Ph D Seminar

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A brief pre Ph.D. presentation about the performance of the Indian Stock Market during 2008-2009

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Ph D Seminar

  1. 1. PONDICHERRY UNIVERSITYDEPARTMENT OF BANKING TECHNOLOGYPH.D. PROGRAMME 2010 - 11S. RAJAGOPAL<br />04-Aug-2010<br />S. RAJAGOPAL<br />1<br />
  2. 2. TITLE<br />04-Aug-2010<br />S. RAJAGOPAL<br />2<br />Have the Fund Managers of Equity Schemes succeeded in providing superior returns and cushioning the negative returns during the steep ascent, decline and subsequent recovery from July 2007 to June 2010? <br />
  3. 3. OBJECTIVE<br />04-Aug-2010<br />S. RAJAGOPAL<br />3<br />To critically investigate & analyze selected actively managed Equity diversified Schemes during the period July 2007 to June 2010: <br /><ul><li>Stock & Sector selection
  4. 4. trading pattern & strategies
  5. 5. dynamic inter relationship between them and
  6. 6. evaluate the level of Fund Managers’ skills.</li></li></ul><li>MARKET OVERVIEW<br />Mutual Fund Schemes are derivative financial instruments offering benefits of diversification, reduced risk & liquidity. Mutual Funds are now the preferred vehicle for wealth creation and management as they are best asset class likely to earn better risk & inflation adjusted returns. <br />04-Aug-2010<br />4<br />S. RAJAGOPAL<br />
  7. 7. DATA SET POPULATION <br />04-Aug-2010<br />5<br />S. RAJAGOPAL<br />
  8. 8. Data Set population<br /><ul><li>Equity
  9. 9. Diversified
  10. 10. Open Ended
  11. 11. Large cap Oriented
  12. 12. Minimum 3 Year Track record since inception
  13. 13. Period from July 2007 – June 2010.
  14. 14. The selected period is designed to cover the bull phase, the crash and subsequent recovery.</li></ul>04-Aug-2010<br />6<br />S. RAJAGOPAL<br />
  15. 15. INVESTMENT STYLE matrix<br />Investment Style <br />04-Aug-2010<br />7<br />S. RAJAGOPAL<br />
  16. 16. S & P NIFTY AND INDIA VIX1 July 2007 to 30thjune 2010<br />04-Aug-2010<br />S. RAJAGOPAL<br />8<br />
  17. 17. DII & FII TRADING IN VALUE NET RS.TERMSoctober 2008 – october 2009<br />04-Aug-2010<br />S. RAJAGOPAL<br />9<br />
  18. 18. PERFORMANCE MEASURES <br />04-Aug-2010<br />10<br />S. RAJAGOPAL<br />
  19. 19. ANALYSIS<br />Analysis of Schemes will be carried out by tracking the movement of <br /><ul><li>sector composition
  20. 20. their weights in the portfolio
  21. 21. performance Ratios, bench mark and Sectoral indices. </li></ul>04-Aug-2010<br />S. RAJAGOPAL<br />11<br />
  22. 22. Limitations<br />It needs to be mentioned that the investigation will be based on publicly available sources:<br />04-Aug-2010<br />12<br />S. RAJAGOPAL<br />
  23. 23. LIMITATIONS & Conclusions<br />The investigation will rely on publicly available data. <br />The results are expected to lead to <br /><ul><li>significant contribution to the research
  24. 24. insight into the trading pattern during turbulent times
  25. 25. lessons for the future</li></ul>04-Aug-2010<br />13<br />S. RAJAGOPAL<br />
  26. 26. 02-April-2011<br />S. RAJAGOPAL<br />14<br />CENTAUR Financial Services<br />S & P NIFTY AND INDIA VIX 1 July 2007 to 30th June 2010<br />
  27. 27. CENTAUR Financial Services<br />02-April-2011<br />S. RAJAGOPAL<br />15<br />

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