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INTERNATIONAL JOURNAL OF NOVEL RESEARCH AND DEVELOPMENT International Peer Reviewed & Refereed Journals, Open Access Journal ISSN Approved Journal No: 2456-4184 | Impact factor: 8.76 | ESTD Year: 2016 Scholarly open access journals, Peer-reviewed, and Refereed Journals, Impact factor 8.76 (Calculate by google scholar and Semantic Scholar | AI-Powered Research Tool) , Multidisciplinary, Monthly, Indexing in all major database & Metadata, Citation Generator, Digital Object Identifier(DOI) |
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| Paper Title: | Impact of COVID-19 on Indian Stock Market-using Sharpe's Single Index Model |
| Authors Name: | Shyamala G , Dr. Nalini.R |
| Download E-Certificate: | Download |
| Author Reg. ID: |
IJNRD_182107
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| Published Paper Id: | IJNRD2207097 |
| Published In: | Volume 7 Issue 7, July-2022 |
| DOI: | |
| 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). |
| Keywords: | Beta, Cutoff point, Volatility, rational investor, investment avenues, Sharpe’ Single Index Model, NSE |
| Cite Article: | "Impact of COVID-19 on Indian Stock Market-using Sharpe's Single Index Model", International Journal of Novel Research and Development (www.ijnrd.org), ISSN:2456-4184, Vol.7, Issue 7, page no.808-815, July-2022, Available :http://www.ijnrd.org/papers/IJNRD2207097.pdf |
| Downloads: | 000118751 |
| ISSN: |
2456-4184 | IMPACT FACTOR: 8.76 Calculated By Google Scholar| ESTD YEAR: 2016 An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 8.76 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator |
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Published Paper ID:IJNRD2207097 Registration ID: 182107 Published In: Volume 7 Issue 7, July-2022 DOI (Digital Object Identifier): Page No: 808-815 Country: Mysore, Karnataka, India Research Area: Management Publisher : IJ Publication Published Paper URL : https://www.ijnrd.org/viewpaperforall?paper=IJNRD2207097 Published Paper PDF: https://www.ijnrd.org/papers/IJNRD2207097 |
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ISSN: 2456-4184
Impact Factor: 8.76 and ISSN APPROVED
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