An Empirical Study on Risk and Return Analysis of Mining Sector

International Journal of Management Studies ISSN(Print) 2249-0302 ISSN (Online)2231-2528, Vol.–V, Issue –4(5), October 2018 [111] DOI : 10.18843/ijms/v5i4(5)/13, DOI URL: doi/10.18843/ijms/v5i4(5)/13

8 Pages Posted: 4 Jun 2019

See all articles by Janet Jyothi Dsouza

Janet Jyothi Dsouza

Ballari Institute of Technology and Management

Ravinarayana K. S

Vijayanagara Sri Krishnadevaraya University

Date Written: October 30, 2018

Abstract

In investment decision, risk and return analysis plays a key role in evaluation of any assets. The present paper investigates the study on relationship between risk and return of selected companies of Mining industry. Mining industry is considered to be one of the fastest growing sectors in any developing and even in a developed country. In such a scenario, analyzing stocks from the Mining sector requires utmost caution and understanding. The study calculated security return, Market return, Beta, Standard deviation, Correlation Coefficient, Skewness and Kurtosis. The sample size for this study consists of 6 public limited mining companies that are listed on BSE from 2011 to 2016. The SENSEX is used as market proxy. The descriptive statistics are being used to examine the relationship between the security return and market return. Findings suggest that there is a positive relationship between the security return and market return and the beta are unstable during the study period.

Keywords: Risk and return, Mining Sector. BSE, SENSEX, Beta

Suggested Citation

Dsouza, Janet Jyothi and K. S, Ravinarayana K. S, An Empirical Study on Risk and Return Analysis of Mining Sector (October 30, 2018). International Journal of Management Studies ISSN(Print) 2249-0302 ISSN (Online)2231-2528, Vol.–V, Issue –4(5), October 2018 [111] DOI : 10.18843/ijms/v5i4(5)/13, DOI URL: doi/10.18843/ijms/v5i4(5)/13, Available at SSRN: https://ssrn.com/abstract=3387289

Janet Jyothi Dsouza (Contact Author)

Ballari Institute of Technology and Management ( email )

Allipur Ballari
Ballari, KY Karnataka 583104
India
9845353293 (Phone)

Ravinarayana K. S K. S

Vijayanagara Sri Krishnadevaraya University ( email )

Jnana Sagara Campus,Vinayaka Nagar Cantonment,Bell
Ballari, KY Karnataka 583104
583104 (Fax)

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