capital asset pricing model

Project on Momentum Strategy in Stock Market

The main objective of this project was to check out profitability of the momentum strategy in the stock markets. The momentum strategy is a smart investment strategy wherein earlier winners are bought and past losers are shorted. In this project we’ve additionally presented that momentum can’t be explained by the systematic risk of the individual stocks. The evidence in support of a momentum effect supplied in this report too suggests that expected price patterns could be utilized

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