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Building Stock Portfolio and Performance Analysis using Sharpe's and Markowitz Models

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Introduction:
Economic liberalization and globalization of financial markets have accelerated to the pace of Indian securities market. The role of securities markets in mobilizing and channeling the private capital for the economic development of the country has increased over the years. Introduction of computerized online trading and interconnected market system have lead to further growth. However, the huge success of IPO’s, public issue of many companies and disinvestments of PSU’s stake has proved this. FII’s have shown great interest in investing in Indian securities. Welcome change has been the active participation from retail investors. In this context, the security analysis and portfolio management has emerged as the most concerned aspect for rational investment, decision making. A portfolio is combination of securities held together as in investment. A portfolio tries to trade off the risk return preferences of an investor by not putting all eggs in single basket.
A portfolio allows for sufficient diversification. Traditionally diversification meant holding large numbers of securities scattered across industries. Many would feel that holding fifty such scattered stocks is five times more diversified than holding ten scattered stocks. However modern portfolio doesn’t believe in holding many stocks. It believes in having “right kind of diversification”, “the right timing” and “the right reason”. Markowitz was the first who laid foundation for “Modern portfolio theory”. He attempted to quantity risk. He provided analytical tools for analysis and selection of optimal portfolio. This portfolio approach won him Nobel Prize in 1990.
The work done by Markowitz was extended by William Sharpe. He simplified the amount and type of input data required to perform portfolio analysis. He made the numerous and complex computations easy which were essential to attain optimal portfolio. This simplification is achieved through single index model. This model proposed by Sharpe in the simplest and the most widely used one. The study focuses on finding out an optimal portfolio using Markowitz and single index model.
Objectives of the study:
1. To construct an optimal portfolio using Sharpe single index model and Markowitz model
2. To identify stocks and proportion of stocks to be included in portfolio
3. To find out the stocks to be sold, if existing in current portfolio
4. To maximize the returns at a given level of risk
5. To minimize the risk at a given level of returns

Number of Pages of Project Report: 73
Package Includes: Synopsis/ Project Proposal + Project Report
Project Format: Document (.doc)

Table of Contents of Project Report:
EXECUTIVE SUMMARY
CHAPTER 1: INTRODUCTION
1.1 IMPORTANCE AND NEED OF THE STUDY
1.2 OBJECTIVES OF THE PROJECT
1.3 SCOPE OF THE PROJECT
1.4 LIMITATIONS OF THE PROJECT
CHAPTER 2: THEORETICAL PERSPECTIVE
2.1 PORTFOLIO MANAGEMENT
WILLIAM SHARPE’S SINGLE INDEX MODEL
THE MARKOWITZ MODEL
RISK AND EXPECTED RETURE
THE OREGANIZATION
CHAPTER 4: RESEARCH METHODOLOGY
DATA COLLECTION
SAMPLING
SAMPLE SIZE
SAMPLING TECHNIQUE
TYPE OF RESEARCH DESIGN
ANALYSIS TOOLS APPLIED
CHAPTER 5: ANALYSIS AND INTERPRETATION
THE SHARPE MODEL
THE MARKOWITZ MODEL
FINDINGS
RECOMMENDATIONS
CONCLUSIONS
APPENDICES
BIBLIOGRAPHY


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