Anna University, Chennai
SRINIVASAN ENGINEERING COLLEGE, PERAMBALUR DEPARTMENT OF MANAGEMENT STUDIES
BA9257 SECURITY ANALYSIS AND PORTFOLIO MANAGEMENT
UNIT-I - INVESTMENT SETTING
PART-B
1. List and explain the market indicators
2. Discuss the various types and features of debenture
3. List the new innovation in bond market
4. Explain how investor’s protection measures taken by the authorities in primary market.
5. How cans investor’s protection made effective?
6. Investment and speculation are somewhat similar and different in certain respect-Explain
7. Explain the process of investment undertaken by the investors
8. Explain the primary and secondary objectives of investment
9. Explain the rules and regulation of SERA
10. What are the sources of investment?
UNIT-II - SECURITIES MARKETS
1. Bring out the reason behind the success of NSE over BSE in the Indian Capital market
2. List the various initiatives taken by SEBI
3. List out the various institutions that define the capital structure of a firm
4. Analyze the role of NIM in financing Companies
5. Explain in detail the functions of Capital Market
6. Discuss the role of FI’s in the formation of capital market
7. What are the reforms made by Capital market? Does reforms have an impact on capital market
8. What are the implications of the Narashima Committee
9. Explain in detail the problems faced in the NIM
10. Is debt market play an active role in the capital market- Discuss
11. List the guidelines of SEBI in issue and allotment of shares
12. “Vigilance on the part of investors could avoid there being caught up in the poor public
issue”- How is it possible.
UNIT-III - FUNDAMETAL ANALYSIS
1. Explain the utility analysis and state the economic factor consider for this analysis
2. Industry life cycle exhibits the states of the industry and gives a clue to entry and exit for investors-elucidate
3. What are the methods adopted to analyze the financial statements of a company
4. Following are the data for Anand product 1998
Assets Revenue 6600
Short term 6000 Op.exp 5950
Liabilities 450 EBIT 650
8% debentures 1250 Interest 150
10% bond 500 EBT 500
Common stock 3500 Taxes 200
Surplus 300 Dividend 50
Find out
1.
1. Asset turnover
2. Effective interest rate
3. Effective tax rate
4. Debt/Equity ratio
5. Dividend payout rate
5.Calrick Ltd has an equity box of Rs.10 cr. Some of the ratio are
1. Current debt to total debt =0.40
2. Total debt to equity=0.10
3. F.A to equity=0.85
4. Total asset turnover= 2 times
5. Inventory turnover= 8 times
Calculate – Total debt, F.A, Total capital, total sales, sales and inventories.
UNIT-IV - TECHNICAL ANALYSIS
1.Calculate the EMA for 20-day period assuming that 20 days SMA on the first day is 410.
| 1 | 424 |
| 2 | 422 |
| 3 | 436 |
| 4 | 415 |
| 5 | 411 |
| 6 | 433 |
| 7 | 417 |
| 8 | 422 |
| 9 | 423 |
10 409
11 417
12 418
13 427
14 431
15 430
16 419
17 417
18 425
19 412
20 408
2.RSI is a total for T.A for measuring momentum. The following information pertains to the price of stock and for the last 8 trading days.
Days Closing price
| 0 | 180 |
| 1 | 160 |
| 2 | 190 |
| 3 | 210 |
| 4 | 300 |
| 5 | 290 |
| 6 | 210 |
| 7 | 100 |
You are required to calculate the RSI and interpret the result.
3.Given below is the information for 6 trading session in march 1999.
Days Price
| 1 | 575.50 |
| 2 | 545.40 |
| 3 | 535.35 |
| 4 | 540.80 |
| 5 | 542.45 |
| 6 | 550.60 |
Calculate 50 day EMA assuming that SMA for the first day is Rs.532.5. compare EMA with price and interpret.
|
Calculate % K stochastic for 6 day.
5.Data for 7 day trend of Group A scrip’s of BSE is given below
Day Advances Decline Unchanged
1 96 96 7
| 2 | 140 | 53 | 6 |
| 3 | 120 | 75 | 4 |
| 4 | 79 | 115 | 5 |
| 5 | 102 | 88 | 9 |
| 6 | 99 | 95 | 5 |
| 7 | 90 | 102 | 7 |
Calculate Short period A-D Line
Long period A-D Line.
UNIT-V -PORTFOLIO MANAGEMENT
1. With the details given below calculate Sharpe, Treynor and Jensen
Find Return SD Beta
| A | 2 | 20 | 0.98 |
| B | 12 | 18 | 0.97 |
| C | 8 | 22 | 1.17 |
| D | 9 | 24 | 1.22 |
Risk free rate of return 4%
1. The table gives the data about 3 funds
P.F Rf Beta Rf A 14% 1.3 6% B !2% 0.9 6% C 18% 1.6 6% Market index 13% 1.0 6%
Compare the funds performance into the market index performance.
2.Stocks L&M have yielded the following returns for the past 2 years
Years Return % L M
1995 12 14
1996 18 12
1. What is expected return on P.F made up of 60% of L and 40% of M?
2. Find out the SD of each stock.
3. What is Co-variance in co-efficient of correlation between L&M
4. What is the P.F risk of a P.F made up of 60% of L & 40% of M
3.Desribe the portfolio management analysis
4.What are the different types of mutual funds
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