Abstract: This analysis evaluates the financial performance of ten leading Indian IT and Banking companies from April 2020 to March 2025 using historical stock prices and NIFTY 50 benchmark returns. Key metrics including annualized returns, volatility, Beta, Sharpe Ratio, Treynor Ratio, and Jensen’s Alpha were used to assess risk-adjusted performance and market sensitivity. The results show that banking companies, particularly ICICI Bank and SBI, achieved stronger risk-adjusted returns and positive alphas, indicating consistent outperformance. In contrast, major IT firms such as TCS, Infosys, and Wipro experienced higher volatility, lower risk-adjusted returns, and negative alphas, reflecting underperformance during the period. Overall, the dataset provides a solid foundation for equity research, portfolio evaluation, and sectoral comparison within the Indian market.
The content focuses on assessing financial performance through tools like Sharpe, Treynor, Jensen’s Alpha, and Beta. It analyses risk, volatility, and returns using CAPM, compares IT and Banking sector stocks with the NIFTY 50 index, and reviews historical prices to evaluate overall portfolio efficiency.

Download: | DOI: 10.17148/IMRJR.2025.021206