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5/27/2018 Portfolio Performance Evaluation of Selected Sector Index of BSE
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VOLUME NO.4(2013),ISSUE NO.09 (SEPTEMBER) ISSN0976-2183
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VOLUME NO.4(2013),ISSUE NO.09 (SEPTEMBER) ISSN0976-2183
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CONTENTSCONTENTSCONTENTSCONTENTSSr.No. TITLE & NAME OF THE AUTHOR (S)
PageNo.
1 HOSPITALS OUTSOURCING COMPLETE DEPARTMENTS: A STUDYDR. T. LATA SUJATA, B. KRISHNA REDDY & DR. C.JAYALAKSHMI
1
2 A STUDY OF CORPORATE BOND MARKET IN INDIA AND ITS LIQUIDITYHEMA GWALANI & DR. D. B. BHARATI
5
3 FRUIT AND VEGETABLE MARKETING FOR SMALL SCALE GROWERS IN INDIA
DR. M S SUBHAS & HALASWAMY D. NAIK
! PERFORMANCE OF PROFITABILITY MANAGEMENT IN LANCO INDUSTRIES LIMITED: AN EVALUATIONN. K. PRADEEP KUMAR & P. MOHAN REDDY
12
5 KEY CHALLENGES FOR INDIAN MANAGERS: IMPACT OF FDI ENTRY IN RETAIL MARKETCHELLAM SHENBAGAM
1"
" IMPACT OF FOREIGN INSTITUTIONAL INVESTMENT ON STOCK INDICES IN INDIADR. S. NIRMALA & ARUNA.G
1
# TREND AND PROSPECT OF PRIVATE EQUITY FUND IN ASIA$PACIFIC COUNTRIES: A LESSON FROM INDIADR. MANAS CHAKRABARTI
2"
% CORPORATE ENVIRONMENTAL REPORTING IN THE CONTET OF RECENT CHANGES IN REGULATORY FRAMEWORK WITH SPECIALREFERENCE TO INDIA
DR. BHASKAR JYOTI BORA & TILAK CH DAS
32
BRAND CHOICE DECISION OF INDIAN URBAN FAMILY
SRI. JAYA PRAKASH RATH, SRI. RAJESH KUMAR SAIN & SRI. ANJAN KUMAR MOHANTY
3
1' FOREIGN DIRECT INVESTMENT IN INDIAN MULTI BRAND RETAIL TRADE: STAKEHOLDER PERSPECTIVEPRATIK MAVANI & DR. AMIT R. PANDYA
!2
11 EFFICIENT MARKET HYPOTHESIS IN CHINA STOCK MARKETSSHIKHA MAHAJAN & MANISHA LUTHRA
!#
12 PORTFOLIO PERFORMANCE EVALUATION OF SELECTED SECTORS INDE OF BSEKARAN SAGAR & ALPESH GAJERA
51
13 A STUDY OF SERVICE QUALITY PERSPECTIVES AND CUSTOMER SATISFACTIONRAVINARAYANA K.S.
55
1! A STUDY ON COST EFFECTIVE METHOD OF RECRUITMENT AT KGISLPARVATA RAJ PRABHU
5
15 STRUCTURED EMOTIONAL CAREER COUNSELLING AND CAREER DEVELOPMENTDR. SEHBA HUSAIN
""
1" CUSTOMER PERCEPTION OF SERVICE QUALITY DIMENSIONS IN INDIAN BANKING INDUSTRY
AISHWARYA GOYAL
#5
1# A COMPARATIVE STUDY OF ORGANI(ED AND UN$ORGANI(ED FOOD RETAILING IN AHMEDABAD CITY OF GUJARATSANJIV KUMAR
%1
1% MERGERS AND ACQUISITIONS A PREREQUISITE GROWTH STRATEGY FOR INDIAN HEALTHCARE INDUSTRY: A CRITICAL ANALYSIS OFRANBAY$DAIICHI ALLIANCE
PREETI SINGH
%5
1 IFRS: NEED OF PRESENT SCENARIONEERU RANI
%#
2' THE ROLE OF LEADERSHIP IN THE GROWTH OF YOUTH OWNED ENTREPRISES IN KENYA: A CASE OF NYERI COUNTYSAMWEL MACHARIA CHEGE & CATHERINE KAIMENYI
3
21 INFLUENCE OF UNIVERSITY INCENTIVES FOR CAREER DEVELOPMENT ON LECTURERS) PERFORMANCE IN PUBLIC UNIVERSITIES IN KENYADR. JANET N.MANYASI
#
22 ENTREPRENEURIAL BEHAVIOUR AND BUSINESS SUCCESS OF SMALL SCALE ORGANIC VEGETABLE FARMERSM.G.P.P. MAHINDARATHNE
1'2
23 DOES ENTREPRENEURSHIP PROGRAMS INFLUENCE BUSINESS PERFORMANCE* AN EMPIRICAL INVESTIGATION OF THE NIGERIA SME+DR. AKANDE O.O 1'#
2! VOLATILITY OF INDIAN STOCK MARKET WITH REFERENCE TO CHANGE IN FII POLICY 2''1AMEE I. DAVE & PRIYA D. PARIKH
112
25 INFLUENCE OF EMPOWERMENT ON EMPLOYEE PERFORMANCE: A CASE OF PRIMARY SCHOOL TEACHERS) IN KAKAMEGA CENTRALDISTRICT, KENYA
ROBERT K.W. EGESSA & SHITSESWA E. AYUB
11#
2" THE IMPACT OF HRM PRACTICES IN INDIAN SUGAR INDUSTRYDR. S. SURESH & K. V. MURALIDHARA RAO
121
2# RADIO LISTENERS AND ADVERTISEMENTS: AN EPLORATORY APPROACHIRFAN MUMTAZ K.S.
12"
2% THE IMPACT OF TOTAL QUALITY MANAGEMENT ON BANKS AND WORKERS PERFORMANCE: A CASE STUDYRAKESH, C & SHABARISHA, N
12%
2 EAMINING THE RELATION OF WORK ETHICS TO JOB SATISFACTION AND WORK STRESS IN EMPLOYEES OF PAYAME NOOR UNIVERSITY
CENTRAL ORGANI(ATIONBAHAREH SHAHRIARI
131
3' FDI AND MULTI BRAND TRADE IN INDIAASHISH KUMAR
13"
REQUEST FOR FEEDBACK 13
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CHIEF PATRONCHIEF PATRONCHIEF PATRONCHIEF PATRONPROF- K- K- AGGARWAL
,h!ir3!n% M!l!viy! '!tion!l nstitute of 6echnolo&y% J!ipur(An in!i!"!# $% N!i$n' I)$*!n+# & %"'' %"n-#- Mini!* $% H"n R#$"*+# D#/#'$)#n!, G$/#*n#n! $% In-i0
,h!ncellor% 7 R M!n&!l!3 8niversity% #ur&!on
,h!ncellor% 9in&!y!:s 8niversity% $!rid!b!d
$ounder ;ice-,h!ncellor (
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PROF- ANIL K- SAINI,h!irperson (,R,)% #uru#obind"in&h P 8niversity% Delhi
DR- SAMBHAVNA$!culty% 6M% Delhi
DR- MOHENDER KUMAR GUPTAAssoci!te Professor% PJ9'#overn3ent,olle&e% $!rid!b!d
DR- SHIVAKUMAR DEENEAsst Professor% Dept of ,o33erce% "chool of Business "tudies% ,entr!l 8niversity of 7!rn!t!!% #ulb!r&!
ASSOCIATE EDITORSASSOCIATE EDITORSASSOCIATE EDITORSASSOCIATE EDITORSPROF- NAWAB ALI KHAN
Dep!rt3ent of ,o33erce% Ali&!rh Musli3 8niversity% Ali&!rh% 8P
PROF- ABHAY BANSAL.e!d% Dep!rt3ent of nfor3!tion 6echnolo&y% A3ity "chool of ?n&ineerin& 6echnolo&y% A3ity
8niversity% 'oid!
PROF- V- SELVAM""9% ;6 8niversity% ;ellore
PROF- N- SUNDARAM;68niversity% ;ellore
DR- PARDEEP AHLAWATAssoci!te Professor% nstitute of M!n!&e3ent "tudies Rese!rch% M!h!rshiD!y!n!nd8niversity% Roht!
DR- S- TABASSUM SULTANAAssoci!te Professor% Dep!rt3ent of Business M!n!&e3ent% M!trusri nstitute of P# "tudies% .yder!b!d
TECHNICAL ADVISORTECHNICAL ADVISORTECHNICAL ADVISORTECHNICAL ADVISORAMITA
$!culty% #overn3ent M "% Moh!li
FINANCIAL ADVISORSFINANCIAL ADVISORSFINANCIAL ADVISORSFINANCIAL ADVISORSDICKIN GOYAL
Advoc!te 6!@ Adviser% P!nchul!
NEENA
nvest3ent ,onsult!nt% ,h!3b!&h!t% "ol!n% .i3!ch!l Pr!desh
LEGAL ADVISORSLEGAL ADVISORSLEGAL ADVISORSLEGAL ADVISORSJITENDER S- CHAHAL
Advoc!te% Pun5!b .!ry!n! .i&h ,ourt% ,h!ndi&!rh 86
CHANDER BHUSHAN SHARMAAdvoc!te ,onsult!nt% District ,ourts% 2!3un!n!&!r !t J!&!dhri
SUPERINTENDENTSUPERINTENDENTSUPERINTENDENTSUPERINTENDENTSURENDER KUMAR POONIA
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CALL FOR MANUSCRIPTSCALL FOR MANUSCRIPTSCALL FOR MANUSCRIPTSCALL FOR MANUSCRIPTSCe invite unpublished novel% ori&in!l% e3piric!l !nd hi&h u!lity rese!rch wor pert!inin& to recent develop3ents pr!ctices in the !re!s of
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?cono3icsE 6ouris3 Ad3inistr!tion M!n!&e3entE ?duc!tionE 9!wE 9ibr!ry nfor3!tion "cienceE Defence "tr!te&ic "tudiesE ?lectronic
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PORTFOLIO PERFORMANCE EVALUATION OF SELECTED SECTORS INDE OF BSE
K"R"N S""R
"SST. !ROFESSOR
DE!"RTMENT OF M.B.".
SHRI SUNSHINE ROU! OF INSTITUTIONS
R"%KOT
"L!ESH "%ER"
"SST. !ROFESSOR
DE!"RTMENT OF M.B.".
SHRI SUNSHINE ROU! OF INSTITUTIONS
R"%KOT
ABSTRACTT1# $-#' $% #/'"!in2 )$*!%$'i$3 )#*%$*n+# *# #- $n !4$ %+!$* /i5., R#!"*n n- Ri6, 41i+1 *# "i!'# %$* 1$*! !#* n- 7$* 1$*!+$in2 i
!1! !1## $-#' #/'"!# -i%%#*#n! !)# $% in/#!#n! +$)ni# !1## # %+!$*. T1i !"- "22#! $-#' %$* #/'"!i$n $% '$n28!#* )$*!%$'i$3
)#*%$*n+# ++$"n!in2 +$n!in2#n+ "'!i +*i!#*i %$* #+1 %i#'- $% in/#!#n! +$)n +'i%i+!i$n. In !1i *##*+1 ))#* 4# *# 2$in2 !$ #/'"!# !1#
)#*%$*n+# $% -i%%#*#n! BSE #+!$* in-#9 "+1 BSE BANKE:, BSE CG, BSE FMCG, #!+ 4i!1 %i/# -i%%#*#n! )$*!%$'i$ #/'"!i$n #"*#. i.#. S1*)# #"*#,
T*#n$* #"*#, J#n#n #"*#, F #"*# n- M;
#"*#.
KEYWORDSPortfolio Perfor3!nce ?v!lu!tion% "h!rpe% 6reynor% Jensen% $!3!% M "u!re
INTRODUCTIONtudies on portfolio perfor3!nce ev!lu!tion be&!n in the * to 0/>/>*>) $or M!ret ris
return !s well !s vol!tility B"? "?'"? will be used
TOOLS & TECHNIQUES
$or !n!lyin& the u!rterly closin& price of selected indices tools lie 3e!n% st!nd!rd devi!tion !nd bet! h!ve been used for findin& ris !nd return
> $or 3e!surin& the perfor3!nce of selected indices theories !nd for3ul!s of "h!rpe% 6reynor% Jensen% $!3! !nd M>
3e!sures h!ve been !pplied on ris !ndreturn of selected indices
0 $or co3p!rin& the nde@ perfor3!nce of different B"? ndices% One C!y A'O;A test h!s been !pplied
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1>
DATA ANALYSIS & INTEPRETATIONTABLE 1 QUARTERLY RETURN OF SELECTED INDE
R=+9 /4 460 ./ 40
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S. +*> K=K ->
-"ep * K 1KK -**+ > + -*K> +=I *>< *I=
-Dec * -I10 -+< 10I -+I1 -K*I -+I< I0+ -I1I IK< 0=1 **>
>-M!r * +0
>-Jun * -+> >>K ->1= -I*> -*1 -*IK -0> -I>K
>-"ep * -0+ -*1+ ->K >0+ **1 -*=+ -I -00 -1KK -I1I +0< 0>< -1+I
>-Dec * = 11+ -10 -+= *K0 -K= -I< +01 +>
ANOVA: S=;> F60.4
.o 6here is no si&nific!nce difference in the 3e!n f!3! portfolio 3e!sure in between different inde@
.! 6here is si&nific!nce difference in the 3e!n f!3! portfolio 3e!sure in between different inde@
S.0*>II =I*>+W=07=; G4.K1 >
>-Jun * - -*I -*I ->1> -++ -0>K +=
>-"ep * -1= -*01 ->< KI **0 -*K= -1+< -=+ -1* -+=+ I0> +1K -1+K
>-Dec * +K 0*0 -0> 1+K 0== -+ -+0> *+I -IKK -1 I>I I= -0>0
ANOVA: S=;> F60.4
.o 6here is no si&nific!nce difference in the 3e!n M su!re (M>) portfolio 3e!sure in between different inde@
.! 6here is si&nific!nce difference in the 3e!n M su!re (M>) portfolio 3e!sure in between different inde@
S. =KKK01I 0K0++I< =I*>+
W=07=; G4.0==0 01*0I0
T.06> 00 *0
I;044060=.;: 6here is enou&h evidence to re5ect null hypothesis which indic!tes th!t there is si&nific!nce difference in the 3e!n M "u!re (M>) portfolio
3e!sure in between different inde@% which shows th!t so3e inde@ perfor3s well co3p!red to others
FINDINGS6he findin&s of the study !re e@pressed in the followin& t!ble4
TABLE$#: COMBINED RANKING OF SELECTED SECTOR INDE BY USING ALL PORTFOLIO PERFORMANCE MEASURE
I; S764 T4;.4 J;+; FAMA MM A46 R6;9=;
R6>0 I I I I I I I
B6;9 1 1 + + 1 +I 1
BSE CG = = K K K K+ K
BSE CD 0 0 0 > 0 >= >
BSE A 0 + 0+ +
BSE O=>& G6+ * < = < < < =
BSE PSU > *
BSE M06> 0 > 0 > > >+ >
BSE IT < + * * = *> *
BSE P.84 + 0 > 0 0 0 0
BSE FMCG
BSE HC > > 1 1 > 0> 0
BSE T9 < = *
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> 6he top three perfor3in& inde@ !lon& with B"? $M,# is B"? ,D B"? .,% while botto3 three perfor3in& inde@ !re B"? P"8% B"? Met!l B"? Power
considerin& !ll five portfolio perfor3!nce 3e!sures
CONCLUSIONBefore the evolution of portfolio perfor3!nce 3e!sure% invest3ent h!s been done on the b!sis of historic!l return !nd ris of !ny p!rticul!r security !nd it h!s
been !lso ev!lu!ted on the b!sis of !ctu!l return !nd ris th!t this p!rticul!r security or portfolio h!s &ener!ted 'ow ! d!y five different 3e!sure h!s been
there for ev!lu!tin& portfolio perfor3!nce n this study perfor3!nce of different B"? inde@ h!s been ev!lu!ted by usin& the different portfolio perfor3!nce
3e!sures $ro3 th!t ev!lu!tion we co3e to now th!t for ! selected ti3e period B"? $M,# is the best perfor3in& nde@ while B"? power is the worst
perfor3in& inde@ which c!n be revel fro3 r!nin& &iven in 6!ble no K
REFERENCES I;=6; J. ./ F=;6; 2''#, titled Perfor3!nce ?v!lu!tion !nd $uture Prospects of Mutu!l $und ndustry in ndi! published in ndi!n Journ!l of
$in!nce4 ;olu3e T 'u3ber > TJune-July >**K
> R6764=2'',in his rese!rch p!per titled ?v!lu!tion of lon& ter3 portfolio: perfor3!nce published in Bi
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VOLUME NO.4(2013),ISSUE NO.09 (SEPTEMBER) ISSN0976-2183
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RE&UEST FOR FEEDB"CK
D64 R64+
At the very outset% ntern!tion!l Journ!l of Rese!rch in ,o33erce !nd M!n!&e3ent (JR,M) !cnowled&es
!ppreci!tes your efforts in showin& interest in our present issue under your ind perus!l
would lie to reuest you tosupply your critic!l co33ents !nd su&&estions !bout the 3!teri!l published
in this issue !s well !s on the 5ourn!l !s ! whole% on our ?-3!il ie =;/.=46=>-. for further
i3prove3ents in the interest of rese!rch
f youh!ve !ny ueries ple!se feel free to cont!ct us on our ?-3!il =;/.=46=>-.
!3 sure th!t your feedb!c !nd deliber!tions would 3!e future issues better ! result of our 5oint
effort
9ooin& forw!rd !n !ppropri!te consider!tion
Cith sincere re&!rds
6h!nin& you profoundly
A6=6>> .
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5/27/2018 Portfolio Performance Evaluation of Selected Sector Index of BSE
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VOLUME NO.4(2013),ISSUE NO.09 (SEPTEMBER) ISSN0976-2183
INTERNATIONAL JOURNAL OF RESEARCH IN COMMERCE & MANAGEMENTA Monthly Double-Blind Peer Reviewed (Refereed/Juried) Open Access ntern!tion!l e-Journ!l - ncluded in the ntern!tion!l "eri!l Directories
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