VI Semester BBA
Security Analysis and portfolio Management
Section A
2X2 = 4
1. What is industry analysis?
2. Mention chart used in technical analysis.
3. What is the formula for Sharpe’s model?
Section B
8x2= 16
1. Explain Economic analysis in detail.
2. From the following details comment on the performance of fund as per Sharpe’s index Treynor’s
and Jenson’s index.
Fund
Return
Std deviation
Risk free
rate of
return
7%
7%
7%
A
12%
18%
B
19%
25%
M(market index)
15%
20%
Rm = 15%
3. Explain the difference between fundamental analysis and technical analysis.
Beta
0.7
1.3
0.1