Analysis of Financial Data, 7.5 Credits

Contents

The aim of the course is to provide students with the necessary toolkit to analyse and extract information from financial data. Financial markets produce huge amounts of numerical information (data). For instance, all the transactions made daily at the Stockholm stock exchange are recorded. Other sources of information include accounting disclosures, macro-economic variables, etc. This data must be analysed in order to extract the necessary information to guide investment decisions. This course focuses on how statistical methods can be used to analyse real financial data.
 

Expected learning outcomes

After passing this course the student should be able to:
- explain fundamental concepts of statistical terminology related to financial data analysis, in particular to time series analysis
- use statistical software to perform basic statistical analysis on financial data
- interpret and discuss the outputs obtained from statistical analysis on financial data
 

Required Knowledge

A 15-ECTS course in statistics, including regression analysis, or the equivalent is required. Proficiency in English equivalent to Swedish upper secondary course English B (English/6). Moreover a 7.5-ECTS course in corporate finance or the equivalent is recommended.
 

Form of instruction

The course consists of lectures, computer lessons, mandatory assignments, seminars and tuto­ring.
 

Examination modes

The examination consists of mandatory assignments which will be presented in written reports and presented orally at a seminar. The assignments are usually made in pairs. On the written assignments the grades are  Fail (U) or Pass (G).

The examination also includes an individual home examination given at the end of the course. The written home examination is graded Fail (U), Pass (G) or Pass with Distinction (VG).

Grades on the course are awarded when students have passed all examinations and mandatory course elements. The gr­ade is a com­prehensive eva­luation of the results of the various parts of the examinations and is not granted until all mandatory tasks have been passed.
 
A student who has passed an examination is not allowed to take another examination in order to get a higher grade. For students who do not pass, an additional test will be held according to a set schedule.
 
After two failed examinations in one module, the student has the right to request another grading teacher unless special reasons exist. Writ­ten requests should be handed to the Director of Studies no later than two weeks before the date of the next exam­ination.
 
Examinations based on the same course syllabus as the ordinary examinations are guaran­teed to be offered up to two years after the date of the student's first registration for the course.
 
 
Academic credit transfer

Academic credit transfers are according to the University credit transfer regulations.