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CAPM Analysis of Ambuja Cements Ltd. by praveenbtech430 is a document available to read on EtoBox.

This document analyzes Ambuja Cements Limited stock using the Capital Asset Pricing Model (CAPM). It calculates daily returns and risks for Ambuja Cements and the BSE Sensex index from 1997 to 2012. A graph shows the risk and return fluctuating over time for both. While CAPM predicted returns did not perfectly match actual returns, it still provides a legitimate framework for understanding the relationship between risk and return. The analysis finds some support for CAPM but also room for improvement in pro

Author

praveenbtech430

Language

EN