Security Analysis & Portfolio Management

Security Analysis & Portfolio Management
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•    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