Risk – Return Computation of and Computation of the Optimal Portfolio of the Chosen Metal Sector Stocks from NSE

Aditya Joshi () and S. Rohitraj ()
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Aditya Joshi: Jain College of Engineering, Dept. of MBA
S. Rohitraj: Jain College of Engineering, Dept. of MBA

A chapter in Proceedings of the IBA IEA Conference on Economics and Public Policy (Ecofluence 2024), 2025, pp 341-353 from Springer

Abstract: Abstract In the current era of heightened market volatility, it is crucial for investors to adopt analytical methods for sound investment decisions. With increased millennial participation in equity markets, tools like beta, alpha, standard deviation, and Sharpe’s Single Index Model become essential. This study focuses on evaluating risk and return for five major metal sector stocks listed on the NSE, comparing them with both the Nifty 50 and Nifty Metal indices. The analysis incorporates monthly data from April 2019 to March 2024 and applies traditional risk-return metrics as well as advanced portfolio construction techniques. The goal is to identify the most efficient investment combinations for risk-adjusted returns.

Keywords: Risk and Return; Standard Deviation; Beta; Sharpe Index; Optimal Portfolio; Nifty Metal; NSE (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:advbcp:978-94-6463-766-3_17

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DOI: 10.2991/978-94-6463-766-3_17

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