Risk-Return in the Stock Market: A Wavelet Approach

Bello, Rasheed Adegbola

doi:10.4236/jmf.2021.114035

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2024

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“…However, while no single method can be said to be sufficient for analyzing and interpreting investments, they can assist the investor in defining trends to some extent. Bello (2021) explains the study used continuous wavelet tools to evaluate the comovement of market returns in four countries. The paper utilized the market indexes in these four countries and used four wavelet tools-wavelet spectrums; wavelet coherency, partial wavelet-coherency and phase difference to evaluate the co-movement.…”

Section: Introductionmentioning

confidence: 99%

Portfolio Analysis of Financial Institutions in Nepal

Pandeya,

Shrestha

2024

The Harvest

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In this paper we empirically investigated risk return dynamics of the financial institutions that were selected from the Nepal Stock Exchange for the period of 2016-2022. The objective of this study is to analyze the portfolio of different FIs based on the return and risk parameters using ex-post returns data. This study employed financial and statistical tools to draw the conclusion. The beta values show that commercial banks’ share prices are more volatile than the prices of development banks and finance companies. The alpha coefficients reveal that share prices of all commercial banks and development banks are found overvalued and couple of finance companies is undervalued. The results of correlation coefficient offer a scope of diversification in the Nepalese stock market.

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Section: Introductionmentioning

confidence: 99%