Online ISSN: 2515-8260

Keywords : Return

Analysis on Monitoring Indian Stock Market Regarding the Union Budget of 2020 in Negative Angle

Amit Agrawal

European Journal of Molecular & Clinical Medicine, 2020, Volume 7, Issue 4, Pages 178-185

This research paper points on union budget is the step or the budgete of the Govt. to take better incentives for providing better allocation of funds to all the existing industries. The union budget will play a key role for the stock market on the day of budget session. Because if the union budget is affordable to the industries it will be on positive if not it will be negative. The proposed paper tells about the budget impact of 2020 which is negative on stock market. The main purpose of this research is to find out the fluctuations of the stock market over pre and post trading day respective to union budget presentation in parliament. In this research regression statistics tools are used in methodology.


Dr. Meda Srinivasa Rao; Dr. Venkateswararao. Podile; Dr.Durgaprasad Navvula

European Journal of Molecular & Clinical Medicine, 2020, Volume 7, Issue 4, Pages 1010-1018

Banking is a backbone for economic progress of any country, India is not an exception. After Nationalisation till liberalisation the progress of banking industry mainly focused on public sector banks. After liberalisation private sector banks has played an important role for the progress of Indian economy. Government of India initiated diverse structural reforms in line with global banking industry such as implementation of Basel norms, listing in stock exchanges, automation of operational activities, consolidation of selected public sector banks , as a part of financial inclusion Pradhan Mantri Jan Dhan Yojana (PMJDY), National Investment and Infrastructure (NIIF), allowing to operate small and payments banks and others. The current study highlights risk and return of banking stocks which are part of Nifty index between 2 periods which includes period1, the UPA government (2010 to 2014) and period2, the NDA government (2015 to 2019). It also examines the pattern of return and risk of banking stocks between two periods and relates different policy decisions. The study used different statistical techniques like Return, Average return, Standard deviation, Variance and Beta. Coefficient of variation analysis is to understanding the relationship between two periods risk and return of banking stocks.

Optimal Portfolios With Smart Beta, Alpha, Diversification, And Var On Horizon Indonesia’s Stock Exchange

Dwi Fitrizal Salim; Disman .; Ikaputera Waspada; Wahyudayanto Utama

European Journal of Molecular & Clinical Medicine, 2020, Volume 7, Issue 2, Pages 5371-5381

Portfolios are one way of investing with a merger of several investment instruments within a portfolio group. Portfolio for the first time introduced by Markowitz (1952). Then theories began to be studied a lot by researchers that produced a lot of discoveries, in portfolio theory, there's the variable in diversification where this theory can suppress the level of risk that arises in an investment with a particular rate of return. This study adds variables used by Cazalet al (2014) where it adds value at risk variables (var). The study used a useful regression of logistics, finding a formula that produces binary codes 1 and 0, where one return of that stock over the market and zero returns obtained below the market. The formulas generated with the beta, alpha, diversification, and var variables could predict return levels with binary codes 1 and 0 by 72.5 percent, this may help investors to determine shares that have returns on the market to boost investment returns.