Part I: Portfolio Construction and Management- Data Collection
State the objectives for the construction and management of each of the three (3) portfolios.
1. This includes your policy statement (why were certain stocks purchased), strategy, asset allocation, and industry analysis.
2. Implementation and application of specific and well-articulated portfolio management strategies; portfolio design, security selection criterion, initial and final Portfolio value.
3. Show a time series record including, price, value, cash, return, cumulative wealth, and profit and loss table with discussion.
Part II: 3-Portfolio Case Evaluation and Assessment
Data analysis and Critical Thinking for each of the three (3) portfolios
1. Compare P1 to P2 to P3. Which portfolio made the most profit or had the greatest losses?
2. Complete the following analyses of P1, P2, and P3.
A. Return of investment
B. Expected rate of return
C. Variance
D. Standard deviation
E. Risk return analysis
3. Compare the returns (or losses) of P1, P2, and P3 to:
A. The S & P 500
B. Dow Jones Industrial Averages
C. Russell 2000.
4. Use the Sharpe and Traynor formulas to evaluate P1, P2, and P3
Part III: Quantitative Analysis and Critical Thinking – Summarization
1. Accurate computation of statistics, use of quantitative methods, utilizing professional analyses and critical thinking; when comparing and contrasting the 3-portfolios.
A. Active versus passive portfolio management
B. Strategic versus tactical asset allocation
C. Observations of the 3-Portfolio Case Study
Reference Page: Include your research sources and significance of research information and data, use of APA citations
and URL links
FINC 340 INVESTMENT
Note: 3-Portfolio Case Study Term Paper – Overall Evaluation
1. Organization, format, and presentation of paper including title page, executive summary, table of contents,
introduction, body, etc. (Submitted on time?)
2. Writing, grammar, spelling & punctuation; methodology, explanation of all tables and figures
Use of tables, figures and other graphics with labeling to summarize and support analysis, quality of charts &
tables.
3. Logical and smooth flowing transitions and relationships among sections of the written report, with conclusions
and recommendations