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Syllabus:

Analysis of Financial Data, 7.5 Credits

Swedish name: Analys av finansiella data

This syllabus is valid: 2020-01-20 and until further notice

Course code: 2ST017

Credit points: 7.5

Education level: Second cycle

Main Field of Study and progress level: Statistics: Second cycle, has only first-cycle course/s as entry requirements

Grading scale: VG Pass with distinction, G Pass, U Fail

Responsible department: Department of Statistics

Revised by: Rector of Umeå School of Business and Economics, 2020-01-23

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

Univ: Att least 90 credits (hp) where at least 15 credits 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 hp course in corporate finance or the equivalent is recommended.

Form of instruction

The course consists of lectures, lessons, computer lessons and one mandatory assignment.

Examination modes

The examination consists of a mandatory assignment which will be presented in written report. The written assignment is graded 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. Any supplementation of the assignment should be completed within two weeks after the students have been notified of the examination result.
 
Exceptions from examination form as stated in the syllabus can be made for a student who has a decision on pedagogical support for disabilities. Individual adaptations of the examination form should be considered based on the student's needs. The examination form shall be adapted within the framework of the expected learning outcomes stated in the course syllabus. At the request of the student, the course responsible teacher, in consultation with the examiner, must promptly decide on the adapted examination form. The decision must then be notified to the student.
 
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.

Literature

Valid from: 2020 week 4