Class History: Security Analysis & Portfolio Management (Summer 2018)

Course: Security Analysis & Portfolio Management (Summer 2018)

Total classes: 40 (23 regular classes and 17 extra classes).

Class 1

May 15, Room 601, Time 2:45 - 4:29 

What is Finance? Accounting vs. Finance. STEM vs. Business studies: advantages and disadvantages. Career opportunities in Finance. Freedom vs. skills. Value -- economic, market, book, intrinsic.

Class 2

May 17, Room 601, Time 2:30 - 4:00 

Values and their types. Asset and its classifications. Investment.

Class 3

May 22, Room 601, Time 2:00 - 3:35 

Approaches of valuation: top down and bottom up. Valuation theory. RRR. Investment decision. Dhaka stock exchange.

Class 4

May 24, Room 601, Time 2:00 - 3:30 

Capital market: how does it work? Time value of money. Present value. Relationship between present value and intrinsic value. Various types of fixed income securities.

Class 5

May 29, Room 601, Time 2:00 - 3:15 

Preferred stock and its characteristic. Dividend equalization fund. Mode of payment (number of payments per year). Math: Finding the intrinsic value of preferred stocks and making a decision based on 15 percent rule.

Class 6

May 31, Room 601, Time 1:45 - 3:15 

Perpetuity and its characteristics. Intrinsic value of perpetuity. Growing perpetuity and its intrinsic value. PVIF and PVIFA. Bond and its classification. Intrinsic value of a simple annual bond and applying 15 percent rule.

Class 7 (Extra), Class 8 (Extra), Class 9 (Extra)

June 3, Room B2-301,

Time slots:

12:00 - 1:00

1:00 - 2:00

2:00 - 2:50 

Calculations of the intrinsic value of a monthly payment bond. Bond valuation using shortcut procedure. Zero coupon bond. Selling at discount, premium and at par. Valuation of a zero coupon bond. Current yield and YTM -- interpretation. Current yield, approximate YTM, after tax current yield, after tax YTM calculation. Treasury STRIPS. How do perpetuities work? Comparative risk premium of a bond, a debenture, and a common stock issued by the same company.

Class 10 , Class 11 (Extra)

June 5, Room 601,

Time slots:

1:50 - 2:50

2:50 - 3:50 

Protection mechanism for bond, debenture, perpetuity, preferred stock, and common stock: sink fund, collateral, dividend equalization fund. Common stock valuation approaches. Calculation of gH and gS (math). Calculation of intrinsic value of a common stock using Gordon growth model. Mathematical problems on Gordon growth model: (1) both gH and gS, (2) only gS.

Class 12 , Class 13 (Extra)

June 7, Room 601,

Time slots:

2:00 - 3:00 (class 12)

3:00 - 4:20 (class 13) 

Multi stage Gordon growth model and its applications. Valuation of common stock using historical average P/E approach. Share valuation using industry averages P/E approach (shortcut procedure). 

(Last class before the Eid vacation) 

Announcement: Model test on June 27. Syllabus: mathematical problems of chapter 2 and 3.

Class 14

June 26, Room 601, Time: 2:40 - 4:10 

Review of the mathematical problems from the midterm Syllabus.

Class 15 , Class 16 (Extra)

June 27, Room 702,

Time slots:

3:30 - 4:30 (class 15)

4:30 - 5:35 (class 16) 

1st model test.

Class 17 (Extra)

June 27, Room 702, Time: 6:00 - 6:50 

Solution to the 1st model test.

Midterm Exam

July 7, 2018. Time: 5:00 PM.

Syllabus: Chapter 1, 2, 3.

Class 18

July 10, Room 601, Time: 2:35 - 3:35 

Sources of risk: nine type of risks associated with securities. The concept of risk premium. Arbitrage-free approach of bond valuation.

Class 19

July 12, Room 602, Time: 2:45 - 3:50 

What is return? Various types of returns: holding period return, average return, TTM return.

Class 20

July 17, Room 601, Time: 2:20 - 3:05 

The meaning of risk in finance. Various proxies of measuring risk.

Class 21

July 19, Room 601, Time: 2:35 - 4:05 

Measuring risk of a stock using standard deviation from month-end closing price. Coefficient of variation.

Class 22

July 24, Room 601, Time: 2:30 - 4:00 

Security market indices. Usages of market indices. Factors to consider when constructing an index. Unweighted index (math).

Class 23

July 26, Room 601, Time: 2:00 - 3:05 

Expected return and risk calculation based on a probability distribution of the expected price.

Class 24 (Extra)

July 26, Room 601, Time: 3:05 - 4:10 

Stock split and reverse split. Market value of a stock. Price weighted index and adjustable divisor. Math: price weighted index.

Class 25, Class 26 (Extra)

July 31, Room 601

Time: 2:00 - 3:15, 3:15 - 4:05 

Freely floating shares. Value weighted index. DJIA and its limitations. Indices of DSE. Differences between DSEX and DGEN. Beginning index value of DSEX and the reason behind this odd-looking value.

Class 27

August 7, Room 601

Time: 2:00 - 3:25 

Market return and market risk. Risk free rate of return. Market risk premium. Beta. An introduction to CAPM. Equilibrium rate of return.

Class 28

August 9, Room 601

Time: 2:15 - 3:35 

Historical alpha, expected alpha. Interpretation of alpha. Buy/sell decision based on alpha. Mathematical problems on alpha when market and stock related data are directly given.

Class 29 (Extra)

August 9, Room 601

Time: 3:50 - 4:55 

Calculate beta, historical alpha, expected alpha only from historical data of 6 months. Make buy/sell decision based on calculated expected alpha. Interpretation of the result.

Class 30, Class 31 (Extra)

August 14, Room 601

Time:

2:10 - 3:30

3:30 - 4:30 

Return of portfolios. Correlation vs. covariance. Risk of a 2-asset portfolio.

Class 32, Class 33 (Extra)

August 16, Room 601

Time:

3:00 - 4:30

4:50 - 6:00 

Constructing 2-asset portfolio from raw data. The matrix method of SD calculation of 3-assets and multi-asset portfolio. Determinator of risk in a portfolio.

Class 34, Class 35 (Extra), Class 36 (Extra)

August 27, Room 702

Time:

11:30 -12:30

12:30 -1:30

1:30 -2:30 

The concept of correlation. Efficient portfolio of two assets. Efficient portfolio of many assets. Feasible set. Efficient frontier. Math: constructing minimum risk portfolio only from month end price data, and finding the improvement factors based on CV.

Class 37

August 30, Room 701

Time: 2:00 -3:00 

2nd Model Test.

Class 38 (Extra), Class 39 (Extra)

August 30, Room 701

Time:

4:00 -5:15

5:15 -6:30 

Solution to the 2nd model test.

Class 40 (Extra)

August 30, Room 701

Time: 6:30 -7:45 

Systematic and unsystematic risk. Diversifying the unsystematic risk. Feasibility of adding a new stock in an.existing portfolio (math). Various measures of portfolio performance.

Final Exam

September 8, 2018. Time: 4:30 PM.

Syllabus: Chapter 4, 5, 6, 7, 8.

Course Details