Factor Analysis for Portfolio Returns: Investigating How Macroeconomic Factors Impact the Performance of the equity Portfolio
- Title
- Factor Analysis for Portfolio Returns: Investigating How Macroeconomic Factors Impact the Performance of the equity Portfolio
- Creator
- Nawani A.; Khanra P.; Dhalwani S.; Birari A.
- Description
- This paper investigates the complex relationship between macroeconomic factors and equity portfolio performance using regression analysis. In today's volatile financial environment, it emphasizes the importance of understanding how variables such as interest rates, inflation, money supply and GDP influence investment outcomes. Exact statistical techniques and historical data from a specific time period are used to uncover hidden factors affecting portfolio returns, with a particular focus on interest rates, inflation, money supply, and GDP. The goal of the research is to provide a comprehensive understanding of how these macroeconomic factors influence the equity investments. 2024 IEEE.
- Source
- TQCEBT 2024 - 2nd IEEE International Conference on Trends in Quantum Computing and Emerging Business Technologies 2024
- Date
- 2024-01-01
- Publisher
- Institute of Electrical and Electronics Engineers Inc.
- Subject
- Economic Indicators; equity portfolio; regression analysis
- Coverage
- Nawani A., Christ University, India; Khanra P., Christ University, India; Dhalwani S., Christ University, India; Birari A., Christ University, India
- Rights
- Restricted Access
- Relation
- ISBN: 979-835038427-7
- Format
- Online
- Language
- English
- Type
- Conference paper
Collection
Citation
Nawani A.; Khanra P.; Dhalwani S.; Birari A., “Factor Analysis for Portfolio Returns: Investigating How Macroeconomic Factors Impact the Performance of the equity Portfolio,” CHRIST (Deemed To Be University) Institutional Repository, accessed February 24, 2025, https://archives.christuniversity.in/items/show/19170.