ABSTRACT
The study is about the investment behaviour of “Foreign Institutional Investors” (FII) in the Indian stock market w.r.t their trading behaviour and its impact on stock market movements. We have collected the daily data of investment of FII net equity investments and NIFTY 50 index in Indian stock markets for a long time period from the year 2000 to 2022. The paper used trend analysis and the relationship between FII net equity investments and NIFTY 50 index. The paper found a significant relationship and causality in the direction of NIFTY to FII investments. The FII are found to invest with consistency in the Indian stock market and are also responsible to contribute significantly to the development of the Indian stock market.
ABSTRACT
This paper endeavors to build an ideal portfolio by utilizing Sharpe‘s Single index model. For this reason, NSE NIFTY and all the 50 stocks where are a part of it have been utilized as business record for planning portfolio. The everyday information for all the stocks and list for the period of April 2008 to December 2013 has been gathered. The proposed model will define a special cut off point (Cut off rate of return) and chooses stocks having overabundance of their normal return over risk free rate of return surpassing this cut-off point. Rate of venture in each of chosen stocks is then settled on the support of separate weights allocated to each one stock relying upon individual beta value, stock development change unsystematic risk, return on stock and hazard free return versus the cut off rate of return. According to our findings, our optimal portfolio comprises of four stocks chose out of 50 shot recorded scripts, giving the reappearance of 0.116 %.