Sharpe 1963 single index model
The single-index model (SIM) is a simple asset pricing model to measure both the risk and the return of a stock. The model has been developed by William Sharpe in 1963 and is commonly used in the finance industry. an optimal portfolio by using Sharpe's Single index model for the period of April 2006 to December 2011 on daily return basis. selected out of 50 short listed scripts, giving the return of 0.116%.