A Study on CAPM Model on FMCG Sector of India
Keywords:
Beta, CAPM, expected return, FMCG, NSE, riskAbstract
FMCG is considered as 4th largest sector in the Indian economy. This research has been done on the 15 stocks selected from the FMCG index on NSE. The monthly data used in this study spans the period of January 1, 2019, to August 31, 2022. From the research, we have found that some of the companies are providing decent returns by taking extra risk conversely. One of the companies is providing lower return as compared to other stocks although the risk is high.
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