MI4007 Security Analysis and Portfolio Management Syllabus:

MI4007 Security Analysis and Portfolio Management Syllabus – Anna University PG Syllabus Regulation 2021

COURSE OBJECTIVES:

Enables student to
 Understand the nuances of stock market operations.
 Understand the techniques involved in deciding upon purchase or sale of securities.

UNIT I INVESTMENT SETTING

Financial and economic meaning of Investment – Characteristics and objectives of Investment – Investment process -Types of Investment – Investment alternatives – Choice and Evaluation – Risk and return concepts – Valuation of bonds and stock.

UNIT II FUNDAMENTAL ANALYSIS

Economic Analysis – Economic forecasting and stock Investment Decisions – Forecasting techniques. Industry Analysis : Industry classification, Industry life cycle – Company Analysis Measuring Earnings – Forecasting Earnings – Applied Valuation Techniques – Graham and Dodds investor ratios.

UNIT III TECHNICAL ANALYSIS

Fundamental Analysis Vs Technical Analysis — Dow theory – Charting methods – Chart Patterns Trend – Trend reversals – Market Indicators -Moving Average – Exponential moving Average Oscillators -RSI -ROC – MACD. Efficient Market theory – Forms of market efficiency -weak, semi-strong, strong form – Empirical tests of market efficiency -its application.

UNIT IV PORTFOLIO CONSTRUCTION AND SELECTION

Portfolio analysis – Reduction of portfolio risk through diversification – Portfolio risk – Portfolio Selection – Feasible set of portfolios – Efficient set – Markowitz model – Single index model – Construction of optimum portfolio – Multi-index model.

UNIT V

Capital Asset Pricing model – Lending and borrowing – CML – SML – Pricing with CAPM – Arbitrage pricing theory– Portfolio Evaluation – Sharpe’s index Treynor’s index, Jensen’s index – Mutual Funds – Portfolio Revision.

TOTAL :45 PERIODS

COURSE OUTCOMES :

1. Understand the concept of investment and identify the investment alternatives to investors
2. Learn the nuances of fundamental analyses and technical analyses
3. Analyse and evaluate the value of securities
4. Explain how to construct an efficient portfolio
5. Explore the various methods through which portfolio evaluation could be done

REFERENCES :

1. Donald E.Fischer& Ronald J.Jordan, Security Analysis & Portfolio Management, PHI Learning., New Delhi, 8th edition, 2011.
2. Prasannachandra, Investment analysis and Portfolio Management, Tata McGraw Hill, 2011.
3. Reilly & Brown, Investment Analysis and Portfolio Management, Cengage Learning, 9th edition, 2011.
4. S. Kevin , Securities Analysis and Portfolio Management , PHI Learning , 2012.
5. Punithavathy Pandian, Analysis & Portfolio Management, Vikas publishing house PVT LTD, second edition, 2013.
6. Bodi, Kane, Markus, Mohanty, Investments, 8th edition, Tata McGraw Hill, 2011.
7. V.A.Avadhan, Securities Analysis and Portfolio Management, Himalaya Publishing House, 2013.
8. V.K.Bhalla, Investment Management, S.Chand& Company Ltd., 2012

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