Volume : III, Issue : IX, September - 2013

A Study on Risk Return Relationship: Analysing the Relation Between Beta and Return of BSE 100 Index

Priyanaka R. Gohil

Abstract :

The main objective of the current study is the examination of the relationship between beta and returns of BSE 100 Index. The investigation period is from 2008 to 2013 and the focus on the risk–return trade–off by examining daily closing share prices of all the security. The study tries to verify whether beta is an important measure of risk and extent of correlation between security return and beta. It also investigates whether there is stocks with high beta values give high returns to investors. The result of the analysis using Karl Pearson’s coefficient of correlation carried out showed that there is significant relationship between beta and return and the securities with high beta values give high returns to investors.

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Article: Download PDF   DOI : 10.36106/ijar  

Cite This Article:

Priyanaka R. Gohil A Study on Risk Return Relationship: Analysing the Relation Between Beta and Return of BSE 100 Index Indian Journal of Applied Research, Vol.III, Issue.IX September 2013

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