CHAPTER 7 SECURITY-MARKET INDICATOR SERIES Uses of Security Market Indexes Benchmark to Judge Performance of Individual Portfolios Develop an Index Portfolio Examine Factors That Influence the Stock Market Technical Analysis of the Market Derivation of Systematic Risk for Securities Differentiating Factors in Constructing Market Indexes The Sample: Size‚ Breadth‚ and Source Weighting of Sample Members: price-weighted‚ value-weighted‚ unweighted Computational
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the following problem showing all the necessary steps and computations. 1. Using the data in the following table‚ estimate (a) the average return and volatility for each stock‚ (b) the covariance between the stocks‚ and (c) the correlation between these two stocks. A. Stock A -10+20+5-5+9/6 = 3.5% Stock B 21+30+7-3-8+25/6 = 12% B. Covariance = 1/5 (-0.1-0.035)(0.21-0.04) + (0.2-0.035)(0.3-0.12) + (0.05-0.035)(0.07-0.12) + (-0.05-0.035)(-0.03-0.12) + (0.02-0.035)(-0.08-.012) + (0.09-0
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PROJECT ON SECURITY ANALYSIS & PORTFOLIO MANAGEMENT A STUDY ON SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT INTRODUCTION: Traditional security analysis emphasis the projection of prices and dividends accordingly the potential price the firms common stock and the future dividend seem were to be forecast and the discount allowed 10%. The traditional views are on the intensive and current market price of security if the current market price security
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1. Convert prices to total return (% change in the price) = (Pt – Pt-1) / Pt-1 2. Remove outliers – sort data and remove anything +/- 20% 3. Calculate historical average and historical risk X-BAR = Σx/n Calculate the sum of the total return and divide by the number of observations • Variance = σ2 = Σ(x – x bar) 2 / (n-1) Fix X-BAR‚ double click to apply to all dates‚ get the sum‚ divide by (n-1) Risk = σ = √σ = SQRT(Variance) = standard deviation 4. Average Matrix Excel Options
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The terms “securities market” in Viet Nam is quite strange to the public while in many countries in the world‚ it have been developing dynamically. The securities market has its own attraction because of its important role to a national economy and interest for investors. Investing and growing securities market is one of the best ways to enrich our economy and create many opportunities for us. It can be only flourished if there are lots of investors with enough knowledge about securities. This report
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IIBM Institute of Business Management Examination Paper MM.100 Security Analysis and Portfolio Management Section A: Objective Type (30 marks) This section consists of Multiple choice questions & Short Answer type questions. Answer all the questions. Part One questions carry 1 mark each & Part Two questions carry 5 marks each. Part One: Multiple choices: 1. Beta is useful for comparing the relative _____________ of different stocks. a. Business risk b. Systematic risk c. Liquidity
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Security Market Line In Markowitz Portfolio Theory‚ a line on a chart representing the capital asset pricing model. The security market line plots risk versus expected return of the market. The security market line is a useful tool in determining whether a given security is undervalued and/or a market outperform. If a security plots the security market line‚ it indicates a higher expected return for a given level of risk than the market as a whole. security market line A line used to illustrate
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Administration- MBA Semester 3 MF0010–Security Analysis and Portfolio Management-4 Credits (Book ID: B1754) Assignment (60 Marks) Note: Answer all questions must be written within 300 to 400 words each. Each Question carries 10 marks 6 X 10=60 Q1. Financial markets bring the providers and users in direct contact without any intermediary. Financial markets permits the businesses and governments to raise the funds needed by sale of securities. Describe the money market/capital market – features and its composition
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38 2006 7.75 0.15 914.69 2005 5.70 0.15 888.32 2004 4.70 0.15 819.86 2003 4.10 0.10 691.96 a. Average Annual Return is the arithmetic mean of a series of rates of return. Average Annual Return‚ AAR SHARE PRICE KLCI INDEX 7.39 1246.50 b. In finance‚ standard deviation is applied to the annual rate of return of an investment to measure the investment’s volatility. Standard deviation is also known as historical volatility and is used by investors as a gauge for the amount of expected volatility
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BSB 124Working in Business Semester 1 2015 Assessment Item No. 3 Reflective Portfolio Part I STUDENT NAME: YI SHEN TSENG STUDENT NUMBER:N8933251 TUTOR NAME: ANDREW TUTORIAL TIME: MONDAY‚ 4:30PM-6PM WORD COUNT: 951 Table of Contents Table of Contents ii 1.0 Introduction 1 2.0 Intrapersonal effectiveness 1 2.1 The traits of personality in Big Five 錯誤! 尚未定義書籤。 2.2 Analysis and Reflection of Results 1 2.3 Goal Setting 1 3.0 Conclusion 1 List of references 1 1.0 Introduction Personality and
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