Risk, Portfolio and Investment Analysis

University of Salford Assessment Brief 2020/2021

Module Title Risk, Portfolio and Investment Analysis
Level 7
Module Leader/ Assessment

set by

Prof Roland Fox
Assessment

title

Individual Assessment
Submission deadline/ Assessment

date and time

See OnlineCampus
Mode of submission You must submit your assessment via OnlineCampus.
Assessed intended learning outcomes On successful completion of this assessment, you will be able to:

Knowledge and Understanding

  1. Demonstrate and advanced understanding of modern techniques to set up complex portfolios and manage their risk
  2. Measure the impact of economic, accounting and financial variables on the behaviour of portfolio of assets
  3. Evaluate the consequences of using modern risk management techniques in managing investment returns
  4. Judge the significance, practicality and drawbacks of alternative forms of risk
  5. Prepare a report on the management portfolio of assets

Transferable/Key Skills and other Attributes

  1. Apply Information technology in evaluating the consequences of risk exposure to portfolio management
  2. Formulate alternative strategies to problem situations under a range of different circumstances
  3. Evaluate and judge behaviour of complex portfolios under different market scenarios
  4. Locate, summarise and synthesise a range of information from electronic data sources relevant to portfolio management and risk management
  5. Work independently and collaboratively with others, developing team working and leadership skills appropriate to traders and risk analyst and finance managers operating in a global business context
Weighting

within module

This assessment is worth 50% of the overall module mark.
Task details and instructions XYZ an investment management company has given you the following share price data:

Dataset 1 consists of 5 years of daily share price data for all firms in the FTSE100

Dataset 2 consists of the next 5 years of daily share price data for all firms in the FTSE100

They have asked you to construct portfolios (detailed below) as part of an investment model building development programme:

From the data supplied, write a report on the exercise you have been asked to undertake. Your report must consist of two clearly marked sections that address the following tasks:

1. Create a low risk 10 share portfolio and a high risk 10 share portfolio based on Dataset 1 for

(50 marks)

  1. Assess the performance of your portfolios based on Dataset 2

(50 marks)

  • You must submit one Word file to OnlineCampus
  • You must not use appendices; all tables and diagrams must be in the main text.
  • Do not reproduce the data.
  • The data is as given, work with just this data.
  • Take the portfolio as an equal weighted combination of the shares in your portfolio
  • Relate your findings to the graphs, tables and theory as delivered in the lectures (use the slides). Do not try to find an “answer” on the internet, the exercise is designed to prevent that.
  • You must fully explain your choice of shares, applying concepts and theories delivered in the module
  • You must present a full analysis of the subsequent performance of your portfolios again using material delivered in the module
  • References are not required for this exercise
  • Do not share or show any material you have prepared to other individuals – such actions will make you liable to plagiarism.
  • You are not being assessed on the actual performance of your portfolios but rather:
    • the method by which you constructed the portfolios and
    • the presentation and clarity of your analysis.
    • Portfolios that perform well but have no clear rationale will receive a fail mark.
Word count/duration (if applicable) Word count: 1500 Words (±10%)

Titles are not included in the word count.

Marking criteria/scheme Detailed marking scheme:

For 1. Create a low risk 10 share portfolio and a high risk 10 share portfolio based on Dataset 1 for

(50 marks)

Presentation 5 marks Clarity of explanation 10 marks

*Quality of explanation 35 marks Total 50 marks

*No marks will be given for methods that are not featured in the module

For 2. Assess the performance of your portfolios based on Dataset 2

Presentation 5 marks Clarity of assessment 10 marks

*Quality of assessment 35 marks Total 50 marks

*No marks will be given for methods that are not featured in the module

General overall descriptors Less than 50

Basic knowledge with occasional inaccuracies. Superficial depth or limited breadth with unsatisfactory identification of key themes. Critical analysis evident, with some evaluation and synthesis, although limited. Some appropriate academic argument although not well applied and lacking in clarity. Unsatisfactory application of the theory with the real world example. Unsatisfactory academic style.

Unsatisfactory in relation to structure, logical progression and clarity. Some inconsistencies in use of language/ grammar. Unsatisfactory presentation of results.

50-59

Mostly accurate knowledge with satisfactory depth and breadth. Fair identification of key themes. Sound critical analysis and evaluation. Relevant academic argument. Demonstrates basic ability to synthesize information in order to formulate appropriate conclusions. Integration of theory and practice. Acceptable academic style. Fair in relation to structure, logical progression and clarity. Few inconsistencies in use of language/ grammar. Reasonable presentation of results.

60-69

Consistently accurate knowledge with appropriate depth and breadth. Good identification of key themes. Clear, in depth critical analysis, evaluation and academic argument with synthesis of different ideas and perspectives. Aware of the influence of varied perspectives. Clear and relevant application of theory to practice. Good academic style.

Well presented in relation to structure, logical progression and clarity. Very few inconsistencies in use of language/ grammar. Good presentation or results.

70 +

Comprehensive knowledge demonstrating very good depth. Demonstrates ability to transfer knowledge between different contexts appropriately. Very good analysis and synthesis of material with evidence of critique and independent thought. Aware of and able to integrate various perspectives. Clear insight into links between theory and practice. Very good academic style. Very well presented in relation to structure, logical progression and clarity. No inconsistencies in use of language/ grammar. Very good presentation of results.

A note about plagiarism: Your attention is also drawn to the School policy on plagiarism and referencing and you should make reference

to the University study guide web site: www.edu.salford.ac.uk/studyskills

Penalties for exceeding word

count/duration

You will incur a 5% penalty if you submit an assessment, which exceeds the word count stated above.
Feedback arrangements You can expect to receive feedback via OnlineCampus , two weeks after submission date
Support arrangements askUS

The University offers a range of support services for students through askUS.

Academic Misconduct

The University takes all forms of academic misconduct seriously. This includes plagiarism, asking someone else to write your assessment for you or taking notes into an exam. You can find out how to avoid academic misconduct here.

Assessment Information

If you have any questions about assessment rules, you can find out more here.

Personal Mitigating Circumstances

If personal mitigating circumstances may have affected your ability to complete this assessment, you can find more information about personal mitigating circumstances procedure here.

Student Progression Assistant

If you have any concerns about your studies, contact StudentCare.

Reassessment If you fail your assessment, and are eligible for reassessment, you will be given an individual assignment to do with similar assignment structure.

 

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