• Dr Abhishek Sharma
• Akshit Mehta
• Sarvagya Khajuria

The Nifty 50, Nifty Private Bank, and Nifty PSU bank indexes are the main subjects of this research paper's analysis of the intricate link between risk and return in the Indian stock market. .The analysis and comparison of Nifty 50, PSU Bank and Nifty Bank index performance is the main goal of the study and it is from the period from April 1, 2018 to March 31, 2021. The main objectives are Analyze the historical performance of the Nifty 50, Nifty Private bank, Nifty PSU bank., Analyze the Risk-Free Rate and Mean Return using Sharpe Ratio, Treynor Ratio, Jensen Ratio., Analyze the Standard Deviation and Volatility of Nifty 50, Nifty Private bank, Nifty PSU bank., Analyze the Beta and Market Sensitivity of Nifty 50, Nifty Private bank, Nifty PSU bank., Identify the volatility, risk, Historical VAR vs actual performance.

Nifty 50, Nifty Private bank, Nifty PSU bank

"Comparative Analysis of risk and return of Nifty 50, Nifty PSU bank,Nifty Private banks Using Sharpe, Treynor, Jensen ratio ", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.11, Issue 3, page no.k547-k562, March-2024, Available :http://www.jetir.org/papers/JETIR2403A70.pdf

"Comparative Analysis of risk and return of Nifty 50, Nifty PSU bank,Nifty Private banks Using Sharpe, Treynor, Jensen ratio ", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.11, Issue 3, page no. ppk547-k562, March-2024, Available at : http://www.jetir.org/papers/JETIR2403A70.pdf