TAILIEUCHUNG - The single index model – an exoteric choice of investors in imbroglio – an empirical study of banking sector in India

This paper attempts to identify and explain the simple linear regression aspects of returns of a security in relation to a market index to which the security belongs. | The single index model an exoteric choice of investors in imbroglio an empirical study of banking sector in India International Journal of Management IJM Volume 7 Issue 5 July Aug 2016 222 Article ID IJM_07_05_020 Available online at http ijm JType IJM amp VType 7 amp IType 5 Journal Impact Factor 2016 Calculated by GISI ISSN Print 0976-6502 and ISSN Online 0976-6510 IAEME Publication THE SINGLE INDEX MODEL AN EXOTERIC CHOICE OF INVESTORS IN IMBROGLIO AN EMPIRICAL STUDY OF BANKING SECTOR IN INDIA Prof. Suresh Kumar S Associate Professor and Head P G Department of Commerce TKM College of Arts and Science Affiliated to University of Kerala Kollam Kerala India 691005 Dr. Joseph James V Associate Professor and Head Research Department of Commerce Fatima Mata National College Autonomous Kollam Kerala India 691001 Dr. Shehnaz S R Assistant Professor P G Department of Commerce TKM College of Arts and Science Affiliated to University of Kerala Kollam Kerala India 691005 ABSTRACT The stock market analysis confined to esoteric jargons and dicey computations often scares the common investor away from such analysis in spite of having access to personal computer and spreadsheets. The Single Index model though less complicated than Markowitz model fails to attract investors analytical capability. This paper attempts to identify and explain the simple linear regression aspects of returns of a security in relation to a market index to which the security belongs. The security returns of two banks in India . HDFC Bank and Bank of India are linearly regressed against NSE Nifty Bank Index to arrive at the systematic and unsystematic risks and their volatility to changes in index movements. Key words Single Index Model Alpha Beta Risk free return Excess Return Systematic Risk Unsystematic Risk Linear Regression Cite this Article Prof. Suresh Kumar S Dr. Joseph James V and Dr. Shehnaz S R The Single Index Model An Exoteric .

• Quỹ đầu tư
• Single Index Model
• Risk free return
• Simple linear regression
• Bank of India
• NSE Nifty Bank Index
• Investment environment
• Lecture Investments
• Active portfolio management
• Capital markets
• Index models
• Rainfall erosivity
• Revised universal soil loss equation
• Arnoldus model
• Richardson’s model
• Estimation of rainfall erosion index
• Genome wide association studies
• Single nucleotide polymorphisms
• Local index of significance
• Hidden Markov model
• Modeling SNP dependence