• Dr. Roshan Lal Rohilla

Since 2018 small cap securities in the Indian Stock Exchanges are giving sluggish return and it is expected that small cap market will grow in the year 2023 and thereafter, therefore, present paper has been undertaken to analyze the securities which are constituents of NIFTY Small Cap 250 listed in the National Stock Exchange using William Sharpe Single Index Model and further to suggest an optimal portfolio that can beat the return given by model index during the study period. To undertake this study monthly closing prices of the securities for the last 5 years have been taken into account and the average return has been compared with that of return given by the NIFTY Small Cap 250 index.

"Portfolio Construction Using Sharpe Index Model", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.10, Issue 1, page no.a45-a53, January-2023, Available :http://www.jetir.org/papers/JETIR2301007.pdf

"Portfolio Construction Using Sharpe Index Model", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.10, Issue 1, page no. ppa45-a53, January-2023, Available at : http://www.jetir.org/papers/JETIR2301007.pdf