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VOL. 7, ISSUE 3 (2025)
Relationship between stock returns volatility and select corporate fundamentals: An empirical study
Authors
Dr. Siddhartha Sankar Saha, Tapas Kumar Tripathy
Abstract
Volatility is a measure for variation of price of a financial assets or
instruments over time periods. If stock price return is analyzed from the
investor’s point of view, investors try to maximize their return from their
investment if the risk is higher. This research paper makes a study on the
relations hip between stock returns volatility and select corporate
fundamentals. Panel data regression analysis revels that the explanatory powers
model has significant R square value in estimated regression model. It is
observed that there is an inverse relationship between stock returns volatility
and a few corporate fundamentals, like log transformed value of debt equity
ratio, current ratio, return on capital employed, EPS, and Stock price return.
On the other hand, market capitalisation has been found to be positively but
insignificantly positive relationship with stock returns volatility.
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Pages:1-10
How to cite this article:
Dr. Siddhartha Sankar Saha, Tapas Kumar Tripathy "Relationship between stock returns volatility and select corporate fundamentals: An empirical study". International Journal of Finance and Commerce, Vol 7, Issue 3, 2025, Pages 1-10
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