Aug 2026· International journal of computer information systems and industrial management applications· 0 citations
Abstract
This paper looks at the suitability of CAPM in Indian stock market by evaluating relationship between systematic risk and anticipated returns of the chosen stocks that are listed on Bombay Stock Exchange (BSE). Study uses a sample of leading 30 companies in the index of BSE Sensex among 2019-2025 to analyze the association between beta, expected returns, and market risk premium. There is, however, also evidence that there are anomalies, including the effects of size and value that undermine the assumptions of the model. The findings are relevant to the risk-return relationship in the emerging markets, such as India, and give investors, portfolio managers and policy makers’ information to evaluate equity investments. The study concludes that CAPM holds moderately well in explaining stock returns, with a significant positive relationship between beta and expected return.
The findings indicate that the banking sector has good and stronger performance in terms of risk-adjusted returns, with select stocks visualizing to give positive Jensen’s Alpha, suggesting consistent outperformance over the market benchmark.
A. Bismi, K.Devanadhen· International journal of com...· 0 citations
This study examines and develops an enhanced Capital Asset Pricing Model (CAPM) based on anomaly factors. The proposed model aims to analyze the relationship between financial risk and the expected rate of return on assets in the capital market. The research is applied and quantitative in nature, adopting a correlation...
Seyed Saeid Sefidgaran, Mohamad Ali Aghaie, Meysam Arabzadeh et al.· Economics and Financial Poli...· 0 citations
This study examines the relationship between financial performance and corporate risk among companies listed on the regulated market of the Bucharest Stock Exchange (BVB) between 2019 and 2024. The main objective is to evaluate the influence of bankruptcy risk indicators (Altman Z-score and Conan and Holder model), liq...
Maxim Cojocaru· Development Through Research...· 0 citations
Modern corporations are exposed to multifaceted risks because oil prices, interest rates, and exchange rates can change greatly, thus affecting the company's profits and stock prices. Companies need to manage these risks and maintain value and stability. This paper mainly studies how financial derivatives (futures cont...
Ruo-Yuan Ying· Journal of Innovation and De...· 0 citations
Type of the article: Research ArticleAbstractThis study examines the associations of market conditions, firm size, and sustainability performance with asset returns in the Indonesian capital market. As investment activity has expanded in the post-COVID-19 period, identifying the factors associated with asset returns ha...
Ferikawita M. Sembiring, F. Simatupang· Investment Management & Fina...· 0 citations
The amount of debt financing used by the company for operating and investing purposes will have an impact on financing costs and business risk, etc., and may also change investors' expectations and stock market prices. Fifty randomly selected listed companies from the S&P 500 index in 2025 will be used as the research...
Xiao-Yi Yang· Advances in Economics, Manag...· 0 citations
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