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Submitted to:
Dr.Kiran
Submitted by:
Gautam Sharma
Geetika Sharma
Himashu
Maninder
Investment Objective
Maximize the expected rate of return, subject to
risk exposure being held within a certain limit.
Selection of Asset Mix
• Cash
• Stocks
Reliance Industries
LIC Housing Finance
Vijaya Bank
Jaypee Associates
Vijaya Bank
Date of purchase: 17th August
Number of Shares: 200
Purchase Price: Rs.79
Date of Sale: 13th October
Sale Price: Rs.94.5
Reason of Purchase: PSU
Rate of Return: (94.5-79)/79*100
=19.62%
Technical
Buy Signal: Stock Price Line
above MA line falls but begin
to rise again before reaching
MA line
Risk:-
Period Return% (R- Ŕ) (R- Ŕ) ²
Aug 9.58% -4.43 19.624
Sept 1.36% -12.65 160.02
Oct 31.10% 10.94 119.683
42.04 6.14 299.33
Ŕ= ∑R/n=-1.27/3= -0.423
б = {∑ (R- Ŕ) ²/n}½= 7.491
β = ∑(R- Ŕ) ∑(Rm- Ŕm)/ ∑(Rm- Ŕm ) ² =0
Reliance Industries
Date of Purchase: 31st August
Number of shares: 25
Purchase Price: Rs. 934(52 weeks low)
Date of Sale: 11th October
Sale Price: Rs.1058
Reason of Purchase: Petroleum Deregulations
Rate of Return: (1058-934)/934*100
=13.27%
Technical
Stock price line falls
below the MA Line
which is rising
Risk:-
Period Return% (R- Ŕ) (R- Ŕ) ²
Aug -9.92% -11.34% 128.7%
Sept 5.32% 3.895% 15.17%
Oct 8.87% 7.445% 55.43%
4.28% 0 199.3%
=25720.7+29839.7+37464.86+0+
2(1682.4-14640.57+301812.8+
35237.4+428070.9-10295.11)/10000=157.67
б= 12.57
Sensex Return