Investment Analysis And Portfolio Management | MBA 3rd Sem | JNTUK

Syllabus

EF-301

UNIT 1

Concept of Investment, Investment Vs Speculation, and Security Investment Vs Non-Security Forms of Investment-Investment Environment in India. Investment Process - Sources of Investment Information, Security Markets – Primary and Secondary – Types of Securities in Indian Capital Market, Market Indices. Calculation of SENSEX and NIFTY.

UNIT 2

Return and Risk – Meaning and Measurement of Security Returns. Meaning and Types of Security Risks: Systematic Vs Non-Systematic Risk. Measurement of Total Risk - Intrinsic Value Approach to Valuation of Bonds - Preference Shares and Equity Shares.

UNIT 3

Fundamental Analysis – Economy, Industry and Company Analysis, Technical Analysis – Concept and Tools and Techniques Analysis – Technical Analysis Vs Fundamental Analysis - Efficient Market Hypothesis; Concept and Forms of Market Efficiency.

UNIT 4

Elements of Portfolio Management, Portfolio Models – Markowitz Model, Efficient Frontier and Selection of Optimal Portfolio. Sharpe Single Index Model and Capital Asset Pricing Model, Arbitrage Pricing Theory.

UNIT 5

Performance Evaluation of Portfolios; Sharpe Model – Jensen’s Model for PF Evaluation, Evaluation of Mutual Fund.