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The pharmaceutical industry is one of the thrust sectors of the economy of Bangladesh. Here, in this report I evaluate how individual players or the companies under review for this report namely Beximco Pharmaceuticals, Ambee Pharmaceuticals, Square Pharmaceuticals and Renata Pharmaceuticals are performing individually and the impact on their portfolio performance when they combine to form a portfolio. While doing this I also evaluate whether the effects of diversification hold for this sector. To evaluate portfolio performance, I used common measures such as Sharpe ratio and M-Squared. To perform all these, I had to calculate the standard deviation and returns of the individual assets over a four year period, along with calculating the covariances between their returns. Based on these calculations, I estimated the standard deviation and returns of the portfolio constructed. To check the effects of diversification and to calculate the ratios these data were used.
Fairuz Chowdhury. 2015. \u201cDiversification and Portfolio Performance of the Pharmaceutical Sector of Bangladesh\u201d. Global Journal of Management and Business Research - C: Finance GJMBR-C Volume 15 (GJMBR Volume 15 Issue C9): .
Crossref Journal DOI 10.17406/GJMBR
Print ISSN 0975-5853
e-ISSN 2249-4588
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Total Score: 101
Country: Bangladesh
Subject: Global Journal of Management and Business Research - C: Finance
Authors: Fairuz Chowdhury (PhD/Dr. count: 0)
View Count (all-time): 152
Total Views (Real + Logic): 4042
Total Downloads (simulated): 2006
Publish Date: 2015 10, Sat
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The pharmaceutical industry is one of the thrust sectors of the economy of Bangladesh. Here, in this report I evaluate how individual players or the companies under review for this report namely Beximco Pharmaceuticals, Ambee Pharmaceuticals, Square Pharmaceuticals and Renata Pharmaceuticals are performing individually and the impact on their portfolio performance when they combine to form a portfolio. While doing this I also evaluate whether the effects of diversification hold for this sector. To evaluate portfolio performance, I used common measures such as Sharpe ratio and M-Squared. To perform all these, I had to calculate the standard deviation and returns of the individual assets over a four year period, along with calculating the covariances between their returns. Based on these calculations, I estimated the standard deviation and returns of the portfolio constructed. To check the effects of diversification and to calculate the ratios these data were used.
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