Invest Analysis

AEREN FOUNDATION’S

Maharashtra Govt. Reg. No.: F-11724

AN ISO 9001 : 2008 CERTIFIED INTERNATIONAL B-SCHOOL
SUBJECT:- Investment Analysis Management
Total Marks -80
CASE STUDY 1

(Marks 20)

Downloaded Data of Bank of Baroda and HDFC Bank from www.nseindia.com of last 11 years has been summarized as follows. You are required to analyze the data using appropriate statistical tools, interpret the results and provide necessary advice to the investors as research analyst.
Sr.No

Date

Symbol

Close
Price

Symbol

Sr.No

Date

Close
Price

1

1-Apr-97 BANKBARODA

56.75 HDFCBANK

1

1-Apr-97

46.45

2

1-Apr-98 BANKBARODA

108.35 HDFCBANK

2

1-Apr-98

72.8

3

1-Apr-99 BANKBARODA

45 HDFCBANK

3

1-Apr-99

67.6

4

3-Apr-00 BANKBARODA

47.4 HDFCBANK

4

3-Apr-00

247.15

5

30-Mar-01 BANKBARODA

60.45 HDFCBANK

5

2-Apr-01

223.15

6

1-Apr-02 BANKBARODA

50.45 HDFCBANK

6

1-Apr-02

233.65

7

1-Apr-03 BANKBARODA

86.45 HDFCBANK

7

1-Apr-03

234.3

8

1-Apr-04 BANKBARODA

250.45 HDFCBANK

8

1-Apr-04

384.35

9

1-Apr-05 BANKBARODA

221.85 HDFCBANK

9

1-Apr-05

551.55

10

3-Apr-06 BANKBARODA

232.95 HDFCBANK

10

3-Apr-06

773.85

11

30-Mar-07 BANKBARODA

215.05 HDFCBANK

11

30-Mar-07

954.15

CASE STUDY 2

(20 Marks)

Given below are the returns on the three stocks Supertex, Colourtex and Wivetex for a four year period. Compute the average returns, variance and standard deviation if a portfolio is constructed such that the stock has lowest standard deviation accounts for 50% of the funds, a stock having the next lowest standard deviation accounting for 30% and the third stock accounting for 20% of the funds. Period ( Years)

Annual Returns (%)
Supertex

Colourtex

Wivetex

1

10

11

8

2

12

9

12

3

14

13

9

4

16

17

15

CASE STUDY 3

(20