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Measurement of Risk Vs Return of Indian Sectoral Indices

Banhi Guha, Avijan Dutta, and Gautam Bandyopadhyay
Department of Management Studies, National Institute of Technology, Durgapur, India

Abstract—The risk appetite of investors governs their investment in financial instruments. Persons who are minimum risk takers with return generally park their money in secure instruments but people with a higher risk appetite generally invest in a stock market financial instrument to achieve their financial goal. Investors with a higher risk appetite have to measure the market performance in the basis of risk and return so that they can alter their portfolio to keep pace with current market movement. In this research article we have discussed the risk in terms of beta of all sectoral indices of NSE with respect to nifty and their performance in different time horizon and ranked them accordingly in terms of return per unit of risk and found out the best performing sector in a given time frame. In the end linear relationship was established between Sectoral indices and nifty and factor analysis was performed among the eleven sectoral indices to determine the underlying influence of the sectoral indices on Nifty.

Index Terms—sectoral index, nifty, risk and return, volatility

Cite: Banhi Guha, Avijan Dutta, and Gautam Bandyopadhyay, "Measurement of Risk Vs Return of Indian Sectoral Indices," Journal of Advanced Management Science, Vol. 4, No. 2, pp. 106-111, March 2016. doi: 10.12720/joams.4.2.106-111
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