Table 7. Comparative analysis of Sharpe... | Emerald Publishing

Table 7.

Comparative analysis of Sharpe ratio

S.No.	Name	Average return R_p	SD σ_p	Excess return	Sharpe ratio
1	Zomato	−0.603	0.823	−0.654	−0.794
2	Nazara technologies	−0.558	0.651	−0.608	−0.935
3	Nykaa	−0.644	0.623	−0.695	−1.115
4	CarTrade	−0.521	0.561	−0.571	−1.019
5	EaseMyTrip	1.556	0.748	1.505	2.013
6	Policybazaar	−0.584	0.714	−0.635	−0.89
7	Paytm	−0.684	0.681	−0.735	−1.08
8	MapmyIndia	−0.444	0.521	−0.494	−0.966
9	NIFTY 50	0.09	0.231	0.039	0.185

S.No.	Name	Average return R_p	SD σ_p	Excess return	Sharpe ratio
1	Zomato	−0.603	0.823	−0.654	−0.794
2	Nazara technologies	−0.558	0.651	−0.608	−0.935
3	Nykaa	−0.644	0.623	−0.695	−1.115
4	CarTrade	−0.521	0.561	−0.571	−1.019
5	EaseMyTrip	1.556	0.748	1.505	2.013
6	Policybazaar	−0.584	0.714	−0.635	−0.89
7	Paytm	−0.684	0.681	−0.735	−1.08
8	MapmyIndia	−0.444	0.521	−0.494	−0.966
9	NIFTY 50	0.09	0.231	0.039	0.185

Note(s):

The average risk-free rate is computed to be 0.051

Source(s): Computation of the author