Abstract: This study evaluates the financial performance of ten leading automobile companies listed on the National Stock Exchange (NSE) from April 2020 to March 2025. Using historical stock prices and NIFTY 50 benchmark returns, key metrics such as annualized returns, volatility, Beta, Sharpe Ratio, Treynor Ratio, and Jensen's Alpha were calculated to assess risk-adjusted performance and market sensitivity. The results indicate that [Top Performing Stock(s)] delivered the strongest risk-adjusted returns, while [Underperforming Stock(s)] exhibited higher volatility and lower efficiency. Overall, the analysis provides a comparative framework for evaluating automobile stocks, highlighting the divergence between high-growth, high-risk players and more stable, lower-return companies within the sector.

Download: | DOI: 10.17148/IMRJR.2026.030208