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Published in:

Volume 5 Issue 12
December-2018
eISSN: 2349-5162

Unique Identifier

JETIRP006044

Page Number

195-199

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Title

Constructionof Optimal Equity Portfolio Using The Sharpe Index Model With Reference To Automobile,Petroleum And Banking & Insurance Sectors In India From2013-2014

ISSN

2349-5162

Cite This Article

"Constructionof Optimal Equity Portfolio Using The Sharpe Index Model With Reference To Automobile,Petroleum And Banking & Insurance Sectors In India From2013-2014", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.5, Issue 12, page no.195-199, December-2018, Available :http://www.jetir.org/papers/JETIRP006044.pdf

Authors

Abstract

Indian securities market is a highly volatile and sensitive market where portfolio construction is highly important toget good returns. Thus the main focus of this research is to construct an optimal equity portfolio with the help of Sharpe index model. In this research,Automobile,Petroleum and Banking & Insurance sector has been taken into consideration for constructing the optimum portfolio. Fifteen companies M&M ,TATAMOTORS ,HERO MOTOCO ,ASHOK LEYLAND LTD ,BOSCH LTD ,ONGC, BPCL ,RELIANCE INDUSTRIES LTD, IOC,CASTROL INDIA LTD ,IDBI ,YES BANK ,CANARA BANK, AXISBANK ,LIC HOUSING FINANCE have beenselected and excess to beta ratio has been calculated and ranked the companies based on that ratio. The cut-offpoint was calculated based on the highest value and cut-off point should be used to calculate the proportion ofmoney to be invested in each stocks. This research findings and suggestions would be helpful to investors forinvesting in Automobile,Petroleum and Banking & Insurance sector.

Key Words

Risk, Return, Portfolio, Residual Variance, Sharpe

Cite This Article

"Constructionof Optimal Equity Portfolio Using The Sharpe Index Model With Reference To Automobile,Petroleum And Banking & Insurance Sectors In India From2013-2014", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.5, Issue 12, page no. pp195-199, December-2018, Available at : http://www.jetir.org/papers/JETIRP006044.pdf

Publication Details

Published Paper ID: JETIRP006044
Registration ID: 191938
Published In: Volume 5 | Issue 12 | Year December-2018
DOI (Digital Object Identifier):
Page No: 195-199
ISSN Number: 2349-5162

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Cite This Article

"Constructionof Optimal Equity Portfolio Using The Sharpe Index Model With Reference To Automobile,Petroleum And Banking & Insurance Sectors In India From2013-2014", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.5, Issue 12, page no. pp195-199, December-2018, Available at : http://www.jetir.org/papers/JETIRP006044.pdf




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