BBA211 Security Analysis and Portfolio Management GGSIPU BBA NEP 2024-25 Notes

Unit 1 [Book]
Basics of Risk and Return: Concept of Returns	VIEW
Application of Standard Deviation	VIEW
Coefficient of Variation, Beta, Alpha	VIEW
Bonds: Present Value of a Bond, Yield to Maturity, Yield to call, Yield to Put, Systematic Risk, Price Risk, Interest Rate Risk, Default Risk	VIEW
Fundamental Analysis	VIEW
EIC Framework	VIEW
Economic analysis	VIEW
Leading Lagging Indicators	VIEW
Coincident Macro-economic indicators	VIEW
Expected Direction of Movement of Stock Prices with Macroeconomic Variables in the Indian Context	VIEW
Industry analysis: Stages of Life Cycle	VIEW
SWOT Analysis	VIEW
Company analysis	VIEW

Unit 2 [Book]
Share Valuation	VIEW
Dividend Discount Models: No Growth, Constant growth, and Two Stage Growth Model	VIEW
Relative Valuation Models using P/E ratio, Other Ratios	VIEW
Technical analysis Meaning, Assumptions	VIEW
Difference between Technical and Fundamental Analysis	VIEW
Dow theory	VIEW
Price indicators: Advances and Declines, New highs and Lows, Circuit Filters	VIEW
Volume indicators: Dow Theory, Small Investor Volumes	VIEW
Other indicators: Institutional Activity	VIEW
Trends: Resistance, Support	VIEW
Technical Charts and Patterns	VIEW
Indicators: Moving Averages	VIEW

Unit 3 [Book]
Portfolio Analysis and Management:	VIEW
Portfolio analysis	VIEW
Portfolio Risk and Return	VIEW
Markowitz Portfolio Model	VIEW
Risk and Return for 2 and 3 Asset portfolios	VIEW
Concept of Efficient frontier and	VIEW
Concept of Optimum Portfolio	VIEW
Market Model:	VIEW
Concept of Beta	VIEW
Systematic and Unsystematic risk	VIEW
Investor Risk and Return preferences	VIEW
Indifference Curves	VIEW
Efficient frontier	VIEW
Traditional Portfolio Management for individuals: Objectives, Constraints, Time Horizon, Current Wealth, Tax Considerations, Liquidity Requirements, and Anticipated inflation	VIEW
Asset allocation: Asset allocation Pyramid	VIEW
Investor Life Cycle Approach	VIEW
Portfolio Management Services	VIEW
Passive Index funds	VIEW
Systematic Investment Plans	VIEW
Active- Market timing, Style investing	VIEW

Unit 4 [Book]
Capital Asset Pricing Model (CAPM)	VIEW
Efficient frontier with a combination of Risky and Risk-free Assets	VIEW
Assumptions of Single Period Classical CAPM Model	VIEW
Expected return, Required return, Overvalued and Undervalued assets as per CAPM	VIEW
Multiple factor Models:
Arbitrage Pricing Theory (APT)	VIEW
APT vs CAPM	VIEW
Mutual Funds: Introduction, Classification of Mutual Fund Schemes by Structure and Objective, Advantages and Disadvantages of Investing through Mutual Funds	VIEW
Performance Evaluation of Managed Funds using Sharpe’s, Treynor’s and Jensen’s Measures	VIEW