RISK TAMERS: Investment Diary 2018

Phani Kumar, Nuthupalli and Garg, Twinkle and Sachdeva, Payal and Sekriya A, Namitha (2018) RISK TAMERS: Investment Diary 2018. TAPMI, Manipal.

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Team Risk Tamers were guided by the investment philosophy to beat the benchmark by going into fundamentally strong companies and then deciding on entry and exit using technical analytical tools. The team was provided with a corpus of INR 125,000 to invest in common equity for a time horizon of four months. Trading in any other market like derivatives, debt, commodities was prohibited. Sector short listing and stock selection was based on the impact of future events occurring in the concerned 20 weeks of our investment and their fundamental soundness. We had a three step process to filter stocks to be invested. First two step filters were based on fundamental parameters and ratios. We had both general filters to select stocks from the NSE/BSE universe and further sector specific filters were used to select stocks in different sectors.In third step,filters were based on technical indicators such MACD, RSI etc. to determine the entry–exit criteria. We were invested in 18-20 stocks throughout the investment horizon and portfolio churning was done based on the impact of Union Budget and other main events. Stocks were sold if the stop loss was hit. But sometimes we held the stock so that they would recover.

Item Type: TAPMI Special Reports
Subjects: Finance
Divisions: Finance and Strategy
Depositing User: Mr. Muralidhara D
Date Deposited: 06 Mar 2019 04:59
Last Modified: 12 Mar 2019 05:22
URI: http://tapmi.informaticsglobal.com/id/eprint/601

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