More Related Content Similar to Investment management Similar to Investment management (20) More from dhiraj.gaur (20) Investment management3. Portfolio Details (Contd)
Range of Study - 14/05/2009 to 05/06/2009
Historical range – 21/05/2007 to 05/06/2009
Diversification into heterogeneous sectors
4. Returns of Stocks
Reliance Bharti Infosys SBI L&T
Return 0.10 % 0.05% 0.01 % 0.24% 0.07%
Simple
Avg
26% -3% -13% 35% -13%
Sensex 0.04%
Simple
Avg
4%
5. Efficient Portfolio
0.1 0.2 0.3 0.4
Reliance
Industries 22% 41% 38.8542% 36.9426% 35.0309% 33.1193%
Bharti
Airtel 19% 12% 12.4762% 13.1956% 13.9150% 14.6344%
Infosys
technologies 36% 17% 18.4277% 20.3404% 22.2531% 24.1658%
State Bank
of India 17% 28% 27.2616% 26.1108% 24.9600% 23.8092%
Larsen &
Toubro 7% 3% 2.9802% 3.4106% 3.8409% 4.2713%
Return 0.00080926 0.0012 0.00116093 0.001122 0.001083 0.001044
Varience 0.00068715 0.000926 0.00089511 0.000866 0.000838 0.000811
SD 0.02621349 0.030434 0.02991847 0.029421 0.028943 0.028485
7. Name of
Company
Today's
Price
Investment
%
Amount
Invested -
Proposed
No of
Shares
Bought
Amount
Invested -
Actual
5/6/09 Price Diff Gain/Loss % Return
Reliance
Industries 1908.95 20% 200000 105 200439.8 2212.75 303.8 31899
Bharti
Airtel 764.65 20% 200000 262 200338.3 826.75 62.1 16270.2
Infosys
technologie
s 1567.2 30% 300000 191 299335.2 1698.9 131.7 25154.7
State Bank
of India 1267.35 15% 150000 118 149547.3 1817.65 550.3 64935.4
Larsen &
Toubro 946.4 15% 150000 158 149531.2 1519 572.6 90470.8
TOTAL 100% 1000000 834 999191.8 228730.1 22.892%
Varience 0.002574501
SD 0.05073954
9. Name of
Company
Today's
Price
Investmen
t %
Amount
Invested -
Proposed
No of
Shares
Bought
Amount
Invested -
Actual
5/6/09
Price Diff Gain/Loss % Return
Reliance 1908.95 33.119% 331193 173 330248.4 2212.75 303.8 52557.4
Bharti 764.65 14.634% 146344 191 146048.2 826.75 62.1 11861.1
Infosys 1567.2 24.166% 241658 154 241348.8 1698.9 131.7 20281.8
SBI 1267.35 23.809% 238092 188 238261.8 1817.65 550.3 103456.4
L&T 946.4 4.271% 42713 45 42588 1519 572.6 25767
TOTAL 100% 1000000 751 998495.1 213923.7 21.425%
Name of
Company
Today's
Price
Investmen
t %
Amount
Invested -
Proposed
No of
Shares
Bought
Amount
Invested -
Actual
5/6/09
Price Diff Gain/Loss % Return
Reliance 1908.95 20% 200000 105 200439.8 2212.75 303.8 31899
Bharti 764.65 20% 200000 262 200338.3 826.75 62.1 16270.2
Infosys 1567.2 30% 300000 191 299335.2 1698.9 131.7 25154.7
SBI 1267.35 15% 150000 118 149547.3 1817.65 550.3 64935.4
L&T 946.4 15% 150000 158 149531.2 1519 572.6 90470.8
TOTAL 100% 1000000 834 999191.8 228730.1 22.892%
11. Conclusion
Returns from the efficient portfolio and actual
portfolio are quite close and hence the
securities distribution in our portfolio is close
to the most OPTIMAL one.