• Risk and Return Analysis on Common Stock of Standard Chartered Bank Nepal Ltd and Nepal Investment Bank Ltd.
    Nepal Industrial Development Trust, Co-operative Agencies, Rural Development Banks, Securities Board, NEPSE, Rastriya Beema Sansthan, Insurance Companies, Financial Institutions, etc. 1.1.1 Standard Chartered Bank Nepal Limited Standard Chartered Bank Nepal Limited has been in...
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  • Corporate Finance
    overall performance of a company. Three FTSE 100 stocks, HSBC, RBS, and BP are chosen as the targets of the following analysis. 1.1 Core Business of Each Firm BP Plc. is the British Petroleum Public Limited Company, which is one of the global leading oil and gas companies. It is responsible for the...
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  • Macys Beta
    Macy*s Group Project A Little about the Company Macy’s is one of the largest national retailers today, with more than 800 stores in 45 states, the District of Colombia, Guam and Puerto Rico, not to mention its online stores, macys.com and Bloomingdales.com. Macy’s has been providing high-quality...
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  • Exam
    semi-strong form efficient. Suppose, then, that during a trading day, important new information is released for the first time concerning a certain company. This information indicates that one of the firm's oil fields, previously thought to be very promising, just came up dry. How would you expect the...
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  • Healing
    REF: 7.3 The Security Market Line and the CAPM 3. The risk-free rate is 5% and the expected return on the market portfolio is 13%. A stock has a beta of 1.5, what is its expected return? a. 17% b. 12% c. 19.5% d. 24.5% ANS: A E(R) = 5% + 1.5(13%-5%) = 17% DIF: E REF: 7.3 The...
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  • Sharpe's Single Index Model
    SHARPE’S PORTFOLIO THEORY This model was developed by William Sharpe. According to Sharp’s model, the theory estimates the expected return and variance of indices which may be one or more and are related to economic activity. This theory has come to be known as Market Model. Sharpe’s single index...
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  • Title
    valuable when interest rates rise—hence, the price of the bond decreases. | Metroplex Corporation will pay a $3.04 per share dividend next year. The company pledges to increase its dividend by 3.8 percent per year indefinitely. If you require an 11 percent return on your investment, you will pay $ for the...
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  • Beta Management
    CASE STUDY : Beta Management Company The Context Beta Management Group is a small investment management company based in Boston. It was founded in 1988 by Ms. Sarah Wolfe (The founder and CEO of the Beta Management Group). Ms. Wolfe follows a market timing investment strategy...
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  • Risk and Return
    n n Uses variance as a measure of risk Specifies that only that portion of variance that is not diversifiable is rewarded. Measures the non-diversifiable risk with beta, which is standardized around one. Translates beta into expected return Expected Return = Riskfree rate + Beta * Risk Premium...
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  • Bangladesh Economical Statistics
    standard deviation, average variance and average coefficient of variation(COV).The study also found that there is a statistical difference between sponsorship classes in terms of e SDAR(excess standard deviation adjusted returns)as a performance measure. When residual variance (RV) is used as the measure...
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  • Capm vs. Apt: an Empirical Analysis
    (1959). According to his theory, investors choose “mean-variance-efficient” portfolio. This basically means that they choose portfolios that minimize the variance of portfolio return, given expected return, and maximize expected return, given variance. In addition to these assumptions, the CAPM makes several...
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  • Report on the Article 'Earnings Announcements and Systematic Risk'
    earnings, the market cannot explain future earnings. It is therefore a bias predictor and thus, the risk premium is not going to be explained by its market beta. Furthermore, the author argues that earnings announcements risks should be priced as changes in aggregate growth represent a systematic risk. Sharp...
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  • Capm
    raw versus excess returns 9 4.2. Beta Stability of Portfolios 10 4.3. Descriptive Statistics for returns data 12 4.3.1. Measures of Central Tendency 13 4.3.2. Measures of Dispersion 13 4.4. Descriptive statistics of Beta Estimates 14 4.4.1. Comparing beta estimates of discrete and continuous...
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  • Bodie- Apt Y Multifactor -Chapter010
    RP2 = 5% Thus, the expected return-beta relationship is: E(rP) = 6% + (βP1 × 10%) + (βP2 × 5%) 5. The expected return for Portfolio F equals the risk-free rate since its beta equals 0. For Portfolio A, the ratio of risk premium to beta is: (12 − 6)/1.2 = 5 For Portfolio E...
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  • Risk Mgt of Bank of America
    | |COMPANY A | | | | | |BANK OF AMERICAN CO | |Date |Open |Close |Dividend |Return | |12/1/2005 |46 |46.15 |0.5 |0.014130435...
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  • Emp Retention Strategies
    INTERDISCIPLINARY JOURNAL OF CONTEMPORARY RESEARCH IN BUSINESS VOL 3, NO 4 An Empirical Study on Employee Retention Strategies in a Biscuit Manufacturing Company in India S. R. Kavitha Assistant Professor, Depatment of Management Studies Saranathan College of Engineering, Tiruchirappalli, Tamilnadu, South India...
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  • Sarah Janks Daly
    1985? Sarah Jenks-Daly is faced with valuating a portfolio comprised of 11 start-up companies. She has two valuations very different both in their methodology and in their results in front of her: one from Alpha-Beta, estimating the portfolio at $21MM based on a discounted cash flow analysis, and one...
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  • Expected Portfolio Return and Risk
    Risk Expected Return Risk Covariance = (0.002)(0.06)(0.09)=0.0000108 (b) Minimum Variance (Pendix Ltd) The minimum variance for this portfolio is 0.693, indicating that risk is minimized when 69.3 percent of the portfolio is invested in Pendix’s shares...
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  • Beta Management
    Beta Management Group is a small investment management company based in Boston, which was founded by Ms. Sarah Wolfe (The founder and CEO of the Beta Management Group) in 1988. Ms. Wolfe follows a market timing investment strategy based on two portfolios; the Vanguard index and money market instruments...
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  • Capm
    want at the risk-free rate. 4. All investors are rational mean-variance optimizers – that is they follow Markowitz’s process. 5. All investors have homogeneous expectations. They have the same estimates for expected returns, variances, and covariances of all the risky assets in the world. 6. Investors...
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