#9 SHARPE OPTIMAL PORTFOLIO | Treynor Ratio, Cut-off Point, Selection, Weights | CA/CMA Final AFM скачать в хорошем качестве

#9 SHARPE OPTIMAL PORTFOLIO | Treynor Ratio, Cut-off Point, Selection, Weights | CA/CMA Final AFM

How do you decide which stocks actually deserve a place in your portfolio? 🎯 In this 9th video of our AFM Portfolio Management series, we tackle the Sharpe-Treynor Model for Optimal Portfolio Selection. Specifically, we focus on the step-by-step process of finding the Cut-off Point (C*) to determine which securities to include and what their weights should be. This is a high-level practical topic for CA Final and CMA students. We move beyond simple evaluation to active portfolio construction. 📌 In this session, we cover: The Logic of Optimal Portfolios: Why we rank stocks by their Treynor Ratio. Calculating Excess Return to Beta: The starting point of the selection. Finding the Cut-off Point: The mathematical "barrier" that filters out underperforming stocks. Stock Inclusion Rule: Comparing individual Treynor ratios against the value. Calculating Weights: How much capital to allocate to each selected stock. A Full Solved Practical: From a raw list of stocks to a final Optimal Portfolio. Subscribe and hit the bell icon! In Video #10, we will wrap up our New series. #OptimalPortfolio #AFM #TreynorRatio #CutOffPoint #CAFinal #CMAFinal #PortfolioConstruction #InvestmentFinance #PortfolioManagement #NandJhaAFM #FinancialManagement --- Resources: ✅ Watch Previous Video :    • #8 PORTFOLIO EVALUATION METHODS | Sharpe R...   AFM Full Playlist:    • Portfolio Management (AFM) 📈   Join our Telegram for Notes: https://t.me/CANandJha