Portfolio Investment Analysis of Vietfund

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FOREIGN TRADE UNIVERSITY
Finance & Banking Faculty

YEAR 2012

~~~~~~*~~~~~~

Portfolio Management
Assignment
TOPIC:
Portfolio investment analysis of Vietfund
Management – VF1

Guiding lecturer: Msc. Le Phuong Lan
Student:

Trinh Mai Chi - 0953040014
Pham Huong Giang – 0953040026
Nguyen Quynh Loan – 0953040049
Le Thi Thu Trang – 0953040089
Pham Huong Van - 0953040095

Class:

A2 - High quality class – K48 – F&B

-0Ha Noi – 10/2012

Group 3 – A2 HQC F&B – Vinafund VF1

PORTFOLIO MANAGEMENT
ASSIGNMENT
TOPIC:
Portfolio investment analysis of Vietfund Management – VF1

Guiding teacher:
Student:

Msc. Le Phuong Lan
Trinh Mai Chi – 0953040014
Pham Huong Giang – 0953040026
Nguyen Quynh Loan – 0953040049
Le Thi Thu Trang – 0953040089
Pham Huong Van – 0953040095

Class:
Course:

A2 – CLC TCNH
K48

Ha Noi – 2012

-1-

APPENDIX
A. INTRODUCTION .................................................................................................... 1 B. SPECIFIC CONTENTS ........................................................................................... 2 Chapter I: Introduction about Vietfund Management and VF1 ............................. 2 1. Vinafund .............................................................................................................. 2 2. VF1 ...................................................................................................................... 3 Chapter II: Portfolio Management Analysis of VF1 ................................................. 5 1. Overview of investment portfolio......................................................................... 5 2. Portfolio management and return measurement ................................................... 7 3. Evaluation of portfolio........................................................................................ 14 3.1. Treynor’s measure .................................................................................... 14 3.2. Sharpe measure ......................................................................................... 21 3.3. Jensen measure ......................................................................................... 28 Chapter III: Solutions and VF1’s orientation of developing in the coming time .. 34 1. Orientation: ......................................................................................................... 34 2. Solutions: ............................................................................................................ 35 C. CONCLUSION ....................................................................................................... 38 D. REFERENCES ....................................................................................................... 39

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Group 3 – A2 HQC F&B – Vinafund VF1

A. INTRODUCTION
Vietnam’s stock market develops over a short period of time, but has gone through many ups and downs and volatilities of the market, also has experienced the period when the VN-Index reached over 1100 points (in the most developing stage). And now, the market is fluctuating around 280 points, this matter is gradually reflecting the real situation of Vietnam’s economy. In this period when the World economy is undergoing crisis and Vietnam is no an exception, our economy is adversely affected, thereby this affects negatively to our stock market. As we all know, investing in stock market brings many risks, especially in the current situation of economy of Vietnam and in the world, investing in this field will be more risky. However, in the current market, some stocks which can make profits still exist, and to know which they are, we have to evaluate stocks correctly. Although we have right evaluation, those stocks still may contains risks, and we can minimize these risks by investing in many types of stocks, in other words, we diversify the investment portfolio. Portfolio management is the professional...
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