ASSIGNMENT: 01
Course Code: FIN425
Course Title: Investment Analysis and Portfolio Management
SEC: 01
SUBMITTED TO:
Dr. Javed Bin Kamal
Assistant Professor
Department of Business Administration
SUBMITTED BY:
Abdullah Talib
ID:2016-2-10-147
Date: 30th July 2020
Answer to the question no: A
Monthly Data and Market Return of DSEX, DSE30 and DSES given below:
From 2016 February 16 to 2017 January 16
Date
Indices
Market Return
DSEX
DSE30
DSES
DSEX
DSE30
16-Feb
4511.97
1722.85
1099.78
16-Mar
4357.54
1648.95
1052.14
-0.015124821
-0.01903998
16-Apr
4195.7
1612.34
1025.15
-0.016436955
-0.009750859
16-May
4419.39
1745.81
1091.87
0.022557901
0.034540348
16-Jun
4507.58
1770.82
1110.84
0.008581115
0.006177442
16-Jul
4525.35
1770.28
1109.1
0.001708731
-0.000132455
16-Aug
4526.58
1735.36
1097.48
0.000118026
-0.00865238
16-Sep
4695.19
1778.7
1125.86
0.015882971
0.010713122
16-Oct
4592.18
1733.43
1100.04
-0.009634269
-0.011196397
16-Nov
4801.24
1775.34
1140.59
0.019334513
0.01037523
16-Dec
5036.05
1810.91
1191.87
0.020736618
0.008615329
16-Jan
4568.34
1993.15
1268.28
-0.042331614
0.041643117
Explanation: In case of DSEX, as we can see from the graph that price raised at the end of the
year 2016. The opening price in 2016 February, 16 of the DSEX was 4511.97 but by the end of
0
1000
2000
3000
4000
5000
6000
1-Jan 1-Feb 1-Mar 1-Apr 1-May 1-Jun 1-Jul 1-Aug 1-Sep 1-Oct 1-Nov 1-Dec
2016 February 16 to 2017 January 16
DSEX DSE30 DSES
2016, December 16 the closing price was 5036.05. In case of DSE 30 and DSES both index
prices was stable but didn’t raise like DSEX.
From 2017 January 16 to 2017 December 17
Date
Indices
Market Return
DSEX
DSE30
DSES
DSEX
DSE30
DSES
17-Jan
5468.34
1993.15
1268.28
17-Feb
5612.7
2025.83
1305.64
0.01131632
0.007063014
0.012608303
17-Mar
5719.61
2090.76
1303.72
0.008194587
0.013701184
-0.000639119
17-Apr
5475.55
2016.14
1263.91
-0.018938668
-0.015783497
-0.013468178
17-May
5403.12
2005.19
1251.39
-0.005783136
-0.002365156
-0.00432347
17-Jun
5656.05
2083.8
1296.74
0.019868627
0.016700504
0.015460227
17-Jul
5860.65
2143.51
1315.2
0.015432546
0.01226948
0.006138893
17-Aug
6006.43
2138.73
1322.1
0.010670634
-0.000969553
0.002272505
17-Sep
6092.84
2177.62
1345.86
0.006203353
0.007826135
0.007735581
17-Oct
6019.53
2168.03
1316.25
-0.00525719
-0.001916809
-0.009661502
17-Nov
6036.86
2270.14
1381.51
0.001248521
0.019987354
0.021015649
17-Dec
6244.52
2283.23
1390.67
0.014687957
0.002497021
0.002870053
Explanation: DSEX index had a good year in 2017. Its price raised quite significantly in that
year. The opening price in 2017 January 17 was 5468.34 and closing price in December 17 was
6244.52. Though priced went down quite a bit in may but it went up next month. DSE30 and n
DSE shariah price also raised in a parallel way. It was a fruitful year in DSE.
0
1000
2000
3000
4000
5000
6000
7000
1-Jan 1-Feb 1-Mar 1-Apr 1-May 1-Jun 1-Jul 1-Aug 1-Sep 1-Oct 1-Nov 1-Dec
2017 January 16 to 2017 December 17
DSEX DSE30 DSES
From 2018 January 18 to 2018 December 18
Date
Indices
Market Return
DSEX
DSE30
DSES
DSEX
DSE30
DSES
18-Jan
6039.78
2238.65
1398.48
-0.014477941
-0.008563463
0.002432174
18-Feb
5804.94
2146.38
1361.05
-0.017223384
-0.018279587
-0.01178218
18-Mar
5597.44
2106.02
1314.65
-0.015808288
-0.008244122
-0.015063934
18-Apr
5739.23
2143.55
1324.95
0.010864182
0.007671127
0.003389344
18-May
5343.88
1975
1238.31
-0.030996932
-0.035566518
-0.029370109
18-Jun
5405.46
1959.95
1263.79
0.004975961
-0.003322108
0.008845535
18-Jul
5302.64
1881.46
1251.18
-0.008340514
-0.017750003
-0.004355121
18-Aug
5600.64
1960.72
1269.61
0.023745514
0.017920589
0.006350541
18-Sep
5368.96
1889.71
1239.07
-0.018347489
-0.016020418
-0.010574492
18-Oct
5284.13
1878.04
1222.49
-0.006916675
-0.002690323
-0.005850527
18-Nov
5281.25
1862.56
1223.47
-0.000236767
-0.003594566
0.000348009
5385.84
1880.78
1232.82
0.008516721
0.004227726
0.003306347