International Research journal of Management Science and Technology

  ISSN 2250 - 1959 (online) ISSN 2348 - 9367 (Print) New DOI : 10.32804/IRJMST

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A STUDY ON PERFORMANCE ANALYSIS OF BSE SENSEX STOCKS BY USING THE SECURITY MARKET LINE APPROACH

    1 Author(s):  P. S. VISWANADH

Vol -  9, Issue- 1 ,         Page(s) : 354 - 361  (2018 ) DOI : https://doi.org/10.32804/IRJMST

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Abstract

The Present “A study on Performance Analysis of BSE-SENSEX Stocks with the Security Market Line Approach” is aimed to analyzethe risk and return profile of the stocks that are been listed in the BSE-SENSEX, and to analyzewhether the stocks are been overpriced or underpriced using the SML Model. Standard Deviation, Beta, t-test, Correlation techniques have been used and found that Adani Ports, Axis Bank, Coal ltd, Dr.Reddy’s Lab, ICIC, Infosys, ITC, Oil & Gas, Sunpharma TCS, Asian paints, Cipla, HDFC housing development, Hindustan Unilever limited, Lupin, M&M and Wipro stocks areunder-valued,Bajaj, HDFC bank, Maruti Suzuki, NTPC, Power grid, Reliance, Gail ltd, Hero Motorcorp, Larsen and Turbo, SBI, Tata Motors and Tata steel stocks areovervalued in the span of two years i.e., fromJanuary 2016 toDecember, 2017.


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