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Portfolio Management Workshop
The first Portfolio Management workshop in India for MBA Students


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
Import Historical Stock Data
Learn to gather and import historical price data for analysis
Analyze Risk Metrics
Measure volatility and risk factors for individual assets
Build Covariance Matrix
Develop statistical measures for portfolio risk assessment
Calculate Portfolio Returns
Determine expected returns based on weightings
Optimize Sharpe Ratio
Maximize risk-adjusted returns through optimization
Incorporate Risk-Free Asset
Add treasury bills to enhance portfolio construction
Stepwise Learning Module
Calculate Returns
Compute daily, monthly, and annual returns from price data
Create Correlation Matrix
Understand relationships between different assets
Portfolio Weighting Strategies
Learn various approaches to asset allocation
Measure Portfolio Risk
Quantify the overall risk profile of your portfolio
Generate Efficient Frontier
Plot the optimal portfolios for various risk levels
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.

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

Dr. Satish Vadapalli

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).

SHARPE RATIO & PORTIFOLIO

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.

Here's a streamlined way to calculate stock price volatility directly in one cell:
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Input your stock prices in column A (let’s say from A2 to A11).
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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:
-
Input your stock prices in column A (let’s say from A2 to A11).
-
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.
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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