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Portfolio Rebalancing - CA Final SFM

Portfolio Rebalancing means the value of Portfolio as well as its composition. The relative proportion of bond and stocks as may change as stock and fluctuate in repose to such changes, whenever portfolio rebalancing is necessary.

Policies of Portfolio Rebalancing

Buy and Hold Policy

Buy and Hold Policy is also called ‘do nothing Policy’. Investor set a limit (floor) below which he doesn’t wish the value of portfolio should go. Therefore, he invests an amount equal to floor value in non-fluctuating assets (Bonds).

Constant Mix Policy

Constant Mix Policy is also known as ‘do something Policy’. Under this policy, investor maintains and exposure to stock at a constant percentage of total portfolio. This strategy involves periodic rebalancing to required (desired) proportion by purchasing and selling stocks as and when their prices goes down and up respectively. In other words this plan specifies that value of aggressive portfolio to the value of conservative portfolio will be held constant at pre - determined Ratio.

Constant Proportion Portfolio Insurance Policy (CPPI)

Under this strategy investor sets a floor below which he does not wish to fall called floor, which is invested in some non – fluctuating assets such as Treasury Bills, Bond etc. The Value of Portfolio under this strategy shall not fall below this specified floor under normal market conditions.

Target Investment in Share = Multiplier (Portfolio Value - Floor Value)  

Multiplier is a fixed constant whose value shall be more than 1.
    
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