methods of investment portfolio development
TRANSCRIPT
METHODS OF INVESTMENT PORTFOLIO DEVELOPMENT IN THE ORGANIZATION
Prepared by: Yakovlev Ilya
Supervisor: Belyakova Maria Yurievna, Docent, Ph.D.
Content
• Purpose
• Concept of investment portfolio
• Methods of investment portfolio development
• Development of the investment portfolio
• Conclusion
Introduction
The purpose of the research is investigation of theoretical and practical aspects of investment portfolio development in the organization.
Investment portfolio
• Part of corporate finance
• Capital formation
• Balance and diversification
• Hedging
Methods of investment porfolio development
• Sharp model • Casual observation of stock prices reveals that most of
stock move with the market index.
• Markowitz model• Development of optimal portfolio according to the
relationships between risk and return.
• Arbitrage pricing model• The purpose of arbitrage strategies is the use of the
differences in the price of securities in various markets or market segments with the purpose to make profit.
• Financial and industrial association
• Real estate development
• 10 mln rubles to invest in
• Securities portfolio
Sectors to invest in• Oil and gas
• Telecommunication
• Energy
• Consumer goods and services
• Financial
Investment portfolio diversification among sectors
8%
63%
19%
10%
Telecommunication Oil and gasConsumer goods Others
Oil and gas sectorBANE SIBN LKOH SNGSP TATN MFGSP
Return 0.04% -0.14% 0.04% 0.1% 0.05% 0.04%
Risk 1.7% 1.1% 0.9% 1.54% 1.54% 2.08%
4%
15%
63%
15%
2%
BANE LKOH SNGSP TATN MFGSP
CGS sectorMGNT MVID PHST DIXY ROST
Return 0,35% 0,01% 0,38% 0,2% -0,02%
Risk 1,7% 1,69% 1,69% 1,82% 1,9%
43%
47%
10%
MGNT PHST DIXY
Telecommunication sectorMTSS ROST AFKS TTLK
Return 0,16% -0,04% 0,14% -0,13%
Risk 1,12% 2,03% 1,33% 1,54%
88%
12%
MTSS AFKS
Risky SharesLVHK MSST RLMN
Return 0,48% 0,48% 0,34%
Risk 1,58% 2,77% 1,97%
63%
37%
LVHK MSST
Setl Group investment portfolio
MGNT; 8.22
PHST; 9.04
DIXY; 1.83
MTSS; 7.05
AFKS; 0.89BANE; 2.01LKOH; 6.67
SNGSP; 43.65
TATN; 9.3MFGSP; 1.33
LVHK; 6.31
MSST; 3.69
Conclusion
• Organization should always consider portfolio from its particular side, by making assumptions, changing rules, principles and even by developing their own ways to gain.
• Methods, principles and models of investment portfolio development should be adjusted
• Portfolio should always be managed and reconsidered
•
Thank you!