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

DOI

10.2991/978-94-6463-766-3_17How to use a DOI?

Keywords

Risk and Return; Standard Deviation; Beta; Sharpe Index; Optimal Portfolio; Nifty Metal; NSE

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.

Copyright

© 2025 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Aditya Joshi
AU  - S. Rohitraj
PY  - 2025
DA  - 2025/06/24
TI  - Risk – Return Computation of and Computation of the Optimal Portfolio of the Chosen Metal Sector Stocks from NSE
BT  - Proceedings of the IBA IEA Conference on Economics and Public Policy (Ecofluence 2024)
PB  - Atlantis Press
SP  - 341
EP  - 353
SN  - 2352-5428
UR  - https://doi.org/10.2991/978-94-6463-766-3_17
DO  - 10.2991/978-94-6463-766-3_17
ID  - Joshi2025
ER  -