The document contains information about 7 students including their names and roll numbers. It then discusses various topics related to financial analysis such as statistical analysis, measurement of return, probabilities, expected rate of return, average rate of return, standard deviation, fundamental analysis involving analysis of economy-wide factors, industry-wide factors and company-wide factors. It also discusses technical analysis and different types of charts used including bar charts, line charts and candlestick charts.
here we are trying to explain how firms can benefit from forecasting exchange rate, to describe common technique that used to forecast, how to evaluate forecasting performance
here we are trying to explain how firms can benefit from forecasting exchange rate, to describe common technique that used to forecast, how to evaluate forecasting performance
Discusses various risks involved in capital budgeting - useful to the students of under graduate, post graduate and professional course students in finance and management
Forecasting is the process of making predictions of the future based on past and present data and most commonly by analysis of trends. A commonplace example might be estimation of some variable of interest at some specified future date.
A CCP is an experienced practitioner with advanced knowledge and technical expertise to apply the broad principles and best practices of Total Cost Management (TCM) in the planning, execution and management of any organizational project or program. CCPs also demonstrate the ability to research and communicate aspects of TCM principles and practices to all levels of project or program stakeholders, both internally and externally.
In the last five years, financial management has undergone vast changes. From simple sourcing to utilisation, additional areas which have gained importance are, risk management, maintenance & growth under risk engulfed environment, it is not simple market risk or environmental risk additional factors added now are pandemic risk, even factory layouts, safety& security of employees, added insurance costs provisions for bad debts etc have assumed significance. Analysis of costs , compilation &control has assumed tremendous significance . In view of this , these slides may have to be recasted , aitered ,modified & regrouped presented to facilitate quick & realistic managerial decision making which I proposed to do shortly.
Discusses various risks involved in capital budgeting - useful to the students of under graduate, post graduate and professional course students in finance and management
Forecasting is the process of making predictions of the future based on past and present data and most commonly by analysis of trends. A commonplace example might be estimation of some variable of interest at some specified future date.
A CCP is an experienced practitioner with advanced knowledge and technical expertise to apply the broad principles and best practices of Total Cost Management (TCM) in the planning, execution and management of any organizational project or program. CCPs also demonstrate the ability to research and communicate aspects of TCM principles and practices to all levels of project or program stakeholders, both internally and externally.
In the last five years, financial management has undergone vast changes. From simple sourcing to utilisation, additional areas which have gained importance are, risk management, maintenance & growth under risk engulfed environment, it is not simple market risk or environmental risk additional factors added now are pandemic risk, even factory layouts, safety& security of employees, added insurance costs provisions for bad debts etc have assumed significance. Analysis of costs , compilation &control has assumed tremendous significance . In view of this , these slides may have to be recasted , aitered ,modified & regrouped presented to facilitate quick & realistic managerial decision making which I proposed to do shortly.
Trading Strategies Based on Market Impact of Macroeconomic Announcementsby A...Quantopian
We examine returns of several US equity ETFs on the days of major US macroeconomic announcements and compare performance of the buy-and-hold strategy (B&H) with three different strategies that realize daily returns on the announcement days. We show that these strategies may outperform B&H.
A Study on Risk and Return Analysis on Selected Equities with Reference to Sh...ijtsrd
The return on an investment and the risk of an investment are basic concepts in finance. The risk return relationship is a fundamental concept in not only financial analysis, but in every aspect of life. If decisions are to lead to benefit maximization, it is necessary that individuals institutions consider the combined influence on expected future return or benefit as well as on risk cost. Return expresses the amount which an investor actually earned on an investment during a certain period. Return includes the interest, dividend and capital gains while risk represents the uncertainty associated with a particular task. In financial terms, risk is the chance or probability that a certain investment may or may not deliver the actual expected returns. G. Naveen | Dr. P. Basaiah "A Study on Risk and Return Analysis on Selected Equities with Reference to Shriram Insigh" Published in International Journal of Trend in Scientific Research and Development (ijtsrd), ISSN: 2456-6470, Volume-6 | Issue-6 , October 2022, URL: https://www.ijtsrd.com/papers/ijtsrd51872.pdf Paper URL: https://www.ijtsrd.com/humanities-and-the-arts/education/51872/a-study-on-risk-and-return-analysis-on-selected-equities-with-reference-to-shriram-insigh/g-naveen
3. Name Roll No.
Priyank Darji 07
Hardik Nathwani 25
Shashank Pai 26
Sagar Panchal 27
Dharmik Patel 30
Kush Shah 38
Siddarth Tawde 45
4.
5. STATISTICAL ANAYASIS
Statistical analysis refers to a collection of methods used
to process large amounts of data and report overall trends.
Statistical analysis provides ways to objectively report on
how unusual an event is based on historical data.
Statistical analysis to examine the tremendous amount of
data produced every day by the stock market.
6. MEASUREMENT OF RETURN
The rate of return is the total return the investor receives
during the holding period ( the period when the security
is owned or held by the investor) stated as percentage of
the purchase price of the investment at the beginning of
the holding period.
The general equation for calculating the total rate of
return is show below:
K = D + S.P- P.P
P.P
7. Probabilities are governed by five rules and range from
0 to 1
A probability can never be larger than 1
The sum total of probabilities must be equal to 1
If outcome is certain occure, it is assigned a probability of
1, and impossible outcome are assigned a probability of 0.
The possible outcomes must be mutually exclusive and
collectively exhaustive.
The future return are characterized by uncertain.
8. EXCEPTED RATE OF RETURN
The return on an investment as estimated by an asset
pricing model.
Formula :-
E(r) = probability * rate of return
For example:-
If a security has a 20% probability of providing a 10%
rate of return, a 50% probability of providing a 12% rate
of return, and a 25% probability of providing a 14% rate
of return.
• expected rate of return:-
= (.20)(10%) + (.50)(12%) + (.25)(14%)
=11.5%.
9. AVERAGE RATE OF RETURN (ARR)
Definition
Method of investment appraisal which determines return on investment by
totaling the cash flows (over the years for which the money was invested)
and dividing that amount by the number of years.
Example:
Ramesh spent $800,000 to buy an apartment building. After deducting all
operating expenses, real estate taxes, and insurance, he receives $65,000
in the first year, $71,000 in the second year, $69,000 in the third year, and
$70,000 in the fourth year.
Solution:-
Total net earning = 65,000 + 71,000 + 69,000 + 70,000 = 2,75,000
Now divided by 4
275000/4
=68750
ARR = 68750/800000*100
= 8.59%
10. Standard deviation is a statistical term that measures the
amount of variability or dispersion around an average.
Definition of 'Standard Deviation‘
In finance, standard deviation is applied to the annual
rate of return of an investment to measure the
investment's volatility. Standard deviation is also known
as historical volatility and is used by investors as a
gauge for the amount of expected volatility.
13. FUNDAMENTAL ANALYSIS
Meaning:-
Fundamental analysis refers to the study of basic
fundamental economic indicators which affect the
country’s economy.
An investor using Fundamental Analysis to make
investment decisions will rely heavily on the following
sources of information:
Company Balance Sheet
Income (Profit and Loss) Statement
Annual report
Company announcements
14. Phase 1 :Analysis of Economy wide factor
Economic fundamental provide the most significant
information to traders. The impact of economic data tends to
be long term oriented. Economic indicators are reports
published at a fixed time intervals by government and private
organizations.
Here are some lists of economic report that have most
significant impacts on the market:
Gross Domestic Product (GDP)
Gross National Product (GNP)
Inflation report
Interest rate
15. Phase 2 :Analysis of Industry wide factor
Study of industry life cycle
The industry life cycle is made up of the following
stages:
1. Pioneering Phase
2. Growth Phase
3. Mature Growth Phase
4. Stabilization/Maturity Phase
5. Deceleration/Decline Phase
16. CONTD…
Study of qualitative and quantitative factor:-
1. Economies of scale
2. Capital Requirements
3. Government Regulation
4. Business Model
5. Management Team
17. Phase 2 :Analysis of Company wide factor
This is usually done by studying the company's financial
statements. From these statements a number of useful ratios
can be calculated.
P/E Ratio
Book Value Per Share
Current Ratio
Debt Ratio
18. TECHNICAL ANALYSIS
• Meaning
Technical analysis is a method of evaluating securities
by analyzing the statistics generated by market activity,
such as past prices and volume.
• The field of technical analysis is based on three
assumptions:
1.The market discounts everything.
2. Price moves in trends.
3. History tends to repeat itself.