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Unit 4: Portfolio Analytics - Coggle Diagram
Unit 4: Portfolio Analytics
Key Share $ determinant
(i) Risk
Statistical Measurement of risk
Standard deviation ⍟
Coefficient of variation ⍟
Behavioural Assessment of Risk
Sensitivity Analysis : Range
Probability Distribution ⍟
Types
(i) systematic
(ii)unsystematic
(ii) Return ⍟
CAPM ⍟
Portfolio Management Process
Define investment objectives
Create portfolio strategy
Choose investment type
Gather inputs
Build portfolio
Overview
Market Analytics
Components & Techniques
• Data collection
• Data cleaning and preparation
• Predictive analytics
• Competitive analysis
• Customer analytics
• Market segmentation
• Data visualization
• Descriptive analytics
Financial Screening
Identify influential factors
Fundamental and macroeconomic factors
Quantitative factor models
Quantitative Modeling
Ad hoc vs. structured methods
Diverse allocation approaches
Optimization for complex portfolios
Financial Analytics
Risk and performance assessment
Variability and model building