The Indian equity market barometer BSE Sensex-30 reflects the overall equity market situation but also it indicates the country's economic situation. The present paper has considered the BSE six sectoral indices from the period of 2009 to 2016 years. The performance methods of Sharpe method, Jensen and Eugene fama results indicated that the BSE Bankex returns are superior to the other sectoral indices during the study period. The Terynor performance method result observed the BSE Auto returns are found to be superior to other indices. The Bi-variate correlation result indicates that the Sharpe vs. Eugene fame is having the strong correlation. This paper is useful to the equity investors.
Auto Sector, Healthcare Sector, Bankex, CAPM, Eugene Fama, Jensen and Sharpe Method
