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Portfolio Management Workshop

The first Portfolio Management workshop in India for MBA Students

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Dr. Satish Vadapalli

Workshop Trainer & Financial Expert

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MBBS, MD

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MBA in Finance

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Certified Equity Research Analyst

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Registered Mutual Fund Advisor

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Author of "Financial Analysis and Portfolio Management"

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Visiting Faculty for Portfolio Management at IIM Vizag

Associated with: 

Rainbow Children's Hospital

BirthRight by Rainbow Hospitals

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Theoretical Foundation

 ✔  Markowitz Portfolio Theory

 ✔  Capital Asset Pricing Model

   Risk-Return Analysis

   Efficient Frontier Concepts

 ✔  Sharpe Ratio Optimization

Practical Requirements

 ✔  Excel Skills (Basic to Intermediate)

 ✔  Laptop with Microsoft Excel

   Data Analysis Add-in

   Financial Calculator (Optional)

 ✔  Understanding of Basic Financial Concepts

Workshop Curriculum

Our comprehensive workshop combines theoretical foundations with practical applications to provide you with a complete understanding of portfolio management principles.

We will conduct a financial workshop focused on applying the Markowitz Portfolio Theory and the Capital Asset Pricing Model (CAPM). The workshop will consist of several steps to comprehensively analyze a portfolio of 100 stocks traded on the National Stock Exchange (NSE) over the past decade.

The time frame of study- is 2013–2023.

Total stocks included: 100 from NSE

Excel skills: Vlookup, Index, Match, and MMULT

Laptop compulsory

1

Import Historical Stock Data

Learn to gather and import historical price data for analysis

3

Analyze Risk Metrics

Measure volatility and risk factors for individual assets

5

Build Covariance Matrix

Develop statistical measures for portfolio risk assessment

7

Calculate Portfolio Returns

Determine expected returns based on weightings

9

Optimize Sharpe Ratio

Maximize risk-adjusted returns through optimization

11

Incorporate Risk-Free Asset

Add treasury bills to enhance portfolio construction

Stepwise Learning Module

2

Calculate Returns

Compute daily, monthly, and annual returns from price data

4

Create Correlation Matrix

Understand relationships between different assets

6

Portfolio Weighting Strategies

Learn various approaches to asset allocation

8

Measure Portfolio Risk

Quantify the overall risk profile of your portfolio

10

Generate Efficient Frontier

Plot the optimal portfolios for various risk levels

12

Visualize Results

Create Capital Market Line and Efficient Frontier charts

Portfolio Analysis Charts

Our workshop teaches you how to create and interpret these essential portfolio management visualizations that will help you make data-driven investment decisions.

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Sharpe Ratio Comparison

The Sharpe Ratio measures risk-adjusted returns by comparing excess returns to volatility. Higher ratios indicate better risk-adjusted performance. Our workshop teaches you how to calculate and optimize this crucial metric for your portfolio.

Efficient Frontier Curve

The Efficient Frontier represents the optimal portfolios that offer the highest expected return for a defined level of risk. You'll learn how to construct this curve and identify the most efficient asset allocations for your investment goals.

Capital Market Line

The Capital Market Line shows the risk-return trade-off for efficient portfolios when a risk-free asset is introduced. This powerful tool helps you understand how to enhance returns through optimal combinations of risky and risk-free assets.

The first Portfolio Management workshop in India for MBA Students

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Dr. Satish Vadapalli 
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Dr. Vadapalli Satish
Consultant Neonatologist and Pediatrician, 
Rainbow Children's Hospitals, Chinnagadhilli.
 
MBBS (AMC), M.D. (Paeds), FNM (UK), MBA (FINANCE) 
Certified Equity Research Analyst (NISM-CFP)
Registered Mutual Fund Advisor (AMFI),
Author of textbook: "Bestseller"- First textbook in India on 
Monetary Management Textbook for finance Student 
India's First Portfolio Management Workshop for MBA Finance students- Trainer
 
Portfolio Management Workshop- Visiting Faculty, MBA Finance- A.U., IIM Vizag, School of International Business -
 
Past SECRETARY, IAP - Visakhapatnam
District Coordinator, IAP-NNF-NRP-FGM Project

Author: "Bestseller"—first textbook in India on Monetary Management Textbook for Finance and economics Student .

We will conduct a financial workshop focused on applying the Markowitz Portfolio Theory and the Capital Asset Pricing Model (CAPM). The workshop will consist of several steps to comprehensively analyze a portfolio of 100 stocks traded on the National Stock Exchange (NSE) over the past decade.

The time frame of study- is 2013–2023.

Total stocks included: 100 from NSE

Excel skills: Vlookup, Index, Match, and MMULT

Laptop compulsory

 

Stepwise Learning Module

Step 1: Import historical stock price data from NSE for the selected 100 stocks on a weekly basis.

Step 2: Calculate the weekly returns for each of these stocks.

Step 3: Extending our analysis over the past 10 years to gather sufficient data for our portfolio assessment.

Step 4: Calculate the unsystematic risk for all 100 stocks.

Step 5: Calculate the risk-return trade-off.

Step 6: Visualizing the results through graphical representations

Step 7: Create an optimal portfolio consisting of 16 carefully selected stocks.

Step 8: Calculate the variance and covariances of these 16 stocks.

Step 9: Comparing the risk-reward ratio

Step 10: Compare Optimal vs. all other portfolio

Step 11: Draw a capital market line (CML).

Step 12: Draw an Efficient Frontier line (EFL).

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SHARPE RATIO & PORTIFOLIO

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EFFICIENT FRONTIER LINE

Further, we will utilize (MMULT) functional tools to calculate portfolio risk and explore various portfolio scenarios, including:

 

1. Optimal Weighted Portfolio

2. 2% Optimal Weighted Portfolio

3. Lowest Risk Portfolio

4. Lowest Sharpe Ratio Portfolio

5. Lowest Return Portfolio

6. Equally-weighted portfolio

7. High-Risk Portfolio

8 . High-Return Portfolio

9. Low Sharpe Ratio Portfolio

10. Low-Return Portfolio

11. Low-Risk Portfolio

12. High Beta Weighted Portfolio

13. Low Beta Weighted Portfolio

15. Random Weighted 1

16. Random Weighted 2

17. Random Weighted 3

18. Random Weighted 4

19. Random Weighted 5

This workshop aims to provide a comprehensive understanding of portfolio management strategies and their applications in real-world financial scenarios.

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Here's a streamlined way to calculate stock price volatility directly in one cell:

  1. Input your stock prices in column A (let’s say from A2 to A11).

  2. Enter this formula in any cell where you want the volatility:

excel

=STDEV.P((A3:A11/A2:A10)-1)*SQRT(252)

This formula computes the daily returns and calculates the annualized volatility in one step.

 

same way i want to calculate annulaized daily returns in one step.

Sure thing! To calculate annualized daily returns in one step in Excel, follow these steps:

  1. Input your stock prices in column A (let’s say from A2 to A11).

  2. Enter this formula in any cell where you want the annualized return:

excel

=((PRODUCT(1 + (A3:A11/A2:A10 - 1))^(252/COUNTA(A2:A11)) - 1))

This formula calculates the daily returns, computes the product of the returns, annualizes them, and gives you the annualized daily return in one cell.

 

https://stackoverflow.com/questions/37639561/how-do-i-dynamically-change-input-cell-in-a-formula-based-on-the-value-in-anothe


For this kind of dynamic reference, you need the INDIRECT function. It takes two arguments INDIRECT(reference,style)

reference, a text string containing a cell, a range of cells text or a named range

and style a boolean that if omitted or TRUE, indicates that reference is A1 style, and when FALSE, the reference is using the R1C1 style.

so in your case you can use

INDIRECT("A"&C1)

FINTECH IN FINANCE..

LATESH ADVANCES..

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