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This document discusses a research article that empirically tests the Capital Asset Pricing Model (CAPM) in the Indian stock market with reference to the S&P BSE Sensex Index from 2011 to 2015. The empirical analysis fails to support the theory of CAPM. Specifically, the results show that beta is not the only factor that determines asset returns, and asset returns are not linearly related to beta as proposed by CAPM. Additionally, the only risk that influences returns according to CAPM is systematic risk, b

Author

prince

Language

EN