MALLA REDDY COLLEGE OF ENGINEERING AND TECHNOLOGY

COURSE FILE

Department : Business Management

Academic Year : 2023-2024 Semester: III

Course Details
Name of the Course : MBA
Branch/Specialization : MBA
Class : II Year
Name of the Subject : Security Analysis & Portfolio Management
Subject Code :R21MBA20
Nature of the Subject : Regular

Faculty Details
Name of the Faculty : Dr. P. Siva Reddy
Designation : Associate Professor
Department : Business Management

Check List

 Syllabus Copy  Tutorial Sheets

 Time Table  Assignment Sheets
 Students Attendance Register  Mid Exams Question Papers
 Suggestions for study  Mid Exams Valued Scripts
 Course Objectives  Mid Exam Marks Statement
 Course Outcomes  Mid Exam Marks Assessment
 Course Schedule (Expected)  Student Final Attendance Statement
 Schedule of Instructions (Expected)  University Exam Question Papers
 Details of Lectures Delivered  Faculty Feed back
 Remedial Classes/ Makeup Tests  Hand Outs / Lecture Notes

Dr. P. Siva Reddy Dr. G. Naveen Kumar Dr. S. Srinivasa Rao

Subject Expert HOD Principal

Cover Page
1. Result objective:
1.1 Pass Percentage:
1.2 Percentage above 60% of Marks:
2. Course Plan:
2.1 Coverage of syllabus in 65 classes
2.2 By giving two assignments to students.

3. Method of Evaluation:
3.1 Continuous Assessment Examinations : Yes
3.2 Assignments / Seminars : Yes
3.3 Mini Projects : No
3.4 Subjective and Objective as per University Norms : Yes
3.5 Others: (Please Specify) :

4. List of Additional Topics / Topics-Beyond-Syllabus or any Innovation

TEACHING LEARNING PROCESS

1. Methodologies /Teaching Aids:

a. Blackboard and white board
b. Chalk, Duster and whiteboard marker
c. Power Point presentation
d. In the first five minutes of the class, asking the questions of the previous class
to assess how thorough the students with the subject
e. Interactive sessions.
f. Giving some topics for seminar

2. Guidelines for the Students to Study the Subject:

a. Understanding of the subject by using diagrams.
b. Evaluation of every sub topic in each unit.
c. Neat presentation through points of every unit helps score highest marks.

1 Acad. Year 2022-2023

 OBJECTIVES OF THE SUBJECT

On completion of this Subject / Course the Student shall be able to:

Aim of the Subject Learning Outcome

To students are able to know the The objective of this course is to provide the conceptual
investment alternatives, process and Practical understanding of Stock markets Equity &
and portfolio management Bond Valuation, Cash market and also Mutual funds.

Unit Objectives Outcomes

To create awareness among students about Students came to know about Indian
I Investment environment in India. financial system, investment process and
equity valuation.
Students learned about various analysis
To provide deeper knowledge on security
II strategies like fundamental and
analysis.
technical.
Students came to learn about Markowitz
To educate and provide practical exposure
III and Sharpe Models of portfolio
on construction of portfolio.
construction with problems.
To know about bonds, their valuation and Students were able to understand bonds
IV
pricing theories of bonds. and their application.
Students were came to know about
To provide basic inputs and knowledge on mutual funds, types, and different
V
mutual funds and their performance. models of investment calculations.

2 Acad. Year 2022-2023

 COURSE SCHEDULE
(Expected)

Expected date of completion of the whole Subject / Course and remarks, if any:

No. of
Units Topics Dates
Classes
Overview of Indian Financial System; Investment
Alternatives; Investment Management Process. 25-09-2023
I Equity Analysis & Valuation; models of equity 12 to
valuation, PE Ratio, Balance Sheet model & Multiplier 19-10-2023
Approach.
Fundamental Analysis; Economic, Industry &Market
Technical analysis and tools. 30-10-2023
II Data sources for both fundamental and technical 12 to
analysis. 18-11-2023

Portfolio Models: Markowitz, Sharpe, Mean variance 12

20-11-2023
Approach; portfolio selection, Efficient Portfolios.
III to
Capital Asset Pricing Theory & Arbitrage Pricing
09-12-2023
Theory
Bond Analysis; types of bonds, Interest rates &
structure, Yield to Maturity, maturity period return. 11-12-2023
IV Bond duration, Active and Passive Bond Management, 12 to
Bond Immunization, Bond Volatility – Bond 30-12-2023
Convexity.
Mutual Funds; Types; structure-NAV calculation.
Performance evaluation of Mutual Funds- Sharpe
V 12
Model, Treynor Model, Jensen Model, Fama
decomposition.

Remarks:
___________________________________________________________________________
___________________________________________________________________________
___________________________________________________________________________

3 Acad. Year 2022-2023

Internal Examinations Schedule:
Exam MID I MID II
From To From To
Date

UNIT – I
Outcome: Students came to
To create awareness among students about Investment
know about Indian financial
environment in India.
system, investment process
and equity valuation.
S. No of Text book
Subjects topics
NO. Classes reference
1 Indian Financial System 2 T1

2 Stocks trading in Indian Market 1 T1

3 Investment Alternatives 1 T1
4 Investment Process 2 T1
5 Balance sheet analysis 2 T1
6 Multiplier Approach 2 T1
7 Equity Models 2 T1
UNIT – II
Outcome: Students learned
about various analysis
Objective:To provide deeper knowledge on security analysis.
strategies like fundamental
and technical.
S. Text book
Subject topics Theory
No. reference
1 Fundamental Analysis 2 T1

2 Technical Analysis 2 T1

3 EMH Model 2 T1

4 Data sources 2 T1
T1
5 Data analysis 2

6 Decision Making 1 T1
UNIT – III
Outcome: Students came to
Objective: To educate and provide practical exposure on
learn about Markowitz and
construction of portfolio Sharpe Models of portfolio
construction with problems.
Text book
S. No Subject topics Theory
reference
4 Acad. Year 2022-2023
 1 Return & Risk 1 T1

2 Calculation of risk 1 T1

4 Calculation of return 1 T1

5 Markowitz model 1 T1

6 Sharpe model 1 T1

7 CAPM Model 1 T1

8 APT model 1 T1

9 calculations 1 T1
UNIT – IV
Objective: To know about bonds, their valuation and pricing Outcome: Students were
theories of bonds. able to understand bonds
and their application.
Subject topics Text book
S. No Theory
reference
1 Bonds & Types 1 T1

2 Interest rates 1 T1

3 YTM Model 2 T1

4 Interest types 2 T1

5 Yield calculation 1 T1

6 Bond management 2 T1

7 Bond management 2 T1
UNIT – V
Outcome: Students were
came to know about mutual
Objective: To provide basic inputs and knowledge on
funds, types, and different
mutual funds and their performance.
models of investment
calculations.
Text book
S. No Subject topics Theory
reference
1 Mutual funds 1 T2

2 Types of mutual funds 1 T2

3 NAV calculation 1 T2

5 Acad. Year 2022-2023

 4 Sharpe model 1 T2

5 Treynor Model 1 T2
6 1
Jensen model T2

7 calculation 1 T2

Text books:

T1: Punithavathy Pandian, SAPM, Vikas Publication, Latest Edition.

T2: Kevin, SAPM,, Sultan Chand & Sons,latest edition.

Signature of the Faculty Signature of the HOD

6 Acad. Year 2022-2023

Course :MBA II Year I SEM
Academic Year :2023-24
Name of the Subject : Security Analysis & Portfolio Management
Prescribed Textbook: Punithavathy Pandian, Vikas Publications, Latest Edition.
Nature of the Subject: Specialization- Finance- Paper

Course Aim:
To students are able to know the investment alternatives, process and portfolio management

Learning Outcomes:

The objective of this course is to provide the conceptual and Practical understanding of Stock
markets Equity & Bond Valuation, Cash market and also Mutual funds.

Unit-I: Investment Environment in India

Introduction: Overview of Indian Financial System - Securities Trading in Stock Markets -
Investment Alternatives - The Investment Management Process.
Negotiable Securities & Non-negotiable Securities: Primary Market: Types of New Issues-
Parties to New Issue & Secondary Market.
Unit-II: Security Analysis
Security Analysis: Economic Analysis, Industry Analysis & Company Analysis- Earnings of
the Company, Financial Analysis, Growth in Earnings.
Technical Analysis: Dow Theory, Efficient Market Hypothesis, Random Walk Theory,
Support and Resistance Levels, Odd Lot Trading Moving Averages.
Unit-III: Portfolio Analysis
Models and Theories: The Returns and Risks from Investing - Markowitz Portfolio Theory -
Mean-Variance Approach.
Portfolio Selection: Efficient Portfolios - The Single Index Model - Capital Asset Pricing
Model - Arbitrage Pricing Theory.
Unit-IV: Bond Analysis & Valuation & Management
Bond Analysis: Types of Bonds - Interest Rates - Term Structure of Interest Rates -
Measuring Bond Yields - Yield to Maturity - Yield to Call - Holding Period Return.
Bond Pricing Theorems: Bond Duration - Active and Passive Bond Management Strategies
- Bond Immunization - Bond Volatility - Bond Convexity.
Unit-V: Mutual Funds
Mutual Funds: Types of Mutual Funds Schemes - Structure - NAV (Net Asset Value) - Risk
and Return. Performance Evaluation Models: Sharpe Model - Treynor Model - Jensen Model
- Fama’s Decomposition. Exchanger Traded Funds: Types of ETFs and Trading Process.

7 Acad. Year 2022-2023