Welcome to my website

Dr. Rana Singh
Professor in Mangement and Assistant Dean
Auro University
www.aurouniversity.edu.in


MBA (Finance), Gold Medalist, Ph.D.

Mob: 7405833776 / 8800049885

E-mail: dr.ranasingh@gmail.com, singh_rana@yahoo.com,
SECURITIES ANALYSIS AND PORTFOLIO MANAGEMENT

Course Outline

Introduction: The Securities Analysis and Portfolio Management course focuses at introducing the students about the various aspects of securities analysis and portfolio management. This course will give the introduction and advanced practical concepts, tools and applications to the Indian Securities Market.

Course objective:
The primary objective of this course is to familiarize the student with basic concepts of Securities Analysis and Portfolio Management and its various tools and techniques to facilitate the managers in managing their portfolio.The basic objective of the course is to acquaint the students in respect to the investment decisions related to financial assets, the risks and the returns involved, to make aware about the functioning of securities market alongside the theories and concepts involved in portfolio management.

Recommended Text Books: 1. Security Analysis and Portfolio Management, S. Kevin, PHI
2. Security Analysis and Portfolio Management, Punithavathy Pandian, Vikas Publishing House
Reference Books (If any): 1. SAPM, William Sharpe
2. Investment Management –Securities Analysis and Portfolio
Management, Professor V. K. Bhalla
3. BSE, NSE, and other Websites

Magazines and Journals to Refer

1. Journal of Finance
2. Capital Market
3. Outlook Money
4. Business India
5. Business World
6. Dalal Street
7. The Economic Times
8. The Business Standard
9. Business Line
10. Financial Express

Evaluation System

Class Participation 10
Assignment 10
Quiz 10
Projects 10
Mid-Term 20
End-Term 40
Total 100


Session Wise Teaching Plan

Session No. Theme Reading Material
1 Introduction to Security Analysis and Portfolio Management, Nature and Scope, Importance

Ch-20, Topic -Fundamental Security Analysis, Pg. No. 483-516,
Book- Investment Management, by V. K. Bhalla, S. Chand

Ch.-1, Pg no. 1-9, Security Analysis and Portfolio Management, S. Kevin, PHI

 

2 Investment


Ch-1, Pg. No. 3-20, Topic -Investment: Objectives and Risk,
Book- Investment Management, by V. K. Bhalla, S. Chand 15th Revised Edition 2008

Ch.-2, Pg no. 10-17, Security Analysis and Portfolio Management, S. Kevin, PHI

 

3 Securities Market

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Download Prospectus of Vishal Technologies for Analysis


Ch-2, Pg. No. 21-37, Topic -The Stock Markets in India,
Book- Investment Management, by V. K. Bhalla, S. Chand 15th Revised Edition 2008


Ch-3, Pg. No. 38-50, Topic -New Issue Market,
Book- Investment Management, by V. K. Bhalla, S. Chand 15th Revised Edition 2008

Ch.-3, Pg no. 18-29, Security Analysis and Portfolio Management, S. Kevin, PHI

4

Stock Exchanges and Their Mechanics

 

 

 

 




Market Indexes

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Download XL Sheet Containing the Details of Various Index



Ch.-4, Pg no. 30-40, Security Analysis and Portfolio Management, S. Kevin, PHI

Ch.-4, Pg no. 30-40, Topic-Stock Exchanges, Security Analysis and Portfolio Management, S. Kevin, PHI

Ch-4, Pg. No. 51-65, Topic –Listing of Securities,
Book- Investment Management, by V. K. Bhalla, S. Chand 15th Revised Edition 2008

Ch-5, Pg. No. 66-87, Topic –Listing of Securities,
Book- Investment Management, by V. K. Bhalla, S. Chand 15th Revised Edition 2008

Ch-7, Pg. No. 115-133, Topic –Market Indexes,
Book- Investment Management, by V. K. Bhalla, S. Chand 15th Revised Edition 2008


5 Trading System in the Stock Exchanges

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Assignment

Assignment

Visit the websites given below
a) www.bseindia.com
b) www.nseindia.com
c) www.indiaipo.com
d) www.capitalmarket.com
e) www.equitymaster.com
f) www.indiaipo.com
g) www.indiainfoline.com
h) www.myiris.com

And submit a report on their focus areas and content.


Ch.-5, Pg no. 41-53, Security Analysis and Portfolio Management, S. Kevin, PHI

Ch-5, Pg. No. 66-87, Topic –The Brokerage Business,
Book- Investment Management, by V. K. Bhalla, S. Chand 15th Revised Edition 2008

6 Risk Ch.-6, Pg no. 54-73, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-23, Pg. No. 567-597, Portfolio Analysis: Risk and Return,
Book- Investment Management, by V. K. Bhalla, S. Chand 15th Revised Edition 2008

7 Risk –Calculation and Analysis , Types, Problem, Calculation of Risk with Ms-Excel Ch.-6, Pg no. 54-73, Security Analysis and Portfolio Management, S. Kevin, PHI

Case Study on website /or by e-mail

Chapter-23, Pg. No. 567-597, Portfolio Analysis: Risk and Return,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

8 Fundamental Analysis: Economic Analysis
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Assignment
Conduct economic analysis of 3 different countries of Asia with special focus and perspective of investment opportunity
Ch.-7, Pg no. 74-82, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-20, Pg. No. 483-516, Fundamental Security Analysis,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

9 Industry Analysis

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Assignment:
Conduct Industry analysis of 5 different industries of India with special focus and perspective of investment opportunity.
Ch.-8, Pg no. 83-94, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-20, Pg. No. 483-516, Fundamental Security Analysis,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

10 Company Analysis
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Ch.-8, Pg no. 83-94, Security Analysis and Portfolio Management, S. Kevin, PHI

Case Study of Reliance Capital - Company Analysis of Reliance Capital Ltd.

Chapter-20, Pg. No. 483-516, Fundamental Security Analysis,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

11 Share Valuation Ch.-9, Pg no. 95-109, Security Analysis and Portfolio Management, S. Kevin, PHI


Chapter-14, Pg. No. 295-340, Equity Valuation and Analysis,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

12 Models of securities Valuation

Ch.-9, Pg no. 95-109, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-14, Pg. No. 295-340, Equity Valuation and Analysis,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

13 Bond Valuation and Preference Share Valuation

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Ch.-10, Pg no. 110-125, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-10, Pg. No. 199-242, Bond Valuation and Analysis,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

Chapter-11, Pg. No. 243-251, Preference Share Valuation and Analysis,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

14 Technical Analysis Ch.-11, Pg no. 126-148, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-21, Pg. No. 517-540, Technical Analysis,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

15 Technical Analysis -Tools Ch.-11, Pg no. 126-148, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-21, Pg. No. 517-540, Technical Analysis,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

Mid-Term Test
16 Efficient Market Theory
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Ch.-12, Pg no. 126-148, Security Analysis and Portfolio Management, S. Kevin, PHI

Case Study of Indian Financial Sector


Chapter-22, Pg. No. 541-564, Efficient Market Theory,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008


17 Portfolio Analysis

Ch.-13, Pg no. 149-157, Security Analysis and Portfolio Management, S. Kevin, PHI

Case Study of Structuring and Managing a hypothetical portfolio

Chapter-23, Pg. No. 567-597, Portfolio Analysis: Risk and Return,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

18 Portfolio Analysis Ch.-13, Pg no. 149-157, Security Analysis and Portfolio Management, S. Kevin, PHI

Case Study of Structuring and Managing a hypothetical portfolio

Chapter-23, Pg. No. 567-597, Portfolio Analysis: Risk and Return,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008
19

Portfolio Selection

Markowitz: Portfolio Selection Model

Ch.-14, Pg no. 177-193, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-25, Pg. No. 611-639, Markowitz: Portfolio Selection Model,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

20 Portfolio Selection

Sharpe: The Single Index Model

Ch.-14, Pg no. 177-193, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-26, Pg. No. 640-677, Sharpe: The Single Index Model,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

 

21 Capital Asset Pricing Model (CAPM)

Ch.-15, Pg no. 194-209, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-27, Pg. No. 678-748, Sharpe: The Single Index Model,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

 

22 Capital Asset Pricing Model (CAPM)

Ch.-15, Pg no. 194-209, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-27, Pg. No. 678-748,
Capital Asset Pricing Model (CAPM),
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

23 Portfolio Revision


Portfolio Investment Process

Ch.-16, Pg no. 210-216, Security Analysis and Portfolio Management, S. Kevin, PHI

Case Study

Chapter-29, Pg. No. 771-785,
Portfolio Investment Process,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008


24 Portfolio Evaluation

Investment Timing and Portfolio Evaluation

Ch.-17, Pg no. 217-231, Security Analysis and Portfolio Management, S. Kevin, PHI


Chapter-31, Pg. No. 816-848,
Portfolio Timing and Portfolio Performance Evaluation,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008


25 Bond Portfolio Management Strategies
Chapter-30, Pg. No. 786-815,
Bond Portfolio Management Strategies,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008
26 Derivatives

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Download Reading Material on Derivatives

Ch.-18, Pg no. 232-240, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-32, Pg. No. 851-876,
Financial Derivatives Market: A Global Perspective,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

27 Futures

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Ch.-19, Pg no. 241-254, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-34, Pg. No. 927-960,
Futures ,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

28 Options

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Ch.-20, Pg no. 255-270, Security Analysis and Portfolio Management, S. Kevin, PHI

Chapter-33, Pg. No. 877-926,
Options ,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

29 Swaps

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Chapter-35, Pg. No. 961-973,
Swaps ,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008
30 Hedging Chapter-39, Pg. No. 1036-1056,
Hedging ,
Book- Investment Management, by V. K. Bhalla, S. Chand, 15th Revised Edition 2008

For the sake of information and knowledge

1 e-Banking -Download Presentation
   

Books available from Indian Authors

1. Punithavathy, Pandian (2003). Security Analysis and Portfolio Management. Vikas Publishing House.
2. Avdhani, V.A. (6th ed., 2003). Security Analysis and Portfolio Management. Himalaya Publishing House.