Volume : I, Issue : IX, June - 2012

Study on Volatility and Return of Major Indices of Indian Stock Market with Reference to Sensex And Nifty

Mr. Mukesh C . Ajmera

Abstract :

The term volatility a statistical measure of the dispersion of returns for a given security or market index. Volatility can either be measured by using the standard deviation or variance between returns from that same security or market index. This paper is used to describe volatility trend of Major Indices of Indian stock market viz SENSEX and NIFTY and Return of Indices also. Whereas ANOVA test has used to know significance among Volatility of Indices and Return. Stastical result shows in case of volatility is Significance different among indices and other side in return no any different found in Indices.  

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Article: Download PDF   DOI : 10.36106/ijar  

Cite This Article:

Mr. Mukesh C .Ajmera Study on Volatility and Return of Major Indices of Indian Stock Market with Reference to Sensex And Nifty Indian Journal of Applied Research, Vol.I, Issue.IX June 2012

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