Investment Performance Analysis Course

Course Overview:

The Investment Performance Analysis course provides a broad conception of financial markets and theoretical issues of the command on the investment performance.

In conjunction with this course, learners will appreciate the characteristics of important stock market indices, the reasons for dual listing, the market microstructure aspect, diversification, and performance evaluation.

Participants will be exposed to various portfolio investment products such as shares, debts, options, and its derivatives and the application of those in poise and defense of a portfolio composition. 

The Einrbank Course also features tools of time-series models and econometric models, comparative analysis, and the management of a bond portfolio. It is well suited to more senior and more junior managers from non-financial sectors wishing to broaden their comprehension of financial products, and to people wishing to advance their abilities related to investment decision making.

Course Objectives:

At the end of this Investment Performance Analysis Course, learners will be able to do:

• What are the major market indices and how are they linked?
• What is meant by a dual listing?
• How is a forward rate determined?
• Can I profit from interest differentials?
• What is the role of correlation in reducing risk?
• How do I judge whether my performance in the market is good or bad?
• What are futures and options?
• How can futures and options be used to protect the value of my portfolio?
• What is meant by spread trading?
• What is the role of bonds in a portfolio?
• The difference between fundamental and technical analysis.

Who Should Attend?

The course is a broad-based one covering a variety of financial products in the world’s financial markets. Senior Managers with backgrounds in non-finance disciplines will find that the course greatly enhances their vocabulary and awareness of financial products. Junior and middle managers who would like to gain product knowledge before moving into a treasury or risk management role in an organization would also benefit. It would also interest individuals wishing to expand their own financial knowledge to assist them in managing their own investment portfolios.

Course Outlines:

An Introduction to the Financial Markets

An Introduction to the Equity Markets:

• IPO’s
• Market Indices
• International Equity Market Links
• Dual Listings
• GDR’s and ADR’s

An Introduction to Bond Markets

• Long Term versus Short Term
• Treasury versus Corporate
• Types of Bond

An Introduction to the FX Market

• The spot and forward market
• Exchange Rate trends and linkages
• Carry Trades

An Introduction to Portfolio Theory

• The link between risk and return.
• The role of correlation
• The Markowitz model of Portfolio Risk
• The benefits of diversification
• The Capital Asset Pricing Model
• Benchmarking

Derivatives Use in Investment Management

An Introduction to the Derivatives Market

• Futures
• Options

The Cost of carrying Model

• Cash and carry arbitrage
• Reverse cash and carry arbitrage

Using Options to provide portfolio insurance

Using Futures to provide portfolio insurance

Using futures to change a portfolios “beta”

Spread trading:

• Intra-commodity spreads
• Intra-commodity spreads
• Option trading strategies.

Bond Portfolio Management

• Bond pricing
• Bond Duration
• The term structure of interest rates
• The convexity of a bond
• Bond ratings
• Immunizing a bond portfolio
• Structured products
• Money Market Deposits/CD’s/Commercial Paper/Treasury Bills

Fundamental and Technical Analysis

• Technical versus fundamental analysis
• Yields and ratios
• Valuation
• Chartism
• Technical Trading Rules

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