A Study on Impact of Nifty 50 Volatility on Stock Price

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@article{1710797,
      author = {Deeksha Nagaraja Hegde, Dr. Charithra C M},
      title = {A Study on Impact of Nifty 50 Volatility on Stock Price},
      journal = {Iconic Research And Engineering Journals},
      year = {2025},
      volume = {9},
      number = {3},
      pages = {2028-2031},
      issn = {2456-8880},
      url = {https://www.irejournals.com/formatedpaper/1710797.pdf},
      abstract = {The stock market is reflecting as the mirror of the economy in India. It captures financial movements, confidence of investors, their expectations etc. The index Nifty 50 acting as a point of reference of the market performance by observing and tracking the top 50 companies in all sectors. The volatility in the index occurred due to global economic shocks, changes in the policy, domestic development etc. But this volatility is break free from the index and spread over into the stock prices of individual companies. It creates risk and opportunities for the investors. This study helps to know the impact of Nifty 50 volatility on the stock prices of the selected financial and IT companies, which are HDFC, LIC, ICICI, Infosys, TCS and Wipro. Because of their strong performance in the stock market, these companies were chosen. In this study statistical tools like correlation analysis, regression analysis and ARIMA forecasting techniques were used to measure the sensitivity of the prices of stocks to Nifty 50 fluctuations and to identify patterns in their movement. This research paper explores the importance of managing the risk, portfolio diversification, awareness about each sector for the investors who are seeking for the opportunity to invest in the stock market and expecting the risk and returns. The link between the theoretical framework and real market data helps to gain the valuable insights to the analysts, students, investors and portfolio managers. This study helps to understand the behaviour of the stock price, fundamental factors of each sector etc.},
      keywords = {Nifty 50, ARIMA model, volatility, regression analysis, correlation analysis, NSE.},
      month = {September},
  }