Risk and return analysis of common stock investment (special reference to Nepalese Joint Venture Banks)

dc.contributor.advisorKeshav Raj Joshi
dc.contributor.authorNiraula, Biswas
dc.date.accessioned2025-01-21T06:05:52Z
dc.date.available2025-01-21T06:05:52Z
dc.date.issued2024
dc.description.abstractThis study analyses thevriskvandvreturnvof joint venturevcommercialvbanksvin Nepal. The study has identified rate of return (Rj), common stock’s expected return E(Rj), standard deviation (σ), coefficient of variance (CV), covariance, correlation coefficient and coefficient of beta (β) to analyze the data. The study has selected Nepal Nepal SBI Bank Limited, Standard Chartered Bank Nepal Limited, NABIL Bank Limited, Himalayan Bank Limited, Everest Bank Limited and Nepal Investment Mega Bank Limited for the purpose of the study. The results the risk per unit as indicated by coefficient of variation of the joint venture banks is higher for the than the market index. Hence, the stocks of joint venture banks are more volatile than the market index. The beta coefficient of all joint venture banks is lower than beta coefficient of market (βM) resulting defensive stock. The portion of unsystematic risk of the commercial banks are less than the portion of systematic risk indicating less risk can be eliminated or in the control of the banks. The return of joint venture banks has ranges of very low degree to high degree with both positive and negative correlation with the market return and the correlation is both significant and insignificant. Keywords: Risk, return, systematic risk, unsystematic risk, joint venture banks.
dc.identifier.urihttps://hdl.handle.net/20.500.14540/23686
dc.language.isoen_US
dc.subjectCommon stock
dc.subjectCommercial bank
dc.titleRisk and return analysis of common stock investment (special reference to Nepalese Joint Venture Banks)
dc.typeThesis
local.academic.levelMasters
local.institute.titleShankerdev Campus, Putalisadak

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