Empirical Testing of Capital Asset Pricing Model on Top 10 Companies Listed In Nse India
Palak Talwar & Gopinathan
Academy of Marketing Studies Journal2022article
ABDC B
Weight
0.26
Abstract
This study focuses on the top ten companies listed on the National Stock Exchange of India (NSE), based on the fundamentals of market capitalization; we used the CAPM model; the Beta (Systematic Risk) role is to estimate the equity's risk and its role is to compare how far the whole equity bounces; monthly data is collected and analysed for the period starting from 1 May 2019 to 31 May 2020; the empirical findings of the individual assets returns are linearly related to their betas; the only risk that influence
Evidence weight
0.26
Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40
| F · citation impact | 0.00 × 0.4 = 0.00 |
| M · momentum | 0.20 × 0.15 = 0.03 |
| V · venue signal | 0.50 × 0.05 = 0.03 |
| R · text relevance † | 0.50 × 0.4 = 0.20 |
† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.