Comparative Risk Return Analysis of Bombay Stock Market With Selected Banking Stocks in India

Authors

  • Dr. Mayur Savsani  SRKay Consulting Group, Surat, Gujarat, India
  • Uravi Rathod  Department of Statistics, Saurashtra University, Rajkot, Gujarat, India

Keywords:

BSE, Banking Stocks, Return, Stock market, Risk

Abstract

The stock markets are contributing a voluminous extent in progress of the economy in India. The banking sector engages major share among other sectors in Indian stock trading scenario. The study examines the correlation between risk and return of the Sensex and banking stocks of BSE (Sensex). In this study different Sensex and banking stock indices have been used to examine the risk return trade off of Sensex with that of HDFC Bank, ICICI Bank, Axis Bank and SBI. The study is based on secondary data. The data for the analysis has taken from the BSE website over a period of 13 years from January 1, 2005 to December 31, 2017. In this analysis for testing the presence or absence of risk return trade off in the Indian equity markets and for testing hypothesis, different methods like correlation, regression, descriptive statistics and t est have been discussed.

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International Journal of Scientific Research in Science and Technology

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Published

2018-04-30

Issue

Volume 4, Issue 5, March-April-2018

Section

Research Articles

License

Copyright (c) IJSRST

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

[1]
Dr. Mayur Savsani, Uravi Rathod, " Comparative Risk Return Analysis of Bombay Stock Market With Selected Banking Stocks in India, International Journal of Scientific Research in Science and Technology(IJSRST), Online ISSN : 2395-602X, Print ISSN : 2395-6011, Volume 4, Issue 5, pp.908-916, March-April-2018.