UG070 Investment Management and Portfolio Analysis

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Reference no: EM132857190

UG070 Investment Management and Portfolio Analysis - College Of Banking And Financial Studies

Assignment - Conceptual understanding of Investments management and Practical application of Portfolio Managment

Task 1

Calculate for each stock

• Average yearly return, (for all 10 companies) - arithmetic mean ONLY
• Its return variance and; (for all 10 companies)
• Standard deviations throughout the period (for all 10 companies)

Comment and analyze on the results calculated above based on the ranking which stock is having the highest yearly returns and standard deviations of individual stocks from 2016 to 2020

Task 2

Construct three types of portfolios of equal weights

Assuming that each stock has equal weight in the portfolio, calculate Portfolio A, B, and Cs' average yearly returns, return variances and standard deviations,

Comment and analyze based on the rankings which portfolio has the maximum returns and which portfolio is having the minimum standard deviation. Give the reasons (Economic reasons)

Task 3

A. Construct your own portfolio which includes a different number of stocks from Portfolio A, B, and C.
B. Can you justify why you choose such a portfolio?
C. Are there any stocks which you should not include in your portfolio? Can you provide your justifications? (You may draw performance graphs of one stock against the market portfolio).
D. Can you find out which portfolios (i.e. Portfolio A, B, C and your own portfolio) or stocks (i.e. 10 sample stocks) perform badly or good in the period of 2010 to 2014.

Task 4

"For the first time in history, access to the observations, wisdom and emotional reactions of millions of people globally is available in real-time. Social media data represents a collective barometer of thoughts and ideas touching every aspect of the world.

As social platforms increasingly become a primary means of communication for our age, asset managers, equity analysts and high frequency traders are incorporating leading indicator data from these platforms into investment decisions..."

Required:

1. Explain the conceptual understanding of Efficient Market Hypothesis with reference to capital markets and specific reference to Muscat Securities Market (MSM)

2. Critically discuss:
a. the impact of social media on stock market efficiency and

b. the wisdom of using information from social media to make investment decisions.

Attachment:- Investment Management and Portfolio Analysis.rar

Reference no: EM132857190

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