Monday, July 25, 2011

SAPM Class 1 Summary

List of Topics For Calculations in SAPM:


1. Margin Calculation
2. Historical & Expected Return Calculation
3. Risk Calculation for Individual Security
4. Portfolio Risk
5. Valuation of Securities: Equity and Bonds/Debentures
6. CAPM and Sharpe Model
7. Portfolio Evaluation :Sharpe, Jensen, Treynor & Fama Net Selectivity



Introduction to Investment
Investment is the current commitment of money for a period of time in order to derive future payments that will compensate investor for
    • •The time the funds are committed                                                                                                          •The expected rate of inflation                                                                                                                   •The uncertainty of future payment
  • Features of Investment :
    • Return
    • Risk
    • Liquidity
    • Safety
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