Pre-requisite Concepts:

• Basic Statistics: Familiarity with fundamental statistical concepts and techniques
• Knowledge of Asset Classes and Risk: Understanding the characteristics and risk profiles of different asset classes
• Basic Knowledge of Portfolio Theory: Proficiency in the fundamental principles of portfolio theory and diversification

Course Level: Intermediate

Key Concepts Covered:

• Variance: Exploring the concept of variance as a measure of risk and volatility in asset returns
• Standard Deviation: Understanding the significance of standard deviation as a measure of dispersion in asset returns
• Expected Return: analysing expected returns as a measure of potential profitability and reward for assuming investment risk
• Tracking Error: Evaluating tracking error as a measure of the deviation between a portfolio’s returns and its benchmark index
• Portfolio Investment Strategies: Exploring various investment strategies for constructing and managing investment portfolios
• CAPM (Capital Asset Pricing Model): Understanding the CAPM framework for estimating the expected return of an asset
• Extensions of CAPM: Examining extensions and modifications to the CAPM model, such as multi-factor models and alternative risk premiums
• Shortfall Risk: Evaluating the risk of falling short of investment objectives or target returns
• Sortino Ratio: analysing the Sortino Ratio as a risk-adjusted performance measure that focuses on downside risk
• Volatility: Understanding volatility as a measure of the magnitude and frequency of price fluctuations in an asset
• Semi-Volatility: Exploring semi-volatility as a measure of downside risk and the extent of negative price movements

Course Components:

• On-demand course videos: Comprehensive video lectures providing detailed explanations and demonstrations of risk assessment and return analysis techniques
• Downloadable course slides: Presentation slides to reinforce learning and serve as a reference for future use
• Practice questions: Opportunities to apply learned concepts and reinforce understanding through practical exercises
• Case studies: Real-world case studies illustrating the application of risk assessment and return analysis in investment decision-making
• Final quiz: Assessing knowledge and comprehension of course material
• Course certificate: A certificate of completion to validate your expertise in risk assessment and return analysis in investing

Note: This course assumes a basic understanding of statistics, asset classes, their associated risk, and basic portfolio theory. It is designed for individuals seeking to enhance their skills in risk assessment and return analysis, enabling them to make informed investment decisions and construct well-optimized portfolios.