SAPM Course Work-July 2011

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PES School Of EngineeringDepartment Of MBA

Lesson Plan

Semester III

Subject Code: 10MBA FM322/10 MBABF 372 Total no of Lectures: 28

Subject Title: SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT IA Marks: 50 Marks

Faculty Name: SHALINI H.S. Exam Hours: 3

No of Hours / Week: 4 Exam Marks: 100Table -1 : Session PlanModNo

SessionNo .

Contents PedagogicalTools

Presentations

Assignments /Additional Work

StudentLearningEvaluationTechnique

CumulativeCoverage

1 1 General Introduction to Investment, Financial

Markets, sources of investment information

Lecture, News

Paper, Journalsand mails on

investmentinformation

PPT and

Handouts

Participatio

n and Test

7%

2 2 Stock Exchanges Functioning, Trading and

Settlement - Stock market guidelines on primaryand secondary market

Lecture and IV

to StockBroking firms(on latter date)

PPT Find out

stockbrokingfirm for 2

hourstraining

Report on

IV13%

3 3 Meaning, Features, Types, Bond PricingTheorem, simple problems on Bond Valuation

Lectureand Problem

Solving

PPT andBlack

Board

Studentsto collect

addl.

ProblemSolving

Skills


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problems

3 4 Problems on Bond Duration, immunization, Yield

curve

Problem

Solving

Black

Board

Problem

SolvingSkills

3 5 Problems on Yield curve and different types ofcurves

Lecture andProblem

solving

PPT andBlack

Board

ProblemSolving

Skills

3 6 Zero growth, Constant growth and two stage

growth model

Problem

Solving

Black

Board

Problem

Solving

Skills

3 7 Three and H stage growth model Problem

Solving

Black

Board

Simulatio

n Model

# 1

Developing

simulation 34%

4 8 Risk and Return: Concept, Factors and Types ofrisk, Risk and risk aversion, Problems on

calculating risk

Lecture andProblem

solving

PPT andBlack

Board

Participation and Test

4 9 Problems on risk calculation and return Problem

solving

Black

Board

Additiona

lProblems

given

Problem

SolvingSkills

4 10 Allocation between risk and risk free assets and

utility analysis problems

Lecture and

Problem

solving

PPT and

Black

Board

Simulatio

n Model

# 2

Developing

simulation 46%

5 11 Fundamental Analysis: Economic, Company and

Industry Analysis

Lecture PPT Fundame

ntalAnalysis

for ascript

Additional

work done

5 12 Forecasting Meaning & Techniques, Charts Lecture and PPT Chart Additional


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Point, Figure, Bar and Japanese Candle Sticks News paper

clippings

preparati

on for ascript

work done

5 13 Problems on RSA and RSI Moving Average ProblemSolving

BlackBoard

RSA andRSI for a

script

Additionalwork done

5 14 Problems on Moving Average, Technical Vs

Fundamental Analysis

Problem

Solving

Black

Board

Problem

solving skill65%

6 15 Efficient Market Theory Concepts, Random

walk Theory, Weak, Strong and Semi Strong

forms

Lecture PPT Participatio

n and Test

6 16 Asset Pricing Theories CAPM and APT Lecture and

Problem

Solving

PPT and

Black

Board

Additiona

l

Porblems

Problem

solving skill

6 17 Problems on CAPM (CML and SML) Lecture andProblem

Solving

PPT andBlack

Board

Additional

Problems

Problemsolving skill 75%

7 18 Diversification, Dominant and Efficient Portfolio Lecture PPT Class

Participation

7 19 Problems on Markowitz and Sharpes single IndexModel

Problemsolving

BlackBoard

Studentsto collect

addl.

problems

Problemsolving skill

7 20 Problems on Markowitz and Sharpes single Index

Model

Problem

solving

Black

Board

Students

to collectaddl.

problems

Problem

solving skill85%

8 22 Problems on Portfolio Evaluation Sharpe,

Jensen and Treynor measures

Problem

Solving

Black

Board

Additiona

l

Problem

Solving

90%


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Problems Skill2 23 Trading and Settlement of Stock Exchanges at

NSE and BSEStudentsPresentation

PPT Participation and Test

7 21 Corner Portfolio, Process of Portfoliomanagement, International Diversification

StudentsPresentation


8 22 Active and passive Strategies, Formula Plans inportfolio revision, Mutual Funds Types,

Structure and Functions of AMC

StudentsPresentation


100%

24 Solving of Previous Year Question Paper StudentsPresentation











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Evaluation Technique:

Daily 10-15 minutes will be exclusively kept for revising the previous day sessions. This is from students side. Evaluation will be

based on the quantity and quality of the content and the initiation taken by the students to answer the questions posed to them voluntarily.

At the very beginning of the session a clear demo is arranged by a visiting faculty who can give live examples of stock brokerage and

also can give an overview of the fundamental aspects of Investment analysis

Surprise tests are given based on the covered topics.

When it comes to students presentation, it will be based on the questions raised by other students and the answer given by the presenter,

the creativity and efforts put on the content and the way of presentation.

Where ever news paper clippings is mentioned in table 1, real life examples will be shown and explained to the students by the faculty.


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Table 2

ModNo

S.No.

Presentation Topic2 1 Trading and Settlement of Stock Exchanges at NSE

and BSE

7 2 Corner Portfolio

7 3 Process of Portfolio management

7 4 International Diversification

8 5 Active and passive Strategies

8 6 Formula Plans in portfolio revision

8 7 Mutual Funds Types, Structure and Functions of

AMC

8 Previous Year Question Paper




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Table 3: Assignments & Additional WorkMod No S.No. Assignment Topics

2 1 Visit to Stock Broking Firm to know trading and settlement at NSE and BSE

3 2 Collection of previous script prices and finding value of the script

4 3 Portfolio creation for people with different risk taking ability

5 4 Fundamental Analysis for a script

5 5 Technical analysis for a script using different charts

5 6 Technical analysis for a script using RSA and RSI


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Table 4: References & Additional ReadingsParticulars Books

Theory Investment Analysis and Portfolio Management - Prasanna Chandra TATAMcGRAW HILL

Security Analysis and Portfolio Management Punithavathy Pandian

Vikas Publishng House Pvt. Ltd.

Problems Security Analysis and Portfolio Management Punithavathy Pandian

Vikas Publishing House Pvt. Ltd.

Portfolio Management Kevin Eastern Economy EditionSecurity Analysis and Portfolio Management Sudhindra Bhutt


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Table 5: (IA Pattern)

Test Marks Presentations Assignments60% 20% 20%

For Internal Evaluation T1 marks and the best out of remaining two will be considered.

1st Test is mandatory.


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Documents

SAPM Course Work-July 2011