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    SAPM NOTE

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    3 views45 pages

    Sapm Note

    Uploaded by

    sumit vishwakarma

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    of 45
    =| Risk Relisa. Reluyn in _f to 10 yeor expected Rel. Sjundord deviation 2+ Risla i =|) Comememmt. =) Gite Pt EX Pom > Gtomemn}t Tave shmenst =| Ghosiclertics [of tavestment hiquidily =~ eeisily selec pot aX Time Period Proreduee. = Economic cadition. {gelatine at Lotneo aden cs Calbia) ase Tocxense_in Shove. “Tran sfesabl & VE OD] Voriuble Tncesme — Secunilies (A) Eouilys Shame. Growtwi Share oa, Cs SR eM EES Chem te Defensive Se Everest Voll fallse. Sa" mucl tel weer cites ted bye cyte eydical ~ Beeeculaives — which yoludile change Psite durary dey ay Fixed ca Seas IS 2) | bee cet Secumties Gp) (Psi | NSCS Posts Se ee Se eae eee =| ee ills sigan at discound Commencial fae) +Reee) ats actual value eM a: [od Aisi imedisRotumd Sisley Equity = bighs ‘Qiste’ high -Relurn. Portal PEE TESA Ds VE market capetalizesiog = Cae ee ae Wo of Hae x macumrent merle rN pace. gute REE | | Bie FD = Tenline 5 Yeon OSS So mutual Fund tox saving PPPs Re RaUusia Post office eatin 3 scheme =kishan Vile MEd ich iw’ NEE = S660 UP to spo00 tax sxelief Na tionerho Fenton cunt: : x | Asset Alacer ga IED, Gold, fife imesiccilrover) i Retirement Bienvenue Ken Umdbiman Willen cama cl Scheme, muluc| Pind, Stor ss esos Tulle at hegninng of years. =) hiet feel s= hong auocclron vee ar =)| Dungmic = Chernge lcm onerskere opie S high ES. aa wot Yearly Intro : 409000 da {Pst ae a ' —j—Sxtense. sci 55 L 5 SSLaiorl i = ! ~ [ $n | Gouna (a . TOT, Ln x : Equrty, lov. 20. Col lodoo0 Teom Play) MOE Es | stees of Sper Molin Manugernent - Investment Palicy : ecuaity Gnalysis Jalerti on Poneto lig) can strittinn |. (eT does Co4+ folio a = Revision f | | Intetaste ayeilue = Fie value : SIonorlitet veline =! Vaiwe sort nicks Ls One a PiBeo: Comsent | medthad a one ie | ee DCF = Discounted cash flocs a y Reig! FO = a4 which shave Issued - denommation Book > wet worth. Poge a Maret current market . of LnSi. ia eee & fe marie} Based =e of shee [Sales Bee. Can pare to ciment mop of shure th) NAV = at closing : af * 0 & Tsim Risk = Slandard aevictlian Rehren Ssmeaine 15 My, Thy pessaf Rist = markabanfiectectonall, jd; jet 5) Par ticu lode POSSI N= ny Period = Ending Value of Jovesinnernt Reka ‘Beinning value of Jnvestment Ans in Ratio Tn times 1 (i pe Ay oa fa eS x [a Pevied yield Chey) HAL = way WR ak ‘ HPA Sinso nS Daal ihees L _G@) @ | mead Histovical. per 9 > i OF fa} u on D1 Arithmetic 2 Surge gf Holdies Pewiod sields mean (Am) Naot “Enwestes yecites = Ene = Al reoreu nic, Saeco mean CG) = OWL iod_Ret — : egos ae __ ©)| Expected iReburent = Fey GH eae nel ukeeex Gay = CP xR) Hox Rn ye Chg x Ry) (Pn x Rn) s}E yay =. .6CP DCR), BQ Real qnd fatal le aute of ohne 4 Qisk Pree Rule = minimum gis secunty FD | Risl& Prevrnj un NRERO = CIP RRER) x C+ ExAred Inflation pele) : ny Crow “| RRER os Wah veer) al s a x | MeaStnd ng Ais |e © vyaronce yah ty. inat Oy Stundard deviation — © (o effitiew! of variation = ey ‘= | meaning Risk for hislernical Rehm So eaeeN Sis IAS) SEC Heys) Sg sas 3 = holding Reriod Gieldiduaing Remiad i : ee Gxpecled Reka || { = ees Eta g [sal crane eee Fe Casi Tollveni ces ead pee Seen So ES F Ques Ste SOB, 6. of- Retin l. UpE(R) petrpa Gxberted Aute of Rel i abSilute Qiste 1 |S Digs = absolute Aisle >>) Ci = Relative: Rigves * ¢ Of Risle - C19! Systematic. == eee of company, =a fifech call fexchor i (A) mendreb —Risie b> hftertian Recession 9 niu +) Stocks market ps dacs >) mare ee akc se ll mastabily’ . 5 ) Teel SE Qis Ie (Ae Geng d_ fOr Pale (oer) = Lae foyer by : cynd Jrcreorse. Profit- oy \rfceveysu tre Peale With, | | cogt Cash = oRaay Melia Ss oe high diver foo) i+ ‘Paice of Paer die rens|) | Rise. 20 U fe Qisk--= | affeck tot fam Paved) fon\ due to comean G | Sndain | cs ean ba (PA Gussiness RISK asian cin Infernal Risks t- Seevt x Lc) Gesell Bisssiness | ais :- eS Marhet+ Retuay = Rm Stockh Relumm_= Ri ce ey <7 ° foxcerck camelhig BFR se Se tees, maritet Return Rim = MazRet Refumm o@p FeReliorn amo: niin ow One Pecfed =| > Slock Reta. D ee tiem Jy th market Pelum Pings 1 Je ey om {LL Gimae es A caoclly ay. ff 2 i mariiel Retum. # by — 14- =| OBS 4 pork a — Pubyutess than Lise HH | Poke RP tay 49 =) 7 ae Sileskaa (heey Mariel Rehyar. + q b= C Reo shes) CRI =D 4 & Cam =m) [i Git nae Une hE erin = See oe Annual Heys » Annual MER = 4. SRR al pte a Ores | 07. Ip O32 x10 0% dt ea Ending Varle © S31-400 phen. 2S HeRel Serine ioe = a Fa yin po SOD i SEES : © Theease by 0-5 FimeS LHeY 2) AnnucilifPQ oti net i hah Sy rei et ior 9 Sa xo aOR: ue 4 val ending Value 460 Rs SEVEN dite cO 0. fo Bcyn ing {Ooo Hine. a Cr iene CNS 00125777 In yetld 4 convert, Hem not cnuert In J as Alnniaes| Im i= [VO SEW tester gpl 25 OPe No. XE é ep Annual Heys 4pR = 4 (iene: Giese EQ (4 Be — De ae Beagning BOio ou Cydia = = 2s oF [4 x (00 = (ete eR = pesmmng= Gydin erat | Sy -Besning 4 _=106 se 2 pric “frmual HOR = “SY pies i TISaan Heys = CHAR = Me — 7 ; a Wao a ries SOC te O2ESi4g x too | = PESO sf < Ques] Years (ree Gav ; fag) aiepshs “ALI 4 B Ws Sr tond 3 laymieo.c (lOve coh _ee ler By eu Herm — HRY I loo Wo Woo fh ISe OLS 2 Ns ae 120 0.20 aS (3% ae NS O56 sss 170.29 01 Salle Os $9 LEE Seah RISK Pointof viet Less RISK See = Ceitoyy 3 = 4 mie eer Te x06) 3 ~y SUAS SO) Ie S60 S35 592 ore Se) = Hey ueZt} year Siode tT! Stacie IS. 0.0% 00% COLO Spal ery 0 4 =A OLISES SEL GUO =) Fah ods SR Rr = 2ey N AM: i L = OpP Ak BGO2= 0.0340.) a = TOsG (seas Wile a6 : e's = 6.0% +0-03>9 - 0.0) +0-02 0 64 — Py bldsts moO OUtGre S45. bt ee Rie aes oo £ ( D amthmesic mea stoc|¢ sh jss Preferc: ble CRD. Sterndard devicrbicn i ’ St Gp. Olas ES eng Rr = R 2 a (eaba a Rr (Re =Ry) Chea) = yaa, © Hors 37 | 6.14 One gO .o t= Z. 00% G.026 < 6.0006 Zee) si OBR Te @.004% @ 0302 — =)03 = OORY ore 9 0040 Meee .046 00063 < 0.06542 a oo =| Srp ee 1GRE eS a \ = ld SS lOr 046539) Jovi RNS = Fax OF Trad cm Se SSG Te Stock 6. Ria = 0. O16 : Yeary a SORT Conca) | ay O10 6y 0.0040¥¢ a 0.03 ciety = O.-000 (9G) ‘FSO ROF ONG G.ON236 q Eg O21 “O3G0U\ =~ GO: Fo0016 e Oo4n O Ody O.000co#C a : Oo) 612. AOS sy OGEg SS 4) ’ [ aire { SC Pai ; Weary: = e ba] ee aC ee Ht spebe OE EOE EE Gelect lLeaser cv. as It Sive, leas RISK = ewer te Hey pao HOU HR Heya NPR. +! a At oo | OY oe Fe Fe - Gy, Ober On| eine On POs gis | f) Sor ieeame cis 0.0 A __| Geometric mean - = (Tea) ~ I Que & Hw. 3 aee d eS } Geometic mean B= C HER — J 2 (oe x 1o3xoax Lop x Lou) R= ¥ 3 = (} 943 or See Olas ee fea ee) = i= nV Due 4 by) x fe & Na fiz Engen) SA saa. = R=0OPSTRS ~ og: QO: = 931425 |9.02q4|0-0044 OSE Qo |£.0.0725 10 0052|g.00¥ Qe 3 St ©0355] 0.0245" o .000F |O-0002 Oo. 2SR O.0625| 9.1445 [003154] 0-004 ¥ 3 C | G.0# Cc | 0.010 Reduoniec = 1 (AUOO es = SACHIN Pe Que aoe ab 9) pha y VYumance, % nak Convert fda OT x Standard devieition man be convent < => ¥ Ne ———; | ExPe) ed. —— a ters Had oe / oa nlc, SVONO (GG 25a : x it \ \ yieewas = ‘Cm oe Vo-omaue ) Pew coe 12. F440 ap een Eine a.. eae ee Ri = Hey Relurre aoe N Expected na =H Epi OR co EQS (neo r C. Saanl(Opn Toie: Rm | Ri (Rm= Rm) CRy= Rw” GRi- a, Qn Ban Ra=oe RSs (Pasi) Onl = Oey 002 9.0] Gi Bes} QGs 10.6 0 IGG nn oie 2 0 one 104 =6.} On! aot 0 Oooh (Qe O-2 ln cODYy 0.04 9.4 |0-5 Ons G o Q.0y Cure aye Ome, 60.4) eeniee cO2.0n 00 (a 5 © 9 G.0 0.08 0.6 Oo OAS 2 (gees Si Shima.) NG —= S = ECRrs Rye) GRiee yuk CORE Rs e O12 | wa if Smee Ow rss Kk K =) RS =06 Cem ao CR SreEsoe oe Gc i |e o kn) Ri v ¢ = 0-05 C40, #5 (RWW) 1 Ri Re 5 dos OF ECMO =) 0.05 $102 45°C 9.62) BAO. O'aSe Comm - mMPUPET Actes Aele, cS (a a <= - , = oF p+ pficrtion Rafe eae sa! i t+ a.0¢ - Ss (ward oT | Reorl Retin = 8. F -f- “auei5 | Real Relea 0 fon —_ L+ In fied ion = (te os oF f+ Ol Sail nes wiz 1 o%¢ —4 SSE ON Gea aE vhs =) Quele | 4 Cvveni wo! i = _ fesnining value = = saa Se Pe | = > Eo = Teee== ee inet | Real Refuse. = + wamninal date =—E: Sa Se eae aS EP Oracass ys - IeePong ” mecca) a, Sas Cea ee = O14 se See f= OY eee a ee Module~ 2. = ee a <= Shek felinen cad Aisltuand ‘Coit i (Mort ouj te Mddel # | Petfelin~ Reluoas = sore 5 es Eis = aw Relincn nal Pook {lio py bei i= Paotrtion of -flrids Invesiéd mo coch. See (id Pages Sea Rela adieu Seca} # Cadel Aisle. ai galicy ares one. Fives Risk Reknm. in Oppasite dlixechion eusily relata Diffemenie: Police) Co-welation = Ranges Covcac) = & (Ra —Ra).CRa ae) a N (ov AB = Covariance Scan A an Re = Rehm son Setitrify AE = | i BA = Exeeded Refi: £0 =4 =o 6 = € Gi Re =. Expected: Reta! to ecumts Ba ce ee ee eons eae =) ee meen hatin sll ga. Ss Bi esi dea use ail ido Jaton, CG eH! Movement meuch.— ee = Xe ta} Mia On kee + 2XA XS yas rATe aphex = (2x0 xp Gian) > XA = -fexcevtage nk otal petal Portfolio fy Stocly AL Sop = Standard. deviation of of Xe = Percentage af tofal Matfalis Value £ ~imestack si Oe = n Riot |r = ee rat [less 1S cGroed, a Porbfolig Rista: - for Ss Securities; Ox INO op = S _ KG Ky Fi ae ya Mis Bastar a ashe rade Le. PAS = pty coal secumty iC BieE VO avo. 2B Secim OD an XA ORE KA Eat y Ke 2 XAG Gy 68 #2 tea Bc. hot 1X A Be Sovea. : > bi Minimura Aisha phen ye ~7 did NOY ; Con tool. RTE Dives (Fic wt den: Minimize PTI Te art Sure = Teed we-Relu of Sec unsy LR ESE Be Y We= Relym of Vert fell? aes ri QAO ER pee Any vers i sn Os = WA Fp Ra Boe ieee eile [q_2Js | a f " 7 =| ee 1 | al : a Priel @iske Cucminaeo) Aes Bs Xe gee i Mama PE CINK Tt Boe, Q.. selos )o Cla) = 4nC0125) “Cae to2 Cogs Yito.25) C2 Gq) 60.6) ao SA2TaC/UY WP OuGees * LOO | + @S 946°C ly) ane 166 } ‘ | ee eNOS oy Fe GS Ps Je SD GIO = TGR CMei Sf tafe Pont NO% caonuemt Vermane in to Bottom (/ne (= =) —— (| pits es = josie LS eu = Tt GO, Sou.Fa CTO) 2 = 0238 RESO aN or = axe Ff 6 Xy52s Es OX 13+ oo xtt = 7o NEN Re 2 soph DK epee XPeee xe + XX OFT B11 9 = GacVon™ GaoF C24) “+ (o.40'03).('13) C24) (0.65) SOMITE SO OT ED th Dyes (51) (pan 0 OFC (2B 1s) $0. Mie 6SCh EON psa) it } L WoO} que 3,4 ,S- | Ne | ues = = | Av @Rxd, yeore| Roc Ry BeBe (Rc Re) (Ry=Ry) (Rye oe (RyRy) 4114. Rite ee Ne cp. re #04 li yh, {6 fee cae ote SS. 7g =2.0# 3 ac) IB 43% (1.0554 oO oO © is 1 4B 1e ee |S0: 4B ae aan Ry = £R eT) eh (= Aso WN Sa Ry = ERy - Bee ee tS WV a Suara A ane BCS bh a Rr Holis Refucon, Lee a es 2) foaud cere) + 6.6 CUS) a Wi oS Loe Ce Sey eye + = Z Ye XY Tus y Wey tou ho. ua) + (Coe) ast ae We) (24D 2.45) Co 33)) = Gite C2800 + 36 166. 0025) 46.4) (2.683) _ = i las =e ek ze 2 + pes Vas OP SI 920.310 eS 10.4 a i Ngee en) I/Ry “Ra | “eoe] Ry Ry (Rx~Rx) (Rx Ry (yey) (ay-RY CRy Ay) as | f Tease Lag CVC Ea eee O56 1996 |-lo 13 -J6-4 en -9 3.6 M94 (ae ic ele [Sie SB SAS FD Gales 5 [S215 CCRC Camm gw elon circ [pi aaa a RTO 2 SeRy se S20 sy Be [Ola . eS) n eRY S33 104% G4_-f= f Ss) PEON cope! ay Se f99 FF [ECR A) sar & (Rea) Vay TSS oe fs 2. 10.4 17 leauge Bethe stack dill be makoo 10$& mot painimize 06S : ss @:s05 0:30 gilotwos a Q (RL 2 7S6 ay : 214 SE } (33 Iso. = e FO a G50 \cand Glos) a aoe C1) + oe 2 ae at 4 ©: Nes Se) + vi Dita 694) 4)-C613)Go. Scar + ©-36) Go: 20 ( Io) | (onl pic gs 432-56 +564 2 SGP SBT Do sot Se4t ps Nien eee lor AA. oS yncuieges Hey (GU ~1\XI00 a Bune 7 [vv alte. deat: Yi ae Ske Se Sie ae $ Wh ye ee =6. 3% Ry 2A Sed aan ang ae eA | Porfolio at Re = = Ex fy i P= GSM) 4G me C3) E - ) C@.4d) ca) | ad “S [3a Peep x cy [Paodfotin Risk io A ‘ St ; 5 20! \ ak cist a uy €9.2)G Ja) oe Fs, = Oxy fou guy aa UES xy Ie Tey Ev re s Fy2 XTY Xog — Vie i ee ss alee tas 2) SSF ue Ps GUO. < = (Ke Pao hiea he es) Oxo) ees. 6.05 =\0 SQ ey GS i

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