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A STUDY ON EVALUATION OF SYSTEMATIC RISK AND MARKET SENSITIVITY IN BANKING SECTOR PORTFOLIO EMPIRICAL EVIDENCE FROM INDIAN EQUITIES USING NIFTY INDEX

📘 Volume 14 📄 Issue 6 📅 June 2026

👤 Authors

G. Pavani 1 , Mr. V. Venkata Rao 2
1. Student, Department of Management Studies, MITS Deemed to be University – 517 325, Andhra Pradesh, India,
2. Assistant Professor, Department of Management Studies, MITS Deemed to be University – 517 325, Andhra Pradesh, India,

📄 Abstract

The banking sector plays a crucial role in the growth and stability of the Indian economy, making it an important area for investment analysis. This study focuses on the evaluation of systematic risk and market sensitivity in banking sector portfolios using empirical evidence from Indian equities with reference to the NIFTY 50 index. Systematic risk refers to the market-related risk that cannot be eliminated through diversification and is influenced by factors such as inflation, interest rates, economic policies, and overall market fluctuations. The primary objective of the study is to measure the responsiveness of banking sector stocks to market movements and to understand their impact on portfolio performance. The research is based on secondary data collected from selected banking companies listed on Indian stock exchanges over a specific study period. Various financial and statistical tools, including beta analysis, correlation analysis, regression analysis, and risk-return measures, are used to examine the relationship between banking stocks and the market Index.

🏷️ Keywords

Systematic Risk Market Sensitivity Banking Sector Stock Returns Beta Volatility Correlation Portfolio Management NIFTY 50 Indian Equities.

🔗 DOI

View DOI - (https://doi.org/10.36713/epra28336)

📚 How to Cite:

G. Pavani, Mr. V. Venkata Rao , A STUDY ON EVALUATION OF SYSTEMATIC RISK AND MARKET SENSITIVITY IN BANKING SECTOR PORTFOLIO EMPIRICAL EVIDENCE FROM INDIAN EQUITIES USING NIFTY INDEX , Volume 14 , Issue 6, June 2026, EPRA International Journal of Economic and Business Review(JEBR) , Pages: 34 - 39 , DOI: https://doi.org/10.36713/epra28336

🔗 PDF URL

https://cdn.eprapublishing.org/article/1781388695374-6.EPRA28336.pdf

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