Class History: Security Analysis & Portfolio Management (Spring 2017)

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This page summarizes all the classes of the course Security Analysis & Portfolio Management in Spring 2017.

Summary

Total number of classes was 38, consists of 21 scheduled classes and 17 extra classes. Regular classes were scheduled to be held on Tuesdays at 12:30 – 1:45 PM (room 1002), and Thursdays at 12:30 – 1:45 PM (room 1002). Extra classes were held at different times.

[January 17] Class 1

Orientation class and an overview of the whole course.

[January 19] Class 2

Room 1002, Time: 12:30

Chapter 2: Financial calculator; assets; financial assets; types of financial assets; bond; intrinsic value; market value; intrinsic value of bonds.

[January 24] Class 3

Room 1001, Time: 12:30

Valuation of bonds; PVIF; PVIFA; Annuity; Lump sum.

[January 26] Class 4

Room 1002, Time: 12:30

Valuation of bonds when m is not equal to 1; valuation of preferred stocks.

[January 31] Class 5

Room 1002, Time: 12:30

Perpetuity; valuation of simple perpetuity; valuation of growing perpetuity. End of Chapter 2.

[February 2] Class 6

Room 1003, Time 12:45 to 2:05

Chapter 1: Assets; types of assets; security; security analysis; top-down approach of security analysis; bottom-up approach of security analysis.

[February 7] Class 7

Room 1002, Time: 12:35 to 1:55

K and required rate of return; breakdown of k; Dhaka Stock Exchange. End of chapter 1.

Chapter 3: Equity; intrinsic value of equity when dividend is constant; intrinsic value of equity when dividend is growing at a particular rate.

[February 13] Class 8

Room: B-301, Time: 10:20 to 11:25 AM (EXTRA CLASS)

Three stage DDM. Gordon model.

[February 14] Class 9

Room 1002, Time: 12:30

How to find out the value of G and Gs.

[February 16] Class 10

Room 1002, Time: 12:30

How to find out intrinsic value of a stock using P/E approach. End of chapter 3.

[February 28] Class 11

Room 1002, Time: 12:30-1:45

Chapter 4. Return defined. Return of a stock and average return.

[February 28] Class 12

Room 1002, Time: 1:45 – 2:30 (EXTRA CLASS)

Risk. Risk of securities. Various proxies of risk. Standard deviation. CV.

[March 2] Class 13

Room 1002, Time: 12:30 – 1:45

Model Test 1. Click here to view results. [Details] [More details]

[March 2] Class 14, Class 15

Room 1002, Time: 3:45 – 4:45 PM (class 14: EXTRA CLASS), and 4:45 – 5:45 PM (class 15: EXTRA CLASS)

Solution to Model Test 1. Review of the whole syllabus of the midterm exam. Counseling class.

[March 6] Midterm exam

Syllabus: Chapter 1, 2, 3, 4. Click here to view results.

[March 14] Class 16

Room 1002, Time: 12:30 – 1:45

Normally distributed data explained. Average return to an investor. HPY and HPR. End of chapter 4.

Chapter 5. Index defined. Usefulness of index.

[March 16] Class 17

Room 1002, Time: 1:00 – 2:20

How to find out intrinsic value of a stock using the FCFE approach.

[March 21] Class 18

Room 1002, Time: 1:00 – 2:15

How to construct index. Unweighted index in details.

[March 23] Class 19

Room 1002, Time: 1:00 – 2:00

Stock split and reverse split. Price weighted index in details.

[March 28] Class 20

Room 1002, Time: 12:30 – 1:45

DJIA, MC, Free float shares, DSEX, DSE-30. Transition from DGEN to DSEX.

[March 28] Class 21

Room 1002, Time: 1:45 – 2:20 (EXTRA CLASS)

Value weighted index in details. End of chapter 5.

[March 30] Class 22

Room 602, Time: 12:45 – 2:00

Chapter 6. Market defined. Market return and risk.

[March 30] Class 23

Room 602, Time: 2:00 – 3:15 (EXTRA CLASS)

Covariance and beta. Interpretation of beta. Market vs. stock movement explained.

[April 4] Class 24

Room 1002, Time: 12:30 – 2:00

Alpha, CAPM, RRR using CAPM approach.

[April 6] Class 25

Room 1002, Time: 12:35 – 2:00

SML explained. How to find out underpriced and overpriced securities using SML. End of chapter 6.

Chapter 7. Portfolio and portfolio management introduced.

[April 8] Class 26, Class 27, Class 28, Class 29

Room 602, Time: 11:45 – 1:00 (class 26: EXTRA CLASS)

1:15 – 2:15 PM (class 27: EXTRA CLASS)

2:15 – 3:15 PM (class 28: EXTRA CLASS)

3:30 – 5:00 PM (class 29: EXTRA CLASS)

Assumption of portfolio management. Return, beta, and risk of a portfolio. Calculating the risk of a portfolio using algebra and matrix method. Determinates of risk in a portfolio. How to construct a portfolio only from price-dividend data. End of chapter 7.

[April 11] Class 30

Room 602, Time: 11:45 – 1:00 PM

Chapter 8. Efficient portfolio explained. MV or MR portfolio with example.

[April 11] Class 31

Room 602, Time: 1:00 – 2:00 (EXTRA CLASS)

Correlation explained with math. MV or MR portfolio with mathematical problems.

[April 11] Class 32

Room 602, Time: 2:45 – 4:00 (EXTRA CLASS)

Opportunity set. Efficient set of two-asset portfolio. Efficient set of many-asset portfolio.

[April 11] Class 33

Room 602, Time: 4:00 – 5:15 (EXTRA CLASS)

Systematic and unsystematic risk. Diversifying unsystematic risk using portfolio. MVP when r=-1.00. End of chapter 8

[April 18] Class 34

Room 602, Time: 12:30 – 2:00 PM

Model test 2. Click here to view results. [Details]

[April 18] Class 35

Room 602. Time: 8:30 PM to 9:45 PM (EXTRA CLASS)

Solution to Model Test 2.

[April 22] Class 36

Room 1002, Time: 5:00 PM – 6:30 PM (EXTRA CLASS)

Solution to the suggestion of the midterm exam. Counseling class.

[April 24] Final Exam

Syllabus: Chapter 5, 6, 7, 8. Click here to view results.

[May 3] Class 37, Class 38

Room: IT lab. Time: 4:30 – 5:45 PM (class 37: EXTRA CLASS), 5:45 – 6:45 PM (Class 38: EXTRA CLASS).

Click here to view the announcement.

How to make the assignment –> practical demonstration.

These two classes, combinedly, was the last class of this course, and also the last class of the whole BBA program of some students.

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