SUBMISSION OF PROJECT SYNOPSIS AND GUIDE

ACCEPTANCEFORM
(To be submitted to the project steering committee)

PART A: Synopsis Registration.

I.

Student Details:
1. Name of the programme
Administration

2. Name of the Student

: Anuj Kumar Singh

3. Roll Number

: 1402000345

4. Session& Year

of

Business

: Spring & 2015

5. Name and address of learning Centre

Barra-2, Kanpur

II.

Master

I T POINT, HIG-11, D/S,

Project Details

6. Title of the Project

7. Problem Statement

:
A Report Portfolio
Evaluation & Investment Decision

Using the three risk-adjusted performance measures just discussed

to evaluate portfolios is not without problems. Investors should
understand their limitations, and be guided accordingly.
First, these measures are derived from capital market theory and
the CAPM and are
therefore dependent on the assumptions involved with this theory.
For example, it the Treasury bill rate is not a satisfactory- proxy for
the risk-free rate, or if investors cannot borrow and lend at the riskfree rate this will have an impact on these measures of
performance.
An important assumption of capital market theory that directly
affects the use of these performance measures is the assumption of
a marker portfolio that can be proxies by a market index. We have

used the S&P 500 Index as a market proxy, as is often. However,

there are potential problems.
Although a high correlation exists among most of the commonly
used market proxies this does not eliminate the problem that some
may be efficient but others are not. According to Roll, no
unambiguous test of the CAPM has yet been conducted. This point
should be kept in mind when we consider performance measures
based on the CAPM, such as the Trey nor and Jensen; measures.
A long evaluation period is needed to determine successfully
performance that is truly superior. Over short .periods, luck can
overshadow all else, but luck cannot be expected to continue.
According to some estimates, the number of years needed to make
such an accurate determination is quite large.
Most investors and portfolio managers seek to optimally construct
their stock portfolio in order to satisfy their investment goals.
However, the problem invariably remains which combination of
sets of portfolio must he select for him to get maximum return given
a level of risk. Or conversely, which sets of portfolio would yield a
minimum risk given a level of return.

8. Objective

To help the investors to decide the effective portfolio of

securities.
To identify the best portfolio of securities.
To study the role and impact of securities in investment
decisions.
To clearly defining the portfolio selection process.
To select an optimal portfolio.
To discuss the constituents of financial market.
To understand the difference between capital market & money
market.
To discuss the role played by different stock exchange.
To analysis stock market indices.
To differentiate MMI & CMI.
To describe importance MMI.
To measuring the portfolio return.
To measuring the portfolio risk.
To constructing the optimal portfolio.

To conduct a company stock valuation and predict its probable

price evolution.
To make a project ion on its business performance.
To evaluate its management and make internal business
decisions.
To calculate its credit risk.

9. Methodology to be used

In our effort to resolve the portfolio optimization problem by the use

of Markowitz
model, we shall make use of some statistical parameters such as
mean, variance
(Standard deviation) covariance and correlation matrix in Markowitz
model formulation. We shall also use Lagrange multiplier to solve
problems such as maximize returns subject to risk constraint

PRIMARY DATA
Data collected from Newspaper & Magazines.
Data obtained from the internet.
Data collected from brokers.
Data obtained from company journals.
SECONDARY DATA
Data collected from various books and sites.
III.

Guide Details:

10. Name of Proposed Guide

: Ms. Anjali Sigh

11. Guide registration No. (If available) : MBAUP0029

12. Designation

: Sr. Lecturer

13. Affiliation

: Sikkim Manipal University, DE

14. Qualification

: PhD (P), MBA

15. Total Experience

: 4 Yrs

16. Communication Address

Nagar, Kanpur

: HIG-12, D/S Barra-2, Ratan Lal

17. Contact No.

: 9648425542

18. E-mail ID

: anjalisingh.kpr@gmail.com

PART B : Guide Acceptance

I Dr./Mr./Mrs. Anjali Singh working as Sr. Lecturer with Sikkim

Manipal University, DE hereby confirm my willingness to guide Mr.
Anuj Kumar Singh Roll No. 1402000345, attached to Learning
Centre (code) 00918 (Name) I T POINT (City) Kanpur in the topic
A Portfolio Evaluation & Investment Decision during 20142016 period FEB/ 2014 to FEB/ 2016. I agree to this timeline and
also to submit the project status/ Internal Assessment marks to the
University.

Place:
Date :
the Guide)

(Signature

of

(Note: A Guide needs to get registered with the University if he/ she
is guiding a SMUDE project for the first time. Guide Registration form
can be downloaded from the University Website)
DECLARATION

I hereby declare that this project synopsis is an original work carried

by me and will not submitted to any other University for fulfilment of
any course of study.
Place:
Date :
Student)

(Signature

of

the

(*Filled in Application forms to be signed by both student and the

Guide. Forms must be scanned in either .pdf / .doc format and
submitted through the EduNxt students Login.)