International Research journal of Management Sociology & Humanities
( ISSN 2277 - 9809 (online) ISSN 2348 - 9359 (Print) ) New DOI : 10.32804/IRJMSH
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PERFORMANCE EVALUATION OF EQUITY SHARES
1 Author(s): MS. MEENU RANI
Vol - 5, Issue- 3 , Page(s) : 10 - 17 (2014 ) DOI : https://doi.org/10.32804/IRJMSH
This paper is based on share prices data of 50 companies of Bombay Stock Exchange from January,1st 2000 to 31st December 2011. The Sharpe’s , Treynor’s and Jensen’s model have been applied to measure the performance of these companies. The basic objective is to know the performance of these companies through the use of these three model, and compare it with benchmark (i.e market portfolio) to know the performance is better or poor. According to sharpe’s model 14 companies are performing better while the remaining 36 companies are poorly perform. According to Treynor’s model the performance of 15 companies is better while 35 working poorly. According to Jensen,s Model 16 companies have so on better managerial predictability.