Construction of Optimal Portfolio Using Sharpe'S Single index Model: An Empirical Study on Indian Computer Software Industry Stocks

Indian IT services companies are establishing their presence in all major global markets. Accordingly the primary concern of this research is to build an optimal portfolio from Indian Computer Software Industry with the assistance of Sharpe index model. NSE listed top 28 computer software securities on basis of market capitalization have been selected for the present research. Present study covers five years time period from October 1, 2012 to October 1, 2017. Nineteen companies have been selected on the basis of Cut-off point. An investor is getting 2.569172% of Portfolio Return on an average by constructing Portfolio of NSE 19 Computer Software securities, and against it he is bearing 6% Portfolio Risk. All the selected securities except Ramco Ltd and Sasken