Security Analysis & Portfolio Management
• The calculation of expected returns for individual securities within the chosen Index on monthly average (based on daily returns) for a period of 3 years.
• Calculation of expected returns from the market for the chosen Index on monthly average (based on daily returns) for a period of 3 years.
• Calculation of alpha & beta for the individual securities.
• Calculate the returns for individual securities based on CAPM
• List the securities which are most aggressive and defensive based on the above calculations.
• Plot the security market line (SML)
• Identify the securities which are overvalued and undervalued based on SML
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