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Creation of an Investment Portfolio Based on the Economic Results of the Issuers
Pernica, Michal ; Širůček,, Martin (referee) ; Ptáček, Roman (advisor)
This bachelor's thesis focuses on the construction of an investment stock portfolio for a retail investor. The thesis is divided into three main parts. In the theoretical one, the concepts that are essential for understanding the issues of this thesis are defined and delineated. The analytical part deals with the analysis of individual companies and including the calculation of the intrinsic value of their shares. In the last, design part, an investment stock portfolio for a model retail investor is created based on the findings of the analytical part.
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Investment Portfolio Addition Proposal of the Sector Focused Exchange Traded Fund
Kalina, Jan ; Bílek, Michael (referee) ; Rejnuš, Oldřich (advisor)
The subject of the bachelor thesis is the creation of proposal to supplement investment portfolio of sector focused Exchange Traded Fund with direct replication with stocks traded on NYSE according to the requirements of the fund management. The content of the theoretical part of the bachelor thesis is description of its theoretical and legal background. The analytical part consists of the primary selection of companies, their analysis, comparison and verification. In conclusion the proposal to supplement investment portfolio of ETF is presented to the fund management.
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Extension Proposal for Investment Portfolio of Hedge Fund
Pompura, Daniel ; Bílek, Michael (referee) ; Rejnuš, Oldřich (advisor)
The bachelor's thesis focuses on a comprehensive analysis of American technology sector companies to determine which ones are suitable for expanding the investment portfolio of a hedge fund. The theoretical section describes issues related to investing in equity and funds and outlines the relevant legal aspects under Czech law. Additionally, this section defines the methodological approaches used, which include financial analysis, a scoring method for inter-company comparisons with differentiated weights, and the Altman’s Z-score bankruptcy model, which assesses the solvency of publicly traded companies. In the practical section, these methods are applied to selected companies. The company selection process, including the fund management conditions and the definition of fund regulations, is detailed at the beginning of this section. Based on the evaluation of the results, an investment recommendation for expanding the hedge fund is presented at the conclusion.
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Proposal to Expansion of Investment Portfolio of Hedge Fund
Novotný, Marek ; Bílek, Michael (referee) ; Rejnuš, Oldřich (advisor)
The work focuses on expanding the investment portfolio of hedge funds. It analyzes and evaluates American companies with connections to AI development. The theoretical section defines legal and analytical terms. In practice section, selection is made according to the fund's statute, and securities are assessed using analyses and methods. Stocks are verified using Altman's Z-score, and the results are utilized to propose portfolio expansion.
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Proposal to Supplement the Investment Portfolio of the Hegde Fund
Slováček, Matěj ; Bílek, Michael (referee) ; Rejnuš, Oldřich (advisor)
This bachelor thesis deals with the financial analysis of joint-stock companies that fall into the technology sector in order to develop a proposal to supplement the investment portfolio of the hedge fund. The first part, which is theoretical, explains the theoretical and legal aspects of a hedge fund and the basic concepts related to investing in stocks, last but not least, the methods of financial analysis are described. The practical part is followed by the initial selection of stock titles according to management requirements. The selected companies are then subjected to financial analysis and based on the results of the financial analysis, the companies are compared with each other and later verified using a bankruptcy model. From this, a proposal to supplement the investment portfolio of the hedge fund will be made.
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Proposal to Supplement the Investment Portfolio of the Hedge Fund
Řehůřek, Adam ; Bílek, Michael (referee) ; Rejnuš, Oldřich (advisor)
This bachelor thesis deals with the analysis and proposal for the supplementation of the investment portfolio of a qualified investor fund. The aim is to identify strategies for portfolio optimization with respect to risk diversification and maximum expected return. The thesis combines theoretical principles of portfolio management and modern investment theory with a practical analysis of the current portfolio of the selected fund. Based on a comprehensive analysis of risks and potential opportunities in the market, recommendations for portfolio replenishment and optimization are proposed.
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Investments into Securities Investment Funds Registered in Great Britain
Štrkolec, Michal ; Vaková, Naďa (referee) ; Rejnuš, Oldřich (advisor)
The bachelor’s thesis concentrates on technical analysis of chosen investment funds registered in Great Britain. The first part describes the legislative requirements of the qualified investors’ funds and the composition of investment portfolio principles. The second part details the proposed fund and analyzes chosen investment funds. The third part of the thesis contains the design of the investment portfolio of the built fund.
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Proposal of Addition to a Hedge Fund Portfolio
Jaššák, Jakub ; Ptáček, Roman (referee) ; Rejnuš, Oldřich (advisor)
The subject of the submitted thesis is to construct an investment recommendation for management of a hedge fund. The first part focuses on theoretical and legal aspects of hedge funds in the Czech republic conditions and also on principles of stock analysis. The second part specifies a hedge fund model and the primary selection of companies. The third part contains their analysis and follow-up comparison, and also estimates future value using ROE method. Verification of obtained results is contained in the fourth part. The final part formulates the investment proposal as per the obtained results.
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Investment portfolio and its creation
Ryba, Jan ; Širůček,, Martin (referee) ; Ptáček, Roman (advisor)
The task of the thesis is to elaborate on investment opportunities, wchich are described in detail and to determine the ideal portfolio, that will be financed by dollar-cost averaging. The main investments include stocks, bonds, precious metals, mutual funds and more. Subsequently, the state of individual investments, their opportunities, but also the risks associated with them will be evaluated.
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The Investment Models in an Environment of Financial Markets
Repka, Martin ; MSc, Martin Volko (referee) ; Budík, Jan (advisor)
This thesis focuses on automated trading systems for financial markets trading. It describes theoretical background of financial markets, different technical analysis approaches and theoretical knowledge about automated trading systems. The output of the present paper is a diversified portfolio comprising four different investment models aimed to trading futures contracts of cocoa and gold. The portfolio tested on market data from the first quarter 2013 achieved 46.74% increase on the initial equity. The systems have been designed in Adaptrade Builder software using genetic algorithms and subsequently tested in the MetaTrader trading platform. They have been finally optimized using sensitivity analysis.
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