The present study has applied the Sharpes Index Model to analyze risk and to generate an efficient combination of securities from amongst a conveniently drawn sample of shares and has come up with a subsequent investment pattern. The study aims to indicate the percentage of investment to be made in securities with long and short holding patterns.
The study is based on the daily closing prices of 30 scrips from A group of securities listed on the NSE. The daily closing prices of these securities for a time period of six months, 1 January 2004 to 30 June 2004 has been considered
The study is based on the daily closing prices of 30 scrips from A group of securities listed on the NSE. The daily closing prices of these securities for a time period of six months, 1 January 2004 to 30 June 2004 has been considered