MPF_ASAN Security analysis

Ekonomicko-správní fakulta
podzim 2013
Rozsah
2/2/0. 6 kr. Ukončení: zk.
Vyučující
Ing. Dagmar Vágnerová Linnertová, Ph.D. (přednášející)
Oleg Deev, Ph.D. (cvičící)
Ing. Dagmar Vágnerová Linnertová, Ph.D. (cvičící)
Garance
Ing. Dagmar Vágnerová Linnertová, Ph.D.
Katedra financí – Ekonomicko-správní fakulta
Kontaktní osoba: Mgr. Jana Nesvadbová
Dodavatelské pracoviště: Katedra financí – Ekonomicko-správní fakulta
Rozvrh
Čt 15:30–17:05 S313
  • Rozvrh seminárních/paralelních skupin:
MPF_ASAN/01: Čt 17:10–18:45 S313
Předpoklady
! MPF_ACP1 Analýza cenných papírů 1
Omezení zápisu do předmětu
Předmět je určen pouze studentům mateřských oborů.
Mateřské obory/plány
Cíle předmětu
Students will be able to orient themselves in methods of security analysis, use particular financial market indicators for security analyses and assess individual securities. According this gained knowledge they will be able to recommend a particular investment decision and use information from annul reports of companies and internet for security assessment.
Osnova
  • Lectures:
  • 1 The scope and limits of security analysis. The concept of intrinsic value
  • 2 Fundamental analyses: global analysis
  • 3 Fundamental analyses: sector analysis
  • 4 Fundamental analyses: security analysis
  • 5 Technical analyses
  • 6 Dow Theory
  • 7 Graphical methods of technical analysis
  • 8 Indicators of technical analysis
  • 9 Psychological analyses -Kostolany, Drasner, Keynes conception, Epstein and Garfield investment psychology
  • 10 Theory of speculative bubble, pyramid principle in investment
  • 11 Theory of effective markets
  • 12 Pricing model I
  • 13 Pricing model II
  • Seminars:
  • 1 Introduction
  • 2 Fundamentals about security analysis
  • 3 Data
  • 4 In-term test no.1
  • 5 Global and sector fundamental analysis
  • 6 Methods and tools of technical analysis
  • 7 Psychological analyses
  • 8 Theory of effective markets
  • 9 Theory of speculative bubble, pyramid principle in investment
  • 10 In-term test no.2
  • 11 Theory of effective markets
  • 12 Pricing models I
  • 13 Pricing models II
Literatura
    povinná literatura
  • DAMODARAN, Aswath. Investment valuation : tools and techniques for determining the value of any asset. 2nd ed. New York: John Wiley & Sons, 2002, xvi, 992. ISBN 0471414905. info
  • GRAHAM, Benjamin a David L. DODD. Security analysis : principles and technique. 2nd ed. New York: McGraw-Hill Book Company, 1940, xiii, 851. ISBN 007141228X. info
    doporučená literatura
  • DAMODARAN, Aswath. Investment philosophies : successful strategies and the investors who made them work. Hoboken: John Wiley & Sons, 2003, viii, 504. ISBN 0471345032. info
  • DAMODARAN, Aswath. Damodaran on valuation : security analysis for investment and corporate finance. New York: John Wiley & Sons, 1994, xi, 426. ISBN 0471304654. info
Výukové metody
Individual lectures, in seminars application of knowledge about evaluation risk and revenue in individual examples and application of particular methods from fundamental, technical and psychological analysis in selected securities.
Any copying, recording or leaking tests, use of unauthorized tools, aids and communication devices, or other disruptions of objectivity of exams (credit tests) will be considered non-compliance with the conditions for course completion as well as a severe violation of the study rules. Consequently, the teacher will finish the exam (credit test) by awarding grade "F" in the Information System, and the Dean will initiate disciplinary proceedings that may result in study termination.
Metody hodnocení
Both in-term tests are written in seminars according to the time schedule of seminars. The in-term test has 30 points per each. It is necessary to get sum of 36 points from in-term tests at least. The half of in-term tests points is added to the total score. There is only one attempt per every test!
In the seminars there are solved exercises prepared by the lecturer that correspond with particular topics (open book form). These exercises are delivered to lecturer at the end of every lecture. The lecturer checks the exercise till the next lecture and returns to a student. At least 6 out of the 10 exercises must be valuated as passed (at least 60 percentage of the exercise must be correct).
Pre final exam condition
  • 36 points from both in-term tests at least (60 %)
  • 6 out of the 10 exercises must be evaluated as "pass"
    Exam and final result
  • Two parts – written exam (max. 70 points.
    Final grade is total number of points from two in-term tests and final exam test – at most 100 points.
    Final written exam has a form of a multiple choice and mathematical calculations.
    • Vyučovací jazyk
    Angličtina
    Další komentáře
    Studijní materiály
    Informace k inovaci předmětu
    Předmět byl inovován v rámci projektu "Inovace studia ekonomických disciplín v souladu s požadavky znalostní ekonomiky (CZ.1.07/2.2.00/28.0227)", který je spolufinancován Evropským sociálním fondem a státním rozpočtem České republiky.

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