ISSN2456-3315
Impact Factor10.57
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CrossRefDOI
ESTD2016
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Paper Title
A STUDY ON PERFORMANCE EVALUATION OF DIFFERENT SECTORAL INDICES IN NATIONAL STOCK EXCHANGE
Authors
VIDHYADARAN R , Dr. S. Saravanan
Keywords
PM, Beta, NSE, R square, Sectoral indices
Abstract
Financial expert around the world have developed numerous approaches to estimate the expected return of stock. The objective of this paper is to estimate the expected return and compare 5 different sectors listed in National Stock Exchange (NSE).namely sectors like Nifty Auto, Nifty Energy, Nifty Bank, Nifty FMCG and Nifty IT, 5 securities from each sector is selected for calculating the expected return. Speculation made on securities is dominatingly expanding with developing enthusiasm on Savings and their requirement for an extra income. Financial specialists are prepared to invest on securities to create exceptional yield, yet the vulnerability in the financial exchange is being an obstacle for them to do as such. The serious issue looked by speculator is the absence of information on constructing a Portfolio for their venture. CAPM illustrates that the return on stock is the sum of the risk free rate plus beta times the excess return. However the beta value for the stock estimates the instability of the stock and decides the degree of risk associated with the stock. The beta times the overabundance return in the CAPM formula expresses the significance of the stock beta in their expected return. Here the beta value is measured to determine the movement of stock in their respective market. The data is collected for the securities listed in NSE for the time frame of 10 years from 2010 to 2020 to estimate the expected return on the stock. The ranking of securities are done based on the CAPM expected return for the above specified period. The study further focuses on the determining the coefficient of determination (R2) to find the variance in proportion of dependent variable to that of independent variable.
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IJRTI — journal style
"A STUDY ON PERFORMANCE EVALUATION OF DIFFERENT SECTORAL INDICES IN NATIONAL STOCK EXCHANGE", IJRTI - International Journal for Research Trends and Innovation (www.ijrti.org), ISSN:2456-3315, Vol.5, Issue 5, page no.6 - 14, May-2020, Available :https://ijrti.org/papers/IJRTI2005002.pdf
APA — 7th edition
R, V., & Saravanan, S. (2020). A STUDY ON PERFORMANCE EVALUATION OF DIFFERENT SECTORAL INDICES IN NATIONAL STOCK EXCHANGE. International Journal for Research Trends and Innovation, 5(5), 6 - 14. https://ijrti.org/viewpaperforall.php?paper=IJRTI2005002
MLA — 9th edition
R, VIDHYADARAN, and S. Saravanan. "A STUDY ON PERFORMANCE EVALUATION OF DIFFERENT SECTORAL INDICES IN NATIONAL STOCK EXCHANGE." International Journal for Research Trends and Innovation, vol. 5, no. 5, 2020, pp. 6 - 14, https://ijrti.org/viewpaperforall.php?paper=IJRTI2005002.
Chicago — 17th, bibliography
R, VIDHYADARAN, and S. Saravanan. "A STUDY ON PERFORMANCE EVALUATION OF DIFFERENT SECTORAL INDICES IN NATIONAL STOCK EXCHANGE." International Journal for Research Trends and Innovation 5, no. 5 (2020): 6 - 14. https://ijrti.org/viewpaperforall.php?paper=IJRTI2005002.
Harvard — author–date
R, V. and Saravanan, S. (2020) 'A STUDY ON PERFORMANCE EVALUATION OF DIFFERENT SECTORAL INDICES IN NATIONAL STOCK EXCHANGE', International Journal for Research Trends and Innovation, 5(5), pp. 6 - 14. Available at: https://ijrti.org/viewpaperforall.php?paper=IJRTI2005002
IEEE — numbered reference
V. R and S. Saravanan, "A STUDY ON PERFORMANCE EVALUATION OF DIFFERENT SECTORAL INDICES IN NATIONAL STOCK EXCHANGE," IJRTI, vol. 5, no. 5, pp. 6 - 14, May. 2020.
Vancouver — biomedical
R V, Saravanan S. A STUDY ON PERFORMANCE EVALUATION OF DIFFERENT SECTORAL INDICES IN NATIONAL STOCK EXCHANGE. IJRTI. 2020 May;5(5):6 - 14.
AMA — 11th edition
R V, Saravanan S. A STUDY ON PERFORMANCE EVALUATION OF DIFFERENT SECTORAL INDICES IN NATIONAL STOCK EXCHANGE. IJRTI. 2020;5(5):6 - 14. Accessed at https://ijrti.org/viewpaperforall.php?paper=IJRTI2005002
BibTeX — Zotero, Mendeley, LaTeX
@article{IJRTI2005002,
author = {VIDHYADARAN R and S. Saravanan},
title = {A STUDY ON PERFORMANCE EVALUATION OF DIFFERENT SECTORAL INDICES IN NATIONAL STOCK EXCHANGE},
journal = {International Journal for Research Trends and Innovation},
volume = {5},
number = {5},
pages = {6 - 14},
year = {2020},
month = {May},
issn = {2456-3315},
url = {https://ijrti.org/viewpaperforall.php?paper=IJRTI2005002}
}
RIS — EndNote, RefWorks
TY - JOUR
AU - R, VIDHYADARAN
AU - Saravanan, S.
TI - A STUDY ON PERFORMANCE EVALUATION OF DIFFERENT SECTORAL INDICES IN NATIONAL STOCK EXCHANGE
T2 - International Journal for Research Trends and Innovation
JA - IJRTI
VL - 5
IS - 5
PY - 2020
SN - 2456-3315
UR - https://ijrti.org/viewpaperforall.php?paper=IJRTI2005002
SP - 6
EP - 14
ER -
Issue
Volume 5 Issue 5,
May-2020
Pages : 6 - 14
Other Publication Details
Paper Reg. ID
IJRTI_181245
Published Paper ID
IJRTI2005002
Downloads
205,636
Research Area
Management
Country
TRICHY, TAMIL NADU, India
Published
May 2020
Published Paper PDF
https://ijrti.org/papers/IJRTI2005002.pdf
Published Paper URL
https://ijrti.org/viewpaperforall.php?paper=IJRTI2005002
About Publisher
International Journal for Research Trends and Innovation
Published by IJRTI (JW Publication)
2456-3315
ISSN
10.57
Impact Factor
2016
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Open
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Declarations
Funding
No external funding was received for this study.
Conflict of Interest
The authors declare that they have no conflict of interest.
Acknowledgements
The authors would like to thank the reviewers and the editorial board of International Journal for Research Trends and Innovation for their careful reading and constructive comments, and all colleagues who supported the preparation of this manuscript.
