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| ISL4014 | Capital Market Analysis | 3+0+0 | ECTS:6 | | Year / Semester | Spring Semester | | Level of Course | First Cycle | | Status | Compulsory | | Department | DEPARTMENT of BUSINESS | | Prerequisites and co-requisites | None | | Mode of Delivery | Face to face | | Contact Hours | 14 weeks - 3 hours of lectures per week | | Lecturer | Prof. Dr. Hüseyin DAĞLI | | Co-Lecturer | PROF. DR. Hüseyin DAĞLI, | | Language of instruction | Turkish | | Professional practise ( internship ) | None | | | | The aim of the course: | | To teach the pricing of securities in the capital markets. |
| Learning Outcomes | CTPO | TOA | | Upon successful completion of the course, the students will be able to : | | | | LO - 1 : | Describe the securities and institutions in the capital markets. | 2,5 | 1 | | LO - 2 : | Explain the investment strategies in the capital markets. | 2,5 | 1 | | LO - 3 : | Determine the market timing. | 2,5 | 1 | | LO - 4 : | Select the profitable securities with various methods. | 2,5 | 1 | | LO - 5 : | Combine the selected securities in a optimal portfolio. | 2,5 | 1 | | CTPO : Contribution to programme outcomes, TOA :Type of assessment (1: written exam, 2: Oral exam, 3: Homework assignment, 4: Laboratory exercise/exam, 5: Seminar / presentation, 6: Term paper), LO : Learning Outcome | | |
| Securities markets, instruments, institutions, trading, stock exchanges, ISE, market indexes, bond analysis, stock analysis, fundamental analysis, technical analysis, market efficiency analysis, portfolio analysis, measures of portfolio performance. |
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| Course Syllabus | | Week | Subject | Related Notes / Files | | Week 1 | Securities; Stock, Bond, Commercial Paper, Treasury Bill, Other Securities | | | Week 2 | Capital Market Institutions, Capital Market Board, Settlement and Custody Institutions, Banks, Insurance Companies, Pension Companies, Collective Investment Institutions, Investment Trusts, Investment Funds; Other Institutions, Capital Market Trading | | | Week 3 | Stock Exchanges, Economic Functions of Stock Exchanges, Price Determination Systems in Stock Exchanges, Stock Exchange Members | | | Week 4 | İstanbul Stock Exchange (ISE), Quotation, Markets, Orders | | | Week 5 | Stock Market Indexes, Kinds of Market Index, Index Calculation Methods, Istanbul Stock Exchange Indexes | | | Week 6 | Bond Valuation; Bond Prices, Bond Yield, Bond Yield Schedules | | | Week 7 | Bond Price Volatility,Duration, Convexity, Bond Price Theorems, Structure of Interest Rates | | | Week 8 | Stock Valuation; Fundamental Analysis, Economy Analysis, Industry Analysis, Firm Analysis | | | Week 9 | Mid-term exam | | | Week 10 | Dividend Discount Model, Price-Earning Ratio Model, Market Capitalisation-Book Value Ratio Model, Market Capitalisation-Cash Flow Ratio Model | | | Week 11 | Technical Analysis, Graphics, Technical Indicators | | | Week 12 | Efficient Market Hypothesis | | | Week 13 | Portfolio Analysis; Risk and Return of Portfolio, Portfolio Selection | | | Week 14 | Capital Asset Pricing Model, Arbitrage Pricing Model | | | Week 15 | Measurement of Portfolio Performance, Performance Indexes, Diversification | | | Week 16 | End-of-term exam | | | |
| 1 | Dağlı, H. , 2012; Sermaye Piyasası ve Portföy Analizi, Derya Kitabevi, Trabzon | | | |
| 1 | Aksoy, A. , Tanrıöven, C. , 2007; Sermaye Piyasası Yatırım Araçları ve Analizi, Gazi Kitabevi, Ankara. | | | |
| Method of Assessment | | Type of assessment | Week No | Date | Duration (hours) | Weight (%) | | Mid-term exam | 11 | 04/2023 | 1 | 50 | | End-of-term exam | 16 | 06/2023 | 1 | 50 | | |
| Student Work Load and its Distribution | | Type of work | Duration (hours pw) | No of weeks / Number of activity | Hours in total per term | | Yüz yüze eğitim | 3 | 14 | 42 | | Sınıf dışı çalışma | 6 | 14 | 84 | | Arasınav için hazırlık | 11 | 2 | 22 | | Arasınav | 1 | 1 | 1 | | Dönem sonu sınavı için hazırlık | 10 | 3 | 30 | | Dönem sonu sınavı | 1 | 1 | 1 | | Total work load | | | 180 |
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