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VOL. 9, ISSUE 6 (2023)
Risk and return evaluation on BSE-SENSEX stocks
Authors
Arathi, Janet Jyothi D'souza
Abstract
This research study investigates the
risk-return relationship of stocks listed on the BSE SENSEX over a span of 10
years, from January 1st, 2013, to December 31st, 2022. Employing a regression
model, the analysis calculates key metrics such as Average Return, Beta, and
R-Square to assess the performance and volatility of each stock. The findings
reveal positive Average Returns for BSE SENSEX and a less volatile Beta,
suggesting lower interaction with the market. However, the study notes that not
all stocks exhibit a strong fit with the regression model, as indicated by
varying R-Square values. The comprehensive analysis of risk and return
facilitates informed decision-making for investors, aiding them in identifying
the best-performing stocks and estimating expected returns. Overall, this
research contributes valuable insights into the dynamics of the BSE SENSEX,
enhancing the understanding of stock behavior for shareholders seeking
strategic investment opportunities.
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Pages:67-70
How to cite this article:
Arathi, Janet Jyothi D'souza "Risk and return evaluation on BSE-SENSEX stocks". International Journal of Commerce and Management Research, Vol 9, Issue 6, 2023, Pages 67-70
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