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CONTRIBUTION OF GITAM IN ^NSEI WITH RESPECT TO TREYNOR PROPORTION
Journal: International Journal of Advanced Research in Engineering and Technology (IJARET) (Vol.11, No. 07)Publication Date: 2020-07-31
Authors : K.R.R. GANDHI G.V.K. KASTHURI; S.S. PRASADA RAO;
Page : 75-79
Keywords : Absolute return; Beta; Variance; Treynor and GITAM/FAANG;
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Abstract
We have estimated some specific and individual stock performances as far as comes back concerning in general commitment of ^NSEI. We have created GTIAM model which is like FAANG model by considering five best stocks in particular G, I, T, A and M through Treynor extent with the assistance of Python.
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Last modified: 2021-02-05 20:30:26