Paper Title
Impact of COVID-19 on Indian Stock Market-using Sharpe's Single Index Model
Article Identifiers
: Authors
Keywords
Beta, Cutoff point, Volatility, rational investor, investment avenues, Sharpe’ Single Index Model, NSE
Abstract
The immense challenge of Covid-19 extends across all sectors of the global economy. COVID-19 quickly spread all over the world and dramatically affected the financial markets in almost every country. Its spread created havoc in the market, and investors fearing risk suffered a significant amount of financial loss in a very short time. Many countries imposed strict lockdowns to contain the further spread of the virus and halted all major economic operations, which ultimately were received negatively by stock markets, hence the inevitable market crash in March 2020. Stocks generally react to events that may be perceived either positively or negatively by investors and traders, depending on the type of event. The volatility of stock market stops many from taking risks of investing in shares. Every investment avenue is associated with varying degrees of risk. So, an intelligent investor would like to diversify his risk in many securities. Construction of portfolio helps to diversify the risk. Among the models available for portfolio construction Sharpe’s Single Index Model helps the investor to make right choices of securities. The present study aims to construct the optimal portfolio by using Sharpe’s Single Index Model with selected stocks from NSE. Basically it can be done by ranking the selected securities based on excess return to beta ratio and finding out the optimal combination of the securities with respect to the cutoff point (Ci).
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How To Cite (APA)
Shyamala G & Dr. Nalini.R (July-2022). Impact of COVID-19 on Indian Stock Market-using Sharpe's Single Index Model. INTERNATIONAL JOURNAL OF NOVEL RESEARCH AND DEVELOPMENT, 7(7), 808-815. https://ijnrd.org/papers/IJNRD2207097.pdf
Issue
Volume 7 Issue 7, July-2022
Pages : 808-815
Other Publication Details
Paper Reg. ID: IJNRD_182107
Published Paper Id: IJNRD2207097
Downloads: 000122253
Research Area: Management
Author Type: Indian Author
Country: Mysore, Karnataka, India
Published Paper PDF: https://ijnrd.org/papers/IJNRD2207097.pdf
Published Paper URL: https://ijnrd.org/viewpaperforall?paper=IJNRD2207097
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