Designing a Portfolio Based On Risk and Return of Various Asset Classes

Soni, Rashmi

doi:10.5539/ijef.v9n2p142

Cited by 7 publications

(5 citation statements)

References 9 publications

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“…Tata Equity Opportunities Fund, HDFC Large Cap Equity Fund and Franklin India Flexi Cap Fund were the top three mutual funds in terms of Sharpe ratio. Soni (2017) examined the returns of several asset classes and correlated them with their risks and determined the positive association between returns and risks in all asset classes. Pandow (2017) focused on the growth and development of mutual funds in India.…”

Section: Literature Reviewmentioning

confidence: 99%

Sustainable Strategies for Economic Growth and Decent Work: New Normal

Sana¹,

Biswas²,

Das³

et al. 2022

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Almost every country throughout the globe has been affected by the Covid-19 pandemic. The virus's propagation has a disastrous effect on both human health and the economy as a whole. The COVID-19 global recession is the worst since World War II ended. According to the IMF's April 2021 World Economic Outlook Report, the global economy declined by 3.5 percent in 2020, 7 percent drop from the 3.4 percent growth predicted in October 2019. While almost every IMF-covered nation saw negative growth in 2020, the decline was more extreme in the world's poorest regions. The global supply system and international trade of all countries, including India, were affected by the nationwide lockdown in India and around the world to stop the pandemic from spreading. Since the beginning of 2020, the Covid-19 pandemic has had a negative impact on the global business climate. The COVID-19 pandemic has resulted in significant public health and economic problems in South Asian countries and the worst impacted being India, Bangladesh and Pakistan in recent years. The nationwide lockdown adopted by the countries was effective in slowing down the spread of the coronavirus in South Asia, but it came at a substantial financial and social cost to society. Manufacturing activities in Japan, South Korea, Indonesia, Vietnam, and the Philippines have shrunk sharply. Tourism, trade and remittances, and all major sources of foreign money for South Asian countries, have been substantially impacted. The COVID-19 spread has had a significant influence on global financial markets. The international financial and energy markets substantially dropped as the number of cases began to rise globally, primarily in the United States, Italy, Spain, Germany, France, Iran, and South Korea along with South Asian countries. Reduced travel has had a substantial impact on service businesses such as tourism, hospitality, and transportation. According to IMF, (space required after,) 2020 South Asian economies are likely to shrink for the first time in 4 decades. The pandemic has pushed millions into poverty and widened income and wealth disparities because of premature deaths, workplace absenteeism and productivity losses. A negative supply shock has occurred with manufacturing and productive activity decreasing due to global supply chain disruptions and factory closures. This resulted in a severe short-term challenge for policymakers, especially when food and commodity prices rise, exacerbating economic insecurity. Failure to achieve equitable recovery might result in social and political unrest, as well as harsh responses from governments that have been less tolerant of dissident voices in recent years. Almost every area of the Indian economy is being ravaged by the pandemic. But the scope and degree of the damage vary from sector to sector within each area. One of the worst-affected areas in India is the Micro, Small, and Medium Enterprises (MSMEs) sector. Apart from MSMEs, Agriculture and Agro-based industries, Banking companies and NBFCs and Social Sectors are also in jeopardy. The pandemic creates turmoil in the Capital Market and Mutual Funds industry. India's auto manufacturing and its ancillary sectors were badly hit during the initial stages of the pandemic when lockdown measures were adopted and the situation continued to remain subdued for many quarters. It is still uncertain whether this recession will have long-term structural ramifications for the global economy or will have only short-term financial and economic consequences. Additionally, the speed and the strength of the healing may be crucially dependent on the capability of the governments to accumulate and roll out the COVID-19 vaccines. In the context of the pandemic and its devastating impact on the Indian economy, an edited volume is proposed which intends to identify and analyse the footfalls of the pandemic on various sectors and industries in India. The proposed edited volume endeavours to understand the status, impact, problems, policies and prospects of the agricultural and agro-based industries, Banking and NBFCs, MSMEs, Social Sector, Capital Market and Mutual Funds during the pandemic and beyond. The proposed volume will contain research papers/articles covering the overall impact of the pandemic on various sectors, measures to be adopted to combat the situation and suggestions for overcoming the hurdles. For this, research papers and articles will be called from academicians, research scholars and industrialists having common research interests to share their insights relating to this area. It is anticipated that the volume will include twenty to twenty-five chapters. An editorial committee will be constituted with three chief editors and another external editor to review the articles following a double-blind review process to assure the quality of the papers according to the global standards and publisher's guidelines. The expected time to complete the entire review process is one month, and the publication process will start thereafter. The proposed volume is believed to be having significant socio-economic implications and is intended to cater to a large audience which includes academicians, researchers, students, corporates, policymakers, investors and general readers at large.

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Section: Literature Reviewmentioning

confidence: 99%

Sustainable Strategies for Economic Growth and Decent Work: New Normal

Sana¹,

Biswas²,

Das³

et al. 2022

View full text Add to dashboard Cite

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“…However, few Nepalese mutual funds are well diversified and have reduced its unique risk. Soni (2017) analyzed the returns of various asset classes and correlate these with their risk characteristics in order to verify whether there is always a positive relation between risk and return across all asset classes and to find out the portfolio mix of the various asset classes corresponding to the desired return and risk.…”

Section: Introductionmentioning

confidence: 99%

Risk and Return Analysis of Closed End Nepalese Mutual Fund

BIlash Bajracharya

2022

IRJPMC

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A mutual fund is a professionally managed investment fund that pools money from many investors to purchase securities. This study has analyzed performance of the risk and return of closed end Nepalese mutual fund on weekly basis of return that had been trading at Nepal Stock Exchange. This study is both analytical and descriptive in nature. The study is used the model of Return, Risk and risk adjusted performance. Risk refers to relatively objective probabilities which can be computed on the basis of past experience or some prior principle. Risk may be defined as the chance of variations in actual return. Return is defined as the gain in the value of investment. The return on an investment portfolio helps an investor to evaluate the financial performance of the investment. The findings show that Beta value is low for Sanima Equity Fund as fund provides highest return for a given unit of no risk taken. The investors who need regular income can investment in Sanima Equity Fund. Keywords: Mutual fund, Risk, Return, Investors

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“…Since this is practically impossible, the target is to optimize the risk and return. The performance is affected by business as well as other local and global macroeconomicc parameters" (Soni, 2017). Investors invested their funds through the purchasing of stock with the hope of acquiring substantial profits.…”

Section: Introductionmentioning

confidence: 99%

The influence of monetary performance on stock return in consumer goods industry

Nainggolan

Widajatun²

2020

IJFBS

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Instrument which conventionaly used to invest in a capital market is stock. Investor who invested in stocks wanted a certain level of profits from it, the profit from the result of the investment is called stock return. The increase or decreases of investors’ stock return acquisition were determined by monetary performance projected in the company monetary report. The purpose of this research is to discover the monetary performance of stock return on the category of consumer goods industry company in 2015-2018 periode using EPS (Earnings Per Share), ROE (Return on equity), and DER (Debt to equity ratio) as its measurement tools. The method used in this research is causal method with consumer goods industry company sector as its research object. Purposive sampling was used as research sample extraction and as a result, 14 companies were determined as data sample. The data were analyzed using classic assumption test (normality, multicollinearity dan heteroskedasticity). The samples were analyzed using data analysis panel or pooled data. From the result of the research it was determined that monetary performance projected in return on equity was significantly affected the stock return. As for the monetary performance projected in earning per share and debt to equity ratio, was partially insignificant to its effect on stock return. Both monetary performance projected in earning per share, return on equity and debt to equity ratio was significantly affected the stock return of consumer goods industry company in 2015-2018.

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Designing a Portfolio Based On Risk and Return of Various Asset Classes

Cited by 7 publications

References 9 publications

Sustainable Strategies for Economic Growth and Decent Work: New Normal

Sustainable Strategies for Economic Growth and Decent Work: New Normal

Risk and Return Analysis of Closed End Nepalese Mutual Fund

The influence of monetary performance on stock return in consumer goods industry

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