Published Paper Details:

In the present market scenario, the Indian stock market is unpredictable with variations and movements along the market with various factors influencing them. Risk is one such factor that influences the stock prices in the secondary market. The factors in particular range to a high number, as the market works according to the changes in the factors influencing them. It can be indebted that the performance of the companies and the operations carried by them are changing as there is an increased level of competition and infusion of global companies into the market. This paper focuses on determining the impact of the performance of the company on the systematic risk of the company in the stock market. It is to study whether the Key performance drivers of company would have an impact on the systematic risk (Beta Value) of the company. The study makes use of Multiple Regression Analysis, Durbin Watson test and General Linear Model for the purpose determining the direction of each of the performance variable is positive with the systematic risk. The study concludes that, Liquidity, Financial Leverage and Capital Structure has a positive impact on the systematic risk of the company. These variables have a significant relationship with the beta value.