1. METHODS OF INVESTMENT PORTFOLIO
DEVELOPMENT IN THE ORGANIZATION
Prepared by: Yakovlev Ilya
Supervisor: Belyakova Maria Yurievna, Docent,
Ph.D.

2. Content
• Purpose
• Concept of investment portfolio
• Methods of investment portfolio development
• Development of the investment portfolio
• Conclusion

3. Introduction
The purpose of the research is investigation of theoretical
and practical aspects of investment portfolio development
in the organization.

4. Investment portfolio
• Part of corporate finance
• Capital formation
• Balance and diversification
• Hedging

5. Methods of investment porfolio
development
• Sharp model
• Casual observation of stock prices reveals that most of
stock move with the market index.
• Markowitz model
• Development of optimal portfolio according to the
relationships between risk and return.
• Arbitrage pricing model
• The purpose of arbitrage strategies is the use of the
differences in the price of securities in various markets or
market segments with the purpose to make profit.

6. • Financial and industrial association
• Real estate development
• 10 mln rubles to invest in
• Securities portfolio

7. Sectors to invest in
• Oil and gas
• Telecommunication
• Energy
• Consumer goods and services
• Financial

8. Investment portfolio diversification among
sectors
8%
63%
19%
10%
Telecommunication Oil and gas Consumer goods Others

9. Oil and gas sector
BANE SIBN LKOH SNGSP TATN MFGSP
Return 0.04% -0.14% 0.04% 0.1% 0.05% 0.04%
Risk 1.7% 1.1% 0.9% 1.54% 1.54% 2.08%
4%
16%
63%
15%
2%
BANE LKOH SNGSP TATN MFGSP

10. CGS sector
MGNT MVID PHST DIXY ROST
Return 0,35% 0,01% 0,38% 0,2% -0,02%
Risk 1,7% 1,69% 1,69% 1,82% 1,9%
43%
47%
10%
MGNT PHST DIXY

11. Telecommunication sector
MTSS ROST AFKS TTLK
Return 0,16% -0,04% 0,14% -0,13%
Risk 1,12% 2,03% 1,33% 1,54%
88%
12%
MTSS AFKS

12. Risky Shares
LVHK MSST RLMN
Return 0,48% 0,48% 0,34%
Risk 1,58% 2,77% 1,97%
63%
37%
LVHK MSST

13. Setl Group investment portfolio
MGNT, 8.22
PHST, 9.04
DIXY, 1.83
MTSS, 7.05
AFKS, 0.89
BANE, 2.01
LKOH, 6.67
SNGSP, 43.65
TATN, 9.3 MFGSP, 1.33
LVHK, 6.31
MSST, 3.69

14. Conclusion
• Organization should always consider portfolio from its
particular side, by making assumptions, changing rules,
principles and even by developing their own ways to gain.
• Methods, principles and models of investment portfolio
development should be adjusted
• Portfolio should always be managed and reconsidered
•

15. Thank you!