A Study on Stock Market Performance by using Sharpe and Treynor Ratio-Reference-Cited by-同舟云学术

A Study on Stock Market Performance by using Sharpe and Treynor Ratio

Published:2023-03-31 Issue: Volume: Page:94-100
ISSN:2321-5763
Container-title:Asian Journal of Management
language:en
Short-container-title:AJM

Author:

Begum Azeeza¹,Jyothi Dsouza Janet²,K Dinesh³

Affiliation:

1. Department of Management Studies, Ballari Institute of Technology and Management, Ballari, Karnataka.

2. Professor and HOD, Department of Management Studies, Ballari Institute of Technology and Management, Ballari, Karnataka 583104.

3. Assistant Professor, Department of Management Studies, Ballari Institute of Technology and Management, Ballari, Karnataka 583104.

Abstract

The study deals with stock performance of Indian companies. To measure the stock market performance, the study applied Sharpe and Treynor ratio. The sample of BSE-100 stocks for the period of 10 years are used. The results show that Aurobindo Pharma (0.760373807) and Axis Bank (117.4119294) are the top ranked companies in terms of performance. This study will help the retail investors to anlyse the stock market investment for the long run.

Publisher

A and V Publications

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