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

In: Proceedings of the IBA IEA Conference on Economics and Public Policy (Ecofluence 2024)

Author

Listed:
  • Aditya Joshi

    (Jain College of Engineering, Dept. of MBA)

  • S. Rohitraj

    (Jain College of Engineering, Dept. of MBA)

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.

Suggested Citation

  • Aditya Joshi & S. Rohitraj, 2025. "Risk – Return Computation of and Computation of the Optimal Portfolio of the Chosen Metal Sector Stocks from NSE," Advances in Economics, Business and Management Research, in: Prashant Kulkarni & Subhash Sharma (ed.), Proceedings of the IBA IEA Conference on Economics and Public Policy (Ecofluence 2024), pages 341-353, Springer.
    • Handle: RePEc:spr:advbcp:978-94-6463-766-3_17
    DOI: 10.2991/978-94-6463-766-3_17
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