Sharekhan preznt

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MUTUALFUND

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Sharekhan preznt

  1. 1. Profile of SharekhanName of the company : Share khan ltd.Year of Establishment : 1925Headquarter : Share Khan SSKIA- 206 Phoenix House Mills compound Lower Parel Mumbai Maharashtra, INDIA 400013
  2. 2. Sharekhan in fact 900 Share Shops & Growing 650000 Customers & Growing Among the top 3 Players in theStrong Backbone of Research Retail space & Technology
  3. 3. Our Mission..to educate and empower the individual investor to make better investment decisions through QUALITY ADVICE INNOVATIVE PRODUCTS and SUPERIOR SERVICE.
  4. 4. The services we offer…
  5. 5. Sharekhan shareholding pattern SHAREKHAN PERCENTAGE SHAREHOLDING PATTERN CITY VENTURE 63% CAPITAL INTERNATIONAL BARING PRIVTE 12% EQUITY ASIA IDFC 10% MANAGEMENT & 15% EMPLOYEE
  6. 6. Our ProductsFIRST STEP FOR THOSE INVESTING FOR THE FIRST TIME IN THE STOCK MARKETCLASSIC FOR THOSE FOR WHO TRANSACT OCCASIONALLYTRADE FOR DAY TRADERS AND FOR THOSE WHO TRADE ACTIVELY IN THETIGER MARKETPLATINUM FOR HNIS LOOKING FOR PERSONALIZED AND EXCLUSIVE INVESTMENTCIRCLE AND PORTFOLIO MANAGEMENT SERVICES (PMS)
  7. 7. A SUMMER PROJECT REPORT ON“ Comparative Analysis of Risk,Return & Diversification ofMutual Funds”
  8. 8. IntroductionThe present investigation is aimed to examine the performance of safest investment instrument in the security market in the eyes of investors. Six mutual fund schemes have been selected for this purpose. I.e. mutual funds by specially focusing on:• Large cap scheme• Small & mid cap scheme• Equity-diversified schemes• ELSS scheme• Floating Rate Debt - Short Term scheme• Balance scheme
  9. 9. Assumptions The schemes have been selected using deliberate sampling method subject to the criteria mentioned as:  All the funds are taken as per the ranking done by CRICL  Considering corpus size of AMC 25 crore to 1000 crore  The funds that have been consider as the minimum investment 500 and maximum 100000 Rs.  The performances of funds are calculated on the bases of their risk and return.  Closing Net Asset Values (NAV)of the selected funds are taken on Monthly basis
  10. 10. Tools & TechniquesThe collected data have been analyzed on basis of returns of last one month, six months, one year, three years, and five years. Various statistical and financial techniques namely :• Sharpes Ratio : additional return over the Risk-Free return• Standard Deviation : variation from individual return from the average expected return• Beta (β) : reflects the systematic risk• R-Squared : co-relation between returns generated by a fund and its benchmark index values range from 0 to 100
  11. 11. Analysis & Interpretation The data collected of selected mutual fund schemes have been analyzed into three parts: A) Analysis on the basis of returns over the period of time Returns of Last: • One Month • Six Months • One Year • Three Years • Five Years
  12. 12. Analysis & Interpretation… B) Performance evaluation of Selected Funds • Corpus Size • Beta • Alpha • Standard Deviation • R-Squared C) Analysis on the on the bases of diversification A diversified fund contrasts with specialized or focused funds
  13. 13. Large Cap SchemeLarge cap funds are those mutual funds, which seek capital appreciation by investing primarily in stocks of large blue chip companies. companies with a market capitalization in excess of Rs 1000 crore are known large cap companies. The selected large cap funds are:• HDFC Top 200 Fund (G)• DSP-BR Top 100 Equity - RP (G)• ICICI Pru Top 100 Fund -Inst –I• Franklin India Bluechip (G)• Birla SL Frontline Equity -A (G)
  14. 14. A) Analysis on the basis of returns DSP-BR Top ICICI Pru Top Birla SL HDFC Top 200 Franklin India Scheme 100 Equity - 100 Fund -Inst Frontline Fund (G) Bluechip (G) RP (G) –I Equity -A (G) Fund Class Large cap Large cap Large cap Large cap Large cap Ranking Rank 2 Rank 2 Not Ranked Rank 2 Rank 2 Scheme Asset 11381.06 3109.35 20.13 4516.35 2900.75 Minimum Rs.5000 Rs.5000 Rs.100000 Rs.5000 Rs.5000 Investment Franklin DSP BlackRock ICICI Birla Sun Life HDFC Asset Templeton Investment Prudential Asset AMC/Fund Management Asset Mgmt. Managers Asset Management Co. Ltd. (India) Pvt. Limited Mgmt.Co. Ltd Company Ltd. Ltd. Latest NAV 201.863 98.444 19.99 212.827 84.53
  15. 15. Performance Returns as onJul 04, 12 3 Months 1.30% 0.20% 2.70% 0.60% 2.30% 6 Months 14.60% 12.10% 15.60% 12.00% 13.60% 1 Year -5.20% -3.20% 3.60% -2.00% -4.50% 2 Years 2.40% 2.70% 7.60% 4.60% 1.60% 3 Years 12.70% 11.40% 14.70% 13.00% 11.80% 5 Years 10.60% 8.30% 8.20% 8.10% 8.00% In terms of last one year returns i.e. from August 11 to July 12; ICICI Pru Top 100 stood at number one with the maximum returns of 3.60%
  16. 16. B) Performance evaluation ofSelected Funds Fund Risk Standard Sharpe Fund Name Beta Alpha R-Squared Grade Deviation Ratio HDFC Top Avg. 19.34 0.4 0.91 4.14 0.95 200 DSPBR Top 100 Equity Low 17.9 0.36 0.84 3.11 0.95 Reg ICICI Prudential Below Avg. 19.13 0.48 0.91 5.57 0.97 Top 100 Inst I Franklin India Low 16.39 0.43 0.78 4.04 0.96 Bluechip Birla Sun Life Avg. 18.06 0.35 0.86 3.02 0.97 Frontline Equity
  17. 17. Graph showing the status ofStd.Deviation The most risky fund is of HDFC
  18. 18. Graph showing the status ofSharpe Ratio  ICICI Prudential Top 100 Inst I is having maximum returns per unit of risk (0.48).
  19. 19. Graph showing the status ofBeta Least risky scheme Franklin India Bluechip in terms ofStandard Deviation and Beta
  20. 20. C) Analysis on the bases ofdiversification Infosys, SBI, Infosys, TCS, Reliance, Infosys, ICICI ICICI Bank, Reliance, ITC, ICICI Wipro, Kotak Bank, Bharti ITC, Infosys, Top 5 holdings Bharti Airtel, Bank, Tata Mahindra, Airtel, HDFC Reliance, ICICI Bank, Motors (D) BPCL Bank, Reliance Larsen Sun Pharma Weight age to top 5 30.43% 29.30% 42.74% 30.93% 23.07% holdings Banking/Finan Banking/Finan Banking/Finan Technology, Banking/Finan ce, ce, ce, Top 3 Sectors Pharmaceutica ce, Oil & Gas, Technology, Technology, Technology, ls, Oil & Gas Technology Oil & Gas Oil & Gas Automotive Weight age to 44.96% 46.72% 48.83% 42.67% 43.88% Top 3 Sectors
  21. 21. Findings & AnalysisA. Most preferable investment scenario. INVESTMENT % SENARIO FIXED DEPOSITS 20% EQUITY 20% MUTUAL FUNDS 28% DERIVATIVES 4% COMMODITIES 4% REAL STATE 24% TOTAL 100%
  22. 22. B. Which feature of mutual fund allure you most? FEATURES OF % MUTUAL FUND DIVERSIFICATION 30% BETTER RETURN AND 20% SAFETY REDUCTION IN RISK 10% REGULAR INCOME 5% TAX BENEFIT 25% TOTAL 100%
  23. 23. Conclusion

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