Advisory service

In case of below mentioned stock specific advisory requirements along with portfolio (Risk framework) or any kind of financial advisory requirement regarding your portfolio of stocks or mutual funds (I believe there is lot of mis selling in mutual fund industry) kindly get in touch.

Stock Selection Basis:A sound strategy is necessary in stock markets before even thinking about entering. Currently we offer one kind of service where bottom up fundamental analysis (dependent on value investing principles) remains for buying stocks, holding or selling stocks. Index funds may be recommended sometimes (If shortage of ideas) and slowly specific companies will be added as ideas come by. Sometimes cash position may be recommended too (See portfolio risk section). Please contact to deeply know the thinking.

Portfolio Risk Basis: In addition to this occasionally on a portfolio level (Very very rarely some exit is generated towards cash). Some quantitative signals of risk on a portfolio level(portfolio risk level) along with qualitative research is used. Here are various kinds of exit/selling strategies (which can be managed through allocation, early warning signals, failure of the business/investment thesis, extreme overvaluation, Cyclical downturn), which are most talked about, but rarely a portfolio level risk is considered (we are more bothered with the same). These signals are not to be followed blindly. They have a false positive rate. Very rarely a decision may be taken on a portfolio level to move towards cash/T-Bill dependent on the tail risk of the portfolio. Though over a portfolio life such decisions are value accretive. Most of the time over years nothing happens.

Major part of my own money is invested in a similar way.

At the starting, you wont be recommended, to put a very large portion of your net worth only under my advisory. In addition the absolute amount can’t be small enough to so that the fixed fees effects your portfolio return. Its very person specific and can be discussed individually.

If interested: