UGC Approved Journal no 63975(19)

ISSN: 2349-5162 | ESTD Year : 2014
Call for Paper
Volume 11 | Issue 3 | March 2024

JETIREXPLORE- Search Thousands of research papers



WhatsApp Contact
Click Here

Published in:

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

UGC and ISSN approved 7.95 impact factor UGC Approved Journal no 63975

7.95 impact factor calculated by Google scholar

Unique Identifier

Published Paper ID:
JETIRP006044


Registration ID:
191938

Page Number

195-199

Share This Article


Jetir RMS

Title

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

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), ISSN:2349-5162, Vol.5, Issue 12, page no.195-199, December-2018, Available :http://www.jetir.org/papers/JETIRP006044.pdf

ISSN


2349-5162 | Impact Factor 7.95 Calculate by Google Scholar

An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 7.95 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator

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
Country: COIMBATORE, TAMIL NADU, INDIA .
Area: Commerce
ISSN Number: 2349-5162
Publisher: IJ Publication


Preview This Article


Downlaod

Click here for Article Preview

Download PDF

Downloads

0003010

Print This Page

Current Call For Paper

Jetir RMS