Asian Journal of Management

  • Year: 2023
  • Volume: 14
  • Issue: 1

A study on stock market performance by using sharpe and treynor ratio

1Department of Management Studies, Ballari Institute of Technology and Management, Ballari, Karnataka

2Professor and HOD, Department of Management Studies, Ballari Institute of Technology and Management, Ballari, Karnataka583104

3Assistant Professor, Department of Management Studies, Ballari Institute of Technology and Management, Ballari, Karnataka583104

Abstract

The study deals with stock performance of Indian companies. To measure the stock market performance, the study applied Sharpe and Treynor ratio. The sample of BSE-100 stocks for the period of 10 years are used. The results show that Aurobindo Pharma (0.760373807) and Axis Bank (117.4119294) are the top ranked companies in terms of performance. This study will help the retail investors to anlyse the stock market investment for the long run.

Keywords

Stock performance, Treynor ratio, Sharpe ratio, BSE-100