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Are Indian Stock Markets Driven More By Sentiments Than By Fundamentals  ?<br />Alok Mishra,, Akash Jauhari , Karan Verma ...
          Determinants of Our Research<br />Fundamentals<br /><ul><li> EPS
 Future Cash-    flows
 P/E
 Projects in Hand</li></li></ul><li>
           Market Sentiments<br />
    Settlement Between The Ambani Brothers<br />    On June 20, 2005, the news of the settlement between the Ambani brothe...
         ICICI Bankruptcy Reports <br />ICICI Bank Share price went  down by a whopping 14 percent  on 28th Sep, 2008<br />
       UPA Wins By Thumping Majority<br />On May 18, 2009, the SENSEX surged 2110.79 points .This event created history in...
       26/11 Terror Attack on Financial Capital<br />Share Market resilient on 28/12 as it rises by 2% <br />
Research Design<br />Field Study<br /> Longitudinal collection of Data ( 2004 – 2011)<br />Secondary Source of Data-<br />...
Research Objective<br />To Quantitatively find the impact of Sentiments on Stock Markets as compared to Fundamentals.<br />
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Are Indian Stock driven by pure Sentiments

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Transcript of "Are Indian Stock driven by pure Sentiments"

  1. 1. Are Indian Stock Markets Driven More By Sentiments Than By Fundamentals ?<br />Alok Mishra,, Akash Jauhari , Karan Verma , Lokesh Chaudhary, Raghav Agarwal , Varun Sehgal <br />BY<br />
  2. 2. Determinants of Our Research<br />Fundamentals<br /><ul><li> EPS
  3. 3. Future Cash- flows
  4. 4. P/E
  5. 5. Projects in Hand</li></li></ul><li>
  6. 6. Market Sentiments<br />
  7. 7. Settlement Between The Ambani Brothers<br /> On June 20, 2005, the news of the settlement between the Ambani brothers boosted investor sentiments and the scrips of RIL, Reliance Energy, Reliance Capital and IPCL made huge gains. This helped the Sensex crossed 7,000 points for the first time<br />
  8. 8. ICICI Bankruptcy Reports <br />ICICI Bank Share price went down by a whopping 14 percent  on 28th Sep, 2008<br />
  9. 9. UPA Wins By Thumping Majority<br />On May 18, 2009, the SENSEX surged 2110.79 points .This event created history in Dalal Street, by being the first ever time that trade had been suspended for an increase in value.<br />
  10. 10. 26/11 Terror Attack on Financial Capital<br />Share Market resilient on 28/12 as it rises by 2% <br />
  11. 11. Research Design<br />Field Study<br /> Longitudinal collection of Data ( 2004 – 2011)<br />Secondary Source of Data-<br /> BSE, Money Control/ CNBC<br /> Units: Individual Stock Prices.<br /> RIL, ONGC, TCS, Infosys, L&T, ICICI, Future Grp.<br /> Causal and Descriptive Study.<br />
  12. 12. Research Objective<br />To Quantitatively find the impact of Sentiments on Stock Markets as compared to Fundamentals.<br />
  13. 13. Methodology<br />Impact News <br />Change in Stock, observed<br />Change in BSE<br />Expected Change in Stock<br />Application – Kruskal Wallis<br />Result and Conclusion<br />
  14. 14. Methodology<br /><ul><li>% Change = (closing – opening) * 100 /opening.
  15. 15. Theoretical % Change in Stock = (Beta) * (Sensex % Change).
  16. 16. Comparing Theoretical Change and Actual Change.
  17. 17. Analysis of Variance of the two samples.
  18. 18. Non Parametric – Kruskal Wallis Test, a = 5 %</li>
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