU SHROFF ROFEL INSTITUTE OF MANAGEMENT STUDIES G.I.D.C. VAPI 2006-07 STUDENT DECLARATION I undersigned‚ Ankit S. Lapsiwala
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distribution into perpetuity? 2. Could payout be raised to meet recent budget pressures without changing the risk-return profile of the portfolio? 3. What value has the HMC’s policy portfolio asset allocations (compared to TUCS median) added to the endowment from the period 1992-2000? 4. What value has active portfolio management (deviating from the policy portfolio indexes and weights) added to the endowment from the period 1992-2000? 5. Does this justify their controversial compensation plans
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[pic] [pic] RAYMOND LTD. Internship Report on Working Capital and Portfolio Management SUBMITTED TO: SUBMITTED BY: DR. NEHA PURI TANMAY BHASIN FACULTY GUIDE B.COM (HONS)III ACCF A3104609018 AMITY UNIVERSITY
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Running head: PRIORITIZING THE IT PROJECT PORTFOLIO PAPER 1 PRIORITIZING THE IT PROJECT PORTFOLIO PAPER 4 Prioritizing the IT Project Portfolio Paper Information Technology (IT) projects are an important part of a company’s growth and advancement. Playing a key role in the development of most businesses‚ IT projects impact all departments and many work processes that take place throughout an organization. Certain factors must be taken into consideration when moving forward with an IT project
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Rxy = 2 10 14 10 3 12 12 12 Rxz = 4 14 10 14 5 16 8 16 Diversifiable Risk Company-specific risk Unsystematic risk S&P‚ NASDAQ‚ Dow Jones Non-Diversifiable Risk Market Risk Systematic Risk The risk of a portfolio depends on the correlation coefficient of returns
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Portfolio Analysis We currently have 4 holdings in Energy‚ 4 in Materials and 3 in Utilities. Our Energy holdings consists of Buckeye Partners Limited which is a Oil and Gas Pipeline company‚ Valero Energy which is an oil refiner and marketer‚ VanEck Global Alternative Energy ETF which consists of companies that have over 50% of their revenue from renewable sources‚ and we hold the XLE which is our sector SPDR. In Materials we hold the iShares Global Timber ETF‚ The Graphic Packaging Holding Company
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Investment Theory and Strategies A. Passive vs. Active Strategy i. Passive One of the most profound ideas affecting the investment decision process‚ and indeed all of finance‚ is the idea that the securities markets‚ particularly the equity markets‚ are efficient. In an efficient market‚ the prices of securities do not depart for any length of time from the justified economic values that investors calculate for them. Economic values for securities are determined by investor expectations about earnings
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