Investment Analytics: Fact Sheet

Investment Analytics is also

50 Illustrations, 72 Tables And 162 Equations 1 Comprehensive Ratio-Quiz With Answers A 60-Question Investment IQ With Answers Plus 67 problems (a total of 127 problems to solve) 237-Term Glossary 193 Endnotes 3 Quick Reference Sheets Special Sections On Estimating The Term Structure Horizon Return Analysis Stock Valuation Duration

The 20 chapters of Investment Analytics

1. Basics. 2. Yields, Yields & Yields. 3. Regressions. 4. Ratio Analysis. 5. Statement Of Cash Flows. 6. Lifo-Fifo. 7. Asset Allocation. 8. Bond Valuation. 9. Evaluating Foreign Bonds. 10. Term Structure Of Interest Rates. 11. Horizon Return Analysis. 12. Analysing Convertibles. 13. Stock Valuation. 14. Expected Return, Risk & Correlation. 15. Beta. 16. Duration. 17. Convexity Management. 18. Derivatives. 19. Measuring Performance Of Investment Portfolios. 20. Performance Attribution.

he needs of investment professionals. Although their tasks are far from being identical all of them have to fully understand several key topics to do their jobs effectively. Indeed they have to master a wide range of tools. These include being fully versed with ratio analysis, being familiar with the statement of cash flows, recognise the various yield definitions, be comfortable with regression techniques and appreciate concepts such as beta and duration. For instance money managers must deploy assets across several markets compose with currency effects know the characteristics of their portfolios be aware of the tools for changing these characteristics be familiar with methods of breaking down investment results

About the Author

Sanjay Jagatsingh, CFA is an econometrician and the Managing Director of Mascarenhas Analytica Ltd, an organisation based in sunny Mauritius, which specialises in Executive Training, Publishing and offers an array of Advisory Services to Institutional Investors. In addition to being a CFA charterholder since 1995, he holds an MBA in Finance from McGill University and a M. Sc. Economics from the University of Montreal. Sanjay taught Investments and Portfolio Management at McGill University. He was the founding President of the Society of Financial Analysts of Mauritius - A CFA Institute Member Society between 2000 and 2006. Sanjay has over 850 hours of teaching high calibre material experience to Institutional Investors.

Investment Analytics satisfies these needs by explaining the use of derivatives to tailor portfolios as desired providing explicit formulae for modifying portfolios measuring portfolio risk using duration, beta and convexity covering concepts of risk adjusted returns and attribution detailing framework for analysing foreign bonds

Who should buy this book? Book characteristics

CFA candidates, MBA students and Investment Professionals.

Investment Analytics provides investment professionals with an easy access to several topics and concepts that they usually have trouble understanding or shy away from entirely. These include performance attribution, duration (let alone convexity), dollarweighted and time-weighted rate of return, hypothesis testing, dummy variables, model selection, derivative securities, yield-tocall and yield-to-worst, horizon return analysis and term structure of interest rates. These complex topics are explained in simple and intuitive terms. It has all the necessary ingredients to be the book investment professionals will enjoy using over and over again throughout their careers. In sum, Investment Analytics has been written to provide maximum benefits to the reader.

Published: November 1999 Author: Sanjay Jagatsingh, CFA Publisher: Mascarenhas Analytica Ltd Price: USD 51.95 + S&H No. Of Pages: 199 Size: 24.5 X 17.5 cms Weight: 0.467kg Printed on recycled paper Printed in Singapore Binding: Sectional threadsewn Cover printed in colour with UV Varnish ISBN 99903-946-0-1

Whats in Investment Analytics?

Covers a significant portion of the CFA program 6 stock valuation models are detailed Portfolio theory Ratio analysis and comprehensive ratio quiz Basic tools - Time Value of money Asset allocation Risk measurement - beta, duration and convexity Bond valuation and yield measures Term structure of interest rates + bootstrapping algorithm Whole gamut of regression tools are covered How to use derivative securities to tailor portfolios as desired Framework for evaluating foreign bonds is outlined Explicit formulae for modifying portfolio characteristics Standard performance attribution paradigm is detailed Dollar-weighted and time-weighted rate of returns contrasted Framework for analysing convertibles Derivative strategies Exhaustive list of comprehensive problems

Ordering Investment Analytics

Contact Sanjay Jagatsingh, CFA Mascarenhas Analytica Ltd, Closel Road, Phoenix, Mauritius. Tel: 230.698.0933 Fax: 230.698.7879 e-mail: density@intnet.mu