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The present study attempts to analyze the portfolio performance of Nifty stocks during the study period and to measure the total risk. For the purpose of analysis, the daily, weekly and monthly closing prices of NSE Nifty listed companies, for the period from April 2004 to 2009, have been identified. The study found that there was a high positive correlation between portfolio returns and risk. It also reveals that the portfolio unsystematic risk declined due to diversification. The study is useful to understand the impact of systematic and unsystematic risk through portfolio construction.

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The research intends to assess the efficiency of NSE Energy Index-listed firms throughout the COVID-19 before and post pandemic phases, which run from 2019 to 2021. The primary goal of this article was to examine the price movement of corporations in the petroleum, gas, and electricity sectors by employing statistical methods such as descriptive statistics, ADF, and the GARCH (1,1) model, during the period of study. When comparing the post-COVID-19 pandemic era to the pre-COVID-19 pandemic period, certain firms experienced excessive volatility. The energy market's investor sentiment was significantly higher on the tail events, suggesting that anxious investors raced to put options and paid an exorbitant premium to shield them against unprecedented danger in the energy market.