Performance Analysis of Selected Developing Countries Indices Based On Return and Risk

Dr. G. Thouseef Ahamed

Developing countries, Stock market indices, Performance analysis, Returns, Risk, Global economy, Investment decision

This article conducts a performance evaluation of selected indices from developing countries, which serve as a representation of the emerging economies' stock market performance. Indicators such as average returns, 10-year holding period returns, compound annual growth rate (CAGR), Sharpe ratio, standard deviation (SD), and value at risk (VaR) are used for assessment. The selected indices are commonly used as benchmarks in their respective stock markets, including China, India, Indonesia, Pakistan, Brazil, Nigeria, Bangladesh, Mexico, Philippines, and Egypt. The study's findings, presented through tables and statistical measures, hold significance for investors seeking to comprehend the risk and return characteristics of these markets, policymakers aiming to enhance their economies' performance, and for providing insights into the developing economies' performance, which are increasingly influential players in the global economy. The analysis reveals that India and Egypt have the highest average returns, 10-year holding period returns, and CAGR, while Mexico lags in these performance metrics. The paper thus offers crucial insights for investors and policymakers seeking to invest in developing countries' stock markets.

Published Paper   E-Certificate

"Performance Analysis of Selected Developing Countries Indices Based On Return and Risk", IJSDR - International Journal of Scientific Development and Research (www.IJSDR.org), ISSN:2455-2631, Vol.8, Issue 3, page no.809 - 816, March-2023, Available :https://ijsdr.org/papers/IJSDR2303127.pdf

Volume 8 Issue 3, March-2023

Pages : 809 - 816

Paper Reg. ID: IJSDR_204595

Published Paper Id: IJSDR2303127

Downloads: 000347203

Research Area: Management

Country: Hyderabad, Telengana, India

Published Paper PDF: https://ijsdr.org/papers/IJSDR2303127

Published Paper URL: https://ijsdr.org/viewpaperforall?paper=IJSDR2303127

ISSN: 2455-2631 | IMPACT FACTOR: 9.15 Calculated By Google Scholar | ESTD YEAR: 2016

An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 9.15 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator

Publisher: IJSDR(IJ Publication) Janvi Wave

This work is licensed under a Creative Commons Attribution 4.0 International License and The Open Definition