Ratio analysis on Pharmaceutical Companies: A study of BangladeshAL Babur Rahman
In this study, we analyzed 7 Pharmaceutical companies of Bangladesh to Measure their profitability, liquidity to Indicate overall efficiency and Determine financial solvency.
Ratio analysis on Pharmaceutical Companies: A study of BangladeshAL Babur Rahman
In this study, we analyzed 7 Pharmaceutical companies of Bangladesh to Measure their profitability, liquidity to Indicate overall efficiency and Determine financial solvency.
(EN) 2021 Korea Social Media Marketing Benchmark Index Report [SM2Networks]디센트릭 DnA팀
This report is a benchmark report for measuring social media performance of major domestic industries and brands.
We analyzed the data generated in 2020 for the three major social media channels(Facebook, Instagram, YouTube) in Korea and derived the Social Media Benchmark Index(SBX) of SM2Networks.
If you have any questions about this report, please contact the SM2Networks Marketing Intelligence Team.
Web : www.sm2marketing.co.kr
E-mail : marketing@samhwa.com
Blog_1: https://blog.naver.com/synthesio
Blog_2 : https://blog.naver.com/dmktginsight
Tel : 031-478-1570
(EN) 2021 Korea Social Media Marketing Benchmark Index Report [SM2Networks]디센트릭 DnA팀
This report is a benchmark report for measuring social media performance of major domestic industries and brands.
We analyzed the data generated in 2020 for the three major social media channels(Facebook, Instagram, YouTube) in Korea and derived the Social Media Benchmark Index(SBX) of SM2Networks.
If you have any questions about this report, please contact the SM2Networks Marketing Intelligence Team.
Web : www.sm2marketing.co.kr
E-mail : marketing@samhwa.com
Blog_1: https://blog.naver.com/synthesio
Blog_2 : https://blog.naver.com/dmktginsight
Tel : 031-478-1570
Mansfield Capital Brochure Ppt Mar2009 1110Trader1mm
Mansfield Capital PowerPoint
presentation showing aggregate performance since 2003 with low-volatility program also shown separately. Note: due my institutional client going out of business last year, and for personal reasons, I took a year off off from trading even though I had top rated performance on risk-adjusted basis. Call or write for details. MansfieldCapital@Gmail.com, or 305-915-3307
Security analysis and portfolio managementHimanshu Jain
Live Project was all about studying the company’s financial health through the movement of their stock price. This live project deals with the basic concepts of investment in securities such as bonds and stocks, and management of such assets. It discusses various aspects of portfolio management, ranging from analysis, selection, and revision to evaluation of portfolio, securities market and risk evaluation that help in understanding the trading system better and making quality investment decisions.
This live project helped to understand how the stock prices vary. It also helped to know and calculate several technical terms. In this project, I was given 5 stocks wherein I need to update opening price, closing price, % change, total shares traded etc. every day. Then it is required to find out the beta, average return etc. of these stocks separately and construct a portfolio with Rs. 50, 00,000 keeping in mind optimum return for the investment. We need to keep in mind beta, standard deviation, risk and return of these stocks and invest to get the optimum returns.
This project helps in knowing the expected return and risk for each stock. Under this project I got to know about portfolio management as well as expected return & risk associate with each company. Through this project my future investment will be better as it helps in knowing the inside depth of companies by analysis the financial details.
Market Risk And Return PowerPoint Presentation Slides SlideTeam
Presenting this set of slides with name - Market Risk And Return Powerpoint Presentation Slides. Our topic specific Market Risk And Return Powerpoint Presentation Slides presentation deck contains twenty eight slides to formulate the topic with a sound understanding. This PPT deck is what you can bank upon. With diverse and professional slides at your side, worry the least for a powerpack presentation. A range of editable and ready to use slides with all sorts of relevant charts and graphs, overviews, topics subtopics templates, and analysis templates makes it all the more worth. This deck displays creative and professional looking slides of all sorts. Whether you are a member of an assigned team or a designated official on the look out for impacting slides, it caters to every professional field.
Investing Concept Of Risk And Return PowerPoint Presentation Slides SlideTeam
Every organization needs to adapt to the ever-changing business environment. Sensing this need, we have come up with these content-ready change management PowerPoint presentation slides. These change management PPT templates will help you deal with any kind of an organizational change. Be it with people, goals or processes. The business solutions incorporated here will help you identify the organizational structure, create vision for change, implement strategies, identify resistance and risk, manage cost of change, get feedback and evaluation, and much more. With the help of various change management tools and techniques illustrated in this presentation design, you can achieve the desired business outcomes. This business transition PowerPoint design also covers certain related topics such as change model, transformation strategy, change readiness, change control, project management and business process. By implementing the change control methods mentioned in the presentation, you will be able to have a smooth transition in an organization. So, without waiting much, download our extensively researched change management framework presentation. With our Change Management Presentation slides, understand the need for change and plan to go through it without any hassles.
Cyber Security, HealthTech and SaaS have all seen healthy public markets with our Results indices all up on the previous quarter. The AdTech & MarTech sectors have been mixed in Q1 however the underlying sector trends remain strong as the shift to programmatic and the rise of video, mobile, social and native continues.
The private markets in Cyber Security have seen a correspondingly strong quarter with M&A activity up to record levels. The HealthTech and AdTech & MarTech M&A markets have seen a slight decline from the previous quarter, however both remain at historically high levels as private investors invest in innovation and product differentiation.
One thing is prevalent within each of the sectors; those displaying strong top-line growth with quality clients and an innovative product continue to outperform their peers on the public markets.
• Produced trend and seasonality reports on COSTCO Earnings Per Share from 2009 to 2022
• Forecasted next quarter's (Nov 2022) Net Income and Share Outstanding using ARIMA, Decomposition, Regression, Winter's, Holt’s, and SES methods to find best-fit EPS with the least weighted average mean squared error
• Recognized other macroeconomic issues that might have a detrimental influence on investors' stock purchasing power
3. Strategy Overview
The strategy is designed to exploit the mispricing of the
paired futures.
Theoretical mathematic and economic model
foundation
The residual in the risk factor model is considered as the
spread.
Signals in entering ,adding and existing position
Backtesting results show over 22.75% annual return and
1.86% monthly return.
Appropriate risk control management
3
4. Model Construction
New approach to risk factor model
Spread stochastic model by Elliott, Hoek
and Malcolm (2005)
Use the model to find the equilibrium of
the residual spread.
Our model overcomes weaknesses in
other models in this field.
4
5. Trading Signals
(2012-6-1 to 2012-6-30)
5
31May 05Jun 10Jun 15Jun 20Jun 25Jun 30Jun
-0.3
-0.25
-0.2
-0.15
-0.1
-0.05
0
0.05
0.1
0.15
0.2
Spread, Trading Band and Trading Signal
Spread
Observed Spread
Estimated Spread
Sell band
Upper stop loss limit
Buy band
Lower stop loss limit
Buy
Sell
7. Return Performance
(2012-6-1 to 2012-6-30)
7
31May 05Jun 10Jun 15Jun 20Jun 25Jun 30Jun
-0.06
-0.04
-0.02
0
0.02
0.04
0.06
0.08
0.1
Daily Return of the Strategy
Return
8. Return Performance
(2012-6-1 to 2012-6-30)
8
31May 05Jun 10Jun 15Jun 20Jun 25Jun 30Jun
-0.04
-0.02
0
0.02
0.04
0.06
0.08
Cumulative Return of the Strategy
Return
9. Backtesting
2003-01-01 to 2013-02-28 daily data
Testing Portfolio :
WTI Crude Oil Contract CL1
Natural Gas Contract NG1
Leverage constraints that capital
9
10. Superior Backtested Returns
Unique trading strategy, designed to exploit market
information and inefficiencies, yields excess returns over
the past 10 years
Strong and extensively-tested quantitative foundation
Investment process emphasizes robustness and risk
management
--- 22.75% Annual Returns
--- 4.22% Annualized Standard Deviation
--- 5.39 Sharpe Ratio
10
12. Backtesting
Return Analysis
Total Trade Numbers 491
Annualized
Standard Deviation
4.22%
Average Monthly
Trade Numbers
4
Average Monthly
Standard Deviation
1.02%
Annual Return 22.75% Best Monthly Return 40.25%
Average Monthly Return 1.86% Worst Monthly Return -17.31%
%Positive Months 70% Max Drawdown -17.51%
%Positive
12-Months Rolling
71% Sharpe Ratio 5.39
12
13. Backtesting
Sharpe Ratio Analysis
Trading Strategy
Crude Oil Price
Index
NYSE AMEX
Natural Gas Index
Annual Return 22.75% 13.82% 16.10%
Annualized Standard
Deviation
4.22% 4.97% 5.09%
Sharpe Ratio 5.39 2.78 3.16
When compared to returns of the benchmark, it offers:
• Higher returns
• Lower standard deviation
13
16. Backtesting
Monthly Return VS Benchmark
16
Feb2004 Jul2005 Nov2006 Apr2008 Aug2009 Dec2010 May2012
-1
0
1
2
3
4
5
6
7
8
Return
Cumulative Monthly Return of Trading Strategy VS Benchmark
Pairs Trading Strategy
Crude Oil Price Index
NYSE AMEX Natural Gas Index
17. Backtesting
Annual Return VS Benchmark
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
Crude Oil Price Index
NYSE AMEX Natural Gas Index
Trading Strategy
17
18. Backtesting
Monthly Return VS Benchmark
Crude Oil Price Index
NYSE AMEX Natural
Gas Index
Alpha 0.018586 0.019103
Beta -0.0001158 -0.034482
Correlation -1.4535e-04 -0.0348
• Positive Alpha
• Negative Beta
• Low correlation with the market
18
19. Backtesting
Performance in 2008 Crisis
19
Feb2008 Apr2008 May2008 Jul2008 Aug2008 Oct2008 Dec2008
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
Return
Cumulative Monthly Return in 2008 Crisis
Spread Strategy
Crude Oil Price Index
NYSE AMEX Natural Gas Index
20. Risk Control
Leverage control
Leverage: less than 20, and even smaller
during crisis time.
Position limit
Maximum position: cannot add more than
5 times of initial positions.
20
21. Risk Control
Stop loss limit control
Set an appropriate stop loss limit according
to the investor’s requirement and the analysis
from the market environment and adjust it
according to market dynamics.
21
22. Risk Control
Regular review of model
Review the market environment and data
obtained regularly to decide how frequently
to update our model parameters.
During crisis time, reset parameters more
frequently.
22