The first Portfolio Management workshop in India for MBA Students

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).