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Assessing and testing the Capital Asset Pricing Model (CAPM): a study involving KSE-Pakistan
Muhammad Ibrahim Khan, Maria Gul, Noorul Mudassar Khan, Bilal Nawaz, Sanaullah
Volume 12 Issue 10
Global Journal of Management and Business
Volume 12 Issue 10
Global Journal of Management and Business
The current research study tests the CAPM, (Capital Asset Pricing Model) in Pakistan’s stock market, Karachi Stock Exchange KSE. Capital Asset Pricing Model explains the links present between risk and return in efficient markets. Therefore the current study has focused on the calculation of Beta of ten companies registered on KSE, and actual and expected returns have been compared. The data analysis revealed the limited applicability of CAPM to the KSE, 100-index. Further studies may be conducted to check the applicability of the model, by taking a large sample of companies, especially in Pakistani stock exchanges.
