Volume : VI, Issue : XII, December - 2016

Testing the Applicability of Capital Asset Pricing Model (CAPM) in NSE–India

T. Anusha, Dr. A. Ananth, Dr. S. P. S. Aruldoss

Abstract :

 Capital asset pricing model (CAPM) is a method used to obtain the relationship between risk and return in efficient market. The study test the applicability of CAPM in Indian stock market, National Stock Exchange (NSE). Thus, the beta value for the twenty companies that are registered on NSE are obtained and calculated. The comparison between the actual and expected return are made. The data analysis revealed limited applicability of CAPM towards the NSE market. Further studies may be conducted on large sample to check the applicability of CAPM.

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Article: Download PDF   DOI : 10.36106/ijar  

Cite This Article:

T.Anusha, Dr.A.Ananth, Dr.S.P.S.Aruldoss, Testing the Applicability of Capital Asset Pricing Model (CAPM) in NSE–India, Indian Journal of Applied Research,Volume : 6 | Issue : 12 | December 2016

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