ANALYZING THE STOCK PRICE TRENDS OF COMMERCIAL BANKS LISTED ON NEPSE

Abstract

This study investigates the stock price trends of commercial banks listed on the Nepal Stock Exchange (NEPSE) over a specified period. The primary objective is to comprehensively analyze the dynamics influencing these trends, utilizing historical stock price data, statistical analysis techniques, and econometric modeling. Through trend analysis, correlation studies, and regression modeling, the research aims to identify key factors such as financial performance metrics (e.g., profitability, asset quality), market conditions (e.g., trading volumes, volatility), and macroeconomic indicators (e.g., interest rates, GDP growth) that impact stock prices. By evaluating these factors, the study seeks to provide a deeper understanding of the underlying mechanisms driving stock price movements in the Nepalese commercial banking sector. The significance of this research lies in its potential to offer valuable insights for investors seeking to make informed investment decisions, regulators aiming to develop effective market policies, and academia interested in advancing knowledge of financial markets and economic dynamics. Through rigorous analysis and interpretation of findings, this study contributes to enhancing transparency and understanding within the NEPSE-listed commercial banks' stock market, facilitating more informed decision-making processes across various stakeholders.