Comparative performance and market sensitivity analysis of the funds of UCB Asset Management Limited

Simple item page
bracu.degree.levelUndergraduate
bracu.type.groupStudent Works
datacite.rightsOpen Access
dc.contributor.advisorMahi, Abu Saad Md. Masnun Al
dc.contributor.authorAnan, Washi
dc.contributor.departmentBRAC Business School
dc.date.accessioned2026-08-13T05:09:04Z
dc.date.available2026-08-13T05:09:04Z
dc.date.copyright2026
dc.date.issued2026
dc.descriptionThis internship report is submitted in partial fulfillment of the requirements for the degree of Bachelor of Business Administration, 2026.
dc.descriptionCataloged from PDF version of internship report.
dc.descriptionIncludes bibliographical references (pages 54-55).
dc.description.abstractThe relative performance and market sensitivity of three open-ended funds managed by UCB Asset Management Limited are discussed UCB AML First Mutual Fund, Taqwa Growth Fund, and Income Plus Fund. The method of calculating monthly returns is based on daily NAV data and the analysis is explained through descriptive statistics, correlation, and regression analysis. Equity funds are compared with DSEX index and the income fund is compared with the changes in the rate of 91-day Treasury Bill. Results indicate that AML is highly market sensitive with a Beta of 0.695 whereas TGF is moderately sensitive with a Beta of 0.186. Income Plus Fund is negatively correlated with changes in the rate of T-Bills with Beta of -1.591. The findings offer empirical data to aid in investor decision making and fund communication strategies of the UCB Asset Management Limited.
dc.description.degreeBachelor of Business Administration
dc.description.statementofresponsibilityWashi Anan
dc.format.extent73 pages
dc.identifier.otherID 22104012
dc.identifier.urihttps://hdl.handle.net/10361/29020
dc.language.isoen_US
dc.publisherBRAC University
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internationalen
dc.rightsBRAC University internship reports are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission.
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectUCB Asset Management Limited
dc.subjectDecision making
dc.subjectMarket sensitivity
dc.subjectMutual funds
dc.subjectRate of return
dc.subjectCapital market
dc.subjectInvestment analysis
dc.subjectRisk assessment
dc.subjectDSEX index
dc.subjectEquity funds
dc.subject.lcshCapital market--Bangladesh.
dc.subject.lcshMutual funds--Bangladesh.
dc.subject.lcshSecurities--Bangladesh.
dc.subject.lcshInvestments--Management.
dc.titleComparative performance and market sensitivity analysis of the funds of UCB Asset Management Limited
dc.typeInternship Report

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
22104012_BBS.pdf
Size:
3.2 MB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Internship Report (Bachelor of Business Administration)