TAILIEUCHUNG - Is capm still alive for sensex stocks in Indian stock market? - An empirical analysis

This study mainly focused on the relevance and suitability of CAPM in BSE for Sensex stocks and to establish risk and return relationship for individual securities in this index. | Is capm still alive for sensex stocks in Indian stock market - An empirical analysis International Journal of Management Volume 11 Issue 04 April 2020 pp. 210-220. Article ID IJM_11_04_022 Available online at http ijm JType IJM amp VType 11 amp IType 4 Journal Impact Factor 2020 Calculated by GISI ISSN Print 0976-6502 and ISSN Online 0976-6510 IAEME Publication Scopus Indexed IS CAPM STILL ALIVE FOR SENSEX STOCKS IN INDIAN STOCK MARKET - AN EMPIRICAL ANALYSIS Dr. Suraj. Associate Professor Naipunnya Business School Pongam Kerala India Jeena Antony Assistant Professor NIMIT Pongam Kerala India Nitha. K. P Assistant Professor Department of CSE Vidya Academy of science and technology Thrissur India ABSTRACT Capital Asset Pricing Model CAPM is one of the valuation model used to calculate the expected stock return for individual company in the stock market. Investors in Indian stock market used it extensively. This study mainly focused on the relevance and suitability of CAPM in BSE for Sensex stocks and to establish risk and return relationship for individual securities in this index. Using CAPM model in the Indian Stock Market 30 stocks from Sensex were taken and evaluated the correlation between Intrinsic value and Market price for testing the relevance of CAPM. The results of the study proven that CAPM offered the evidence in favour for majority of Sensex stocks in Indian Stock Market. There exists linearity in the securities market line for most of the company in Indian stock market. This study proven that valuation accuracy of capital asset pricing model was kept at high level and can be used for predicting the intrinsic value of large market capitalised stocks. Finally this paper suggests the undervalued stocks in Indian stock market to build a Portfolio also. Keywords Capital Asset Pricing Model Portfolio Stocks Cite this Article Dr. Suraj. Jeena Antony and Nitha. K. P Is CAPM Still Alive for Sensex .

• Đầu tư Chứng khoán
• BSE for Sensex stocks
• Suitability of CAPM
• Capital Asset Pricing Model
• Intrinsic value and Market price
• Indian Stock Market
• Validating black scholes model
• Pricing Indian stock
• Pricing Indian stock call options
• Cash market trade values
• Pricing methodology
• Oil prices
• Stock market
• Crude oil price
• Emerging markets
• Indian stock markets
• BSE several statistical tests
• Stock Volatility in Top Industries
• He modelling of stock market volatility
• Measure of risk
• National Stock Exchange
• Risk and return
• Sectors of the Indian market
• Stock market index
• Group of stocks
• Crude oil
• Exchange rate
• Stock market returns
• CO integration
• Variance decomposition
• Immunotherapies
• Vaccines
• Envelope Specific
• Antibody and Vaccine
• Vaccine Efficacy
• Cytokines and Chemokines
• leadership
• regulation and incentives
• Physical Activity
• Correct Eating
• Workshop
• School Aged Children
• Business broker
• production management
• philosophy of business
• marketing management
• strategic management
• Foreign Portfolio Investment
• Consumer Price Index
• Index of Industrial production
• Foreign Exchange Reserve
• Adoption of risk