📊 Portfolio Evaluation: Sharpe, Treynor, and Jensen's Ratios Explained | SAPM скачать в хорошем качестве

📊 Portfolio Evaluation: Sharpe, Treynor, and Jensen's Ratios Explained | SAPM

Welcome to our in-depth video on Portfolio Evaluation—a crucial concept in Security Analysis and Portfolio Management (SAPM). In this session, we break down Sharpe Ratio, Treynor Ratio, and Jensen’s Alpha to help you understand how to measure portfolio performance effectively. What You’ll Learn: ✅ The significance of portfolio evaluation in investment decision-making. ✅ Step-by-step calculations for Sharpe, Treynor, and Jensen’s Ratios. ✅ Key differences and when to use each metric. ✅ Practical examples to connect theory with real-world application. Key Concepts Covered: 🔸 Sharpe Ratio: Evaluating risk-adjusted returns using total risk. 🔸 Treynor Ratio: Measuring portfolio performance against systematic risk. 🔸 Jensen’s Alpha: Determining a portfolio manager's skill in generating excess returns. Whether you’re preparing for competitive exams like MBA, CFA, or NET, or you're an aspiring investor aiming to enhance your portfolio analysis skills, this video provides all the essential details you need. 👉 Don’t forget to like, comment, and subscribe for more SAPM content! 📥 Share this video with fellow students and professionals interested in portfolio management. The example discussed in video is: The details of three portfolios are given below. Compare these portfolios on performance using the Sharpe, Treynor and Jensen’s Ratio. Portfolio Average Return Standard Deviation Beta A 15% 0.25 1.25 B 12% 0.30 0.75 C 10% 0.20 1.10 Market Index 12% 0.25 1.20 #SAPM #PortfolioEvaluation #SharpeRatio #TreynorRatio #JensensAlpha #InvestmentManagement #PortfolioAnalysis #MBAStudies #CFAPreparation #FinanceLearning #RiskManagement #portfoliomanagement #correlation #sapm #expectedreturn #finance #financestudents #covariance #investingtips #beta ------------------------------------------------ Instagram:   / manishtanwar.in   Instagram:   / adityaclassesbikaner   Website: http://www.adityaclasses.co.in ------------------------------------------------ Please Note: All these videos are targeted at beginners and hence complicated concepts are left out of discussion, without actually having any affect on the ultimate result/analysis. ------------------------------------------------ Learn-from-home video lectures by Manish Tanwar, Mentor at Aditya Classes Bikaner, and Professor at Institute of Management Studies, S. B. J. S. Rampuria Jain College, Bikaner affiliated to MGSU(Maharaja Ganga Singh University, Bikaner) and BTU(Bikaner Technical University, Bikaner)