Global Advanced Research Journal of Management and Business Studies (ISSN: 2315-5086) November 2017 Vol. 6(7), pp 183-186

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Original Research Articles

Empirical study to evaluate various models for stock Investment for Indian Capital Markets

Professor Richa Bhatt

PhD Scholar at JJT University

Email: richasbhatt@rediffmail.com

Accepted 28 October

Abstract 

The objective of this paper is to have a broad understanding of various models for investment and stock selection for India Capital Markets. There are various models like Piotroski’s F Score, CAMELS for Banking, CANSLIM for sectorial picks, Graham Harvey for Portfolio Performance Measurement, Kisor Whitebeck for Manufacturing stocks available as a tool for investors. We would like to understand and undertake a comparative study of these models with respect to Indian Capital Markets. 

Keywords: Mutual Funds, Investment Performance, Alpha, Beta, Standard Deviation, R Squared, Sharpe Ratio, Treynor Ratio and Jensen Alpha.