Chevron Left
返回到 Investments I: Fundamentals of Performance Evaluation

学生对 University of Illinois Urbana-Champaign 提供的 Investments I: Fundamentals of Performance Evaluation 的评价和反馈

4.7
星
926 个评分

课程概述

In this course, we will discuss fundamental principles of trading off risk and return, portfolio optimization, and security pricing. We will study and use risk-return models such as the Capital Asset Pricing Model (CAPM) and multi-factor models to evaluate the performance of various securities and portfolios. Specifically, we will learn how to interpret and estimate regressions that provide us with both a benchmark to use for a security given its risk (determined by its beta), as well as a risk-adjusted measure of the security’s performance (measured by its alpha). Building upon this framework, market efficiency and its implications for patterns in stock returns and the asset-management industry will be discussed. Finally, the course will conclude by connecting investment finance with corporate finance by examining firm valuation techniques such as the use of market multiples and discounted cash flow analysis. The course emphasizes real-world examples and applications in Excel throughout. This course is the first of two on Investments that I am offering online (“Investments II: Lessons and Applications for Investors” is the second course). The over-arching goals of this course are to build an understanding of the fundamentals of investment finance and provide an ability to implement key asset-pricing models and firm-valuation techniques in real-world situations. Specifically, upon successful completion of this course, you will be able to: • Explain the tradeoffs between risk and return • Form a portfolio of securities and calculate the expected return and standard deviation of that portfolio • Understand the real-world implications of the Separation Theorem of investments • Use the Capital Asset Pricing Model (CAPM) and 3-Factor Model to evaluate the performance of an asset (like stocks) through regression analysis • Estimate and interpret the ALPHA (α) and BETA (β) of a security, two statistics commonly reported on financial websites • Describe what is meant by market efficiency and what it implies for patterns in stock returns and for the asset-management industry • Understand market multiples and income approaches to valuing a firm and its stock, as well as the sensitivity of each approach to assumptions made • Conduct specific examples of a market multiples valuation and a discounted cash flow valuation This course was previously entitled “Financial Evaluation and Strategy: Investments” and was part of a previous specialization entitled "Improving Business and Finances Operations", which is now closed to new learner enrollment. “Financial Evaluation and Strategy: Investments” received an average rating of 4.8 out of 5 based on 199 reviews over the period August 2015 through August 2016. You can view a detailed summary of the ratings and reviews for this course in the Course Overview section. This course is part of the iMBA offered by the University of Illinois, a flexible, fully-accredited online MBA at an incredibly competitive price. For more information, please see the Resource page in this course and onlinemba.illinois.edu....

热门审阅

SX

Nov 9, 2018

One of the best courses across platforms- classroom or online that I have taken. Huge real life value addition. Professor Scott has worked incredibly hard in putting this valuable content.

JA

Dec 11, 2016

This is a great course, highly recommend it, but make sure you have the bandwidth to climb a steep learning curve if you aren't in the investment world.

筛选依据：

151 - Investments I: Fundamentals of Performance Evaluation 的 175 个评论（共 214 个）

创建者 Darshan M D

•

Nov 17, 2020

Great Class!

创建者 Yijie R

•

Jul 19, 2020

Vert Useful!

创建者 Pham T D

•

Apr 19, 2020

Good course!

创建者 Ray S

•

Nov 6, 2018

Great Course

创建者 Anuar

•

Sep 30, 2018

G

r

e

a

t

c

o

u

r

s

e

!

创建者 Chris B

•

Jun 6, 2017

Great Course

创建者 amit d

•

Jan 22, 2021

good course

创建者 Sachin

•

Jun 6, 2020

Best course

创建者 Huy V C

•

Dec 21, 2021

good cour

创建者 Mr. A L (

•

Jan 4, 2021

Super Hard

创建者 Noah M

•

Nov 20, 2018

Well done!

创建者 Ehui E S A

•

Jul 6, 2018

Excellent.

创建者 Muhammad W

•

Mar 25, 2025

Excellent

创建者 Manuel

•

Sep 2, 2023

Excelente

创建者 José E G B

•

Feb 26, 2018

Terrific.

创建者 Marcelo K

•

Jul 27, 2017

Excellent

创建者 Gustavo Q

•

Feb 22, 2017

Excellent

创建者 Chinyere G A

•

May 16, 2023

The best

创建者 Gundega T

•

Oct 17, 2019

Thanks!

创建者 Y N .

•

Jul 2, 2025

good

创建者 NAKKALAKONA M .

•

Apr 29, 2025

good

创建者 PUKHRAJ M .

•

Apr 25, 2025

nice

创建者 MANULA N K .

•

Mar 14, 2025

good

创建者 soumya s

•

Jun 25, 2018

BEST

创建者 Amy K

•

Dec 17, 2019

Huge amount of content for a coursera course. For the early modules, a stats class pre-req would be very helpful. Several discussions on certain topics before the foundational definitions and explanations were provided. The order of the explanations made the content confusing to me. Once I learned information in later videos, I could understand the earlier videos. But that's just me. The Professor is amazing nonetheless.