Construction of Portfolio Using Sharpe Index Model With Reference To FMCG Industry in India


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Title Construction of Portfolio Using Sharpe Index Model With Reference To FMCG Industry in India
Creator Das, Shantanu Kumar; Research Scholar, Department of Commerce, Berhampur University, Berhampur, Odisha
Subject FMCG, Portfolio, Sharpe Index Model, Systematic Risk, Unsystematic Risk.
Description Today the avenues for investment are abundant like bank deposits, property, insurance, shares etc. But to take an effective investment decision has become more critical. The evaluation of risk and the return on investment become very crucial. This research paper deals with same type of crucial risk and return analysis. For the analysis, Sharpe index model for the risk and return calculation and portfolio construction has been used. Sharpens single index model is based on the assumption that stocks vary together, because of the common movement in the stock market and there are no effects beyond the market.
The study has selected ten companies from FMCG industry, which plays an important role in propelling Indian growth engine. The main objectives of the study are to calculate the beta and variance, to help investors for effective decision making regarding the investment which offer maximum return with minimum risk and also to gain knowledge of the stock market. The findings and suggestion certainly would be helpful to investors.
Publisher School of Management Sciences
Date 2016-05-16
Type info:eu-repo/semantics/article
Peer-reviewed Article
Format application/pdf
Source Adhyayan: A Journal of Management Sciences; Vol 4, No 1 (2014)
Language eng

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