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Journal of Information Systems Engineering and Management

Trend Analysis of AU Small Finance Bank (AUSFB) and Equitas SFB
Satya Prakash Yamijala 1 * , Madhava Rao Kothapalli 2
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1 Research Scholar, Department of Finance, GITAM School of Business, GITAM Institute of Technology and Management, GITAM (Deemed to be University), Visakhapatnam, India
2 Assistant Professor, Department of Finance, GITAM School of Business, GITAM Institute of Technology and Management, GITAM (Deemed to be University), Visakhapatnam, India
* Corresponding Author
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Research Article

Journal of Information Systems Engineering and Management, 2024 - Volume 9 Issue 3, Article No: 29520
https://doi.org/10.55267/iadt.07.14924

Published Online: 08 Aug 2024

Views: 229 | Downloads: 70

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How to cite this article
APA 6th edition
In-text citation: (Yamijala & Kothapalli, 2024)
Reference: Yamijala, S. P., & Kothapalli, M. R. (2024). Trend Analysis of AU Small Finance Bank (AUSFB) and Equitas SFB. Journal of Information Systems Engineering and Management, 9(3), 29520. https://doi.org/10.55267/iadt.07.14924
Vancouver
In-text citation: (1), (2), (3), etc.
Reference: Yamijala SP, Kothapalli MR. Trend Analysis of AU Small Finance Bank (AUSFB) and Equitas SFB. J INFORM SYSTEMS ENG. 2024;9(3):29520. https://doi.org/10.55267/iadt.07.14924
AMA 10th edition
In-text citation: (1), (2), (3), etc.
Reference: Yamijala SP, Kothapalli MR. Trend Analysis of AU Small Finance Bank (AUSFB) and Equitas SFB. J INFORM SYSTEMS ENG. 2024;9(3), 29520. https://doi.org/10.55267/iadt.07.14924
Chicago
In-text citation: (Yamijala and Kothapalli, 2024)
Reference: Yamijala, Satya Prakash, and Madhava Rao Kothapalli. "Trend Analysis of AU Small Finance Bank (AUSFB) and Equitas SFB". Journal of Information Systems Engineering and Management 2024 9 no. 3 (2024): 29520. https://doi.org/10.55267/iadt.07.14924
Harvard
In-text citation: (Yamijala and Kothapalli, 2024)
Reference: Yamijala, S. P., and Kothapalli, M. R. (2024). Trend Analysis of AU Small Finance Bank (AUSFB) and Equitas SFB. Journal of Information Systems Engineering and Management, 9(3), 29520. https://doi.org/10.55267/iadt.07.14924
MLA
In-text citation: (Yamijala and Kothapalli, 2024)
Reference: Yamijala, Satya Prakash et al. "Trend Analysis of AU Small Finance Bank (AUSFB) and Equitas SFB". Journal of Information Systems Engineering and Management, vol. 9, no. 3, 2024, 29520. https://doi.org/10.55267/iadt.07.14924
ABSTRACT
This research employs GARCH models to analyze the return patterns from Equitas Small Finance Bank (SFB) and AUSFB and establish patterns of volatility. Stock returns showed heteroskedasticity throughout the study period was found in this study. The mean returns were positive for both AUSFB and Equitas SFB over the study period. The GARCH model is very good at modeling volatility clustering; hence it was used. Therefore, findings from the model were faithful to real data. In fact, this demonstrated that stock prices have heteroscedasticity, which is in line with the use of the GARCH Model. This study revealed a significant temporal fluctuation characterized by low volatility intervals following high volatility intervals as well as vice versa. The dataset covered daily stock returns for Equitas SFB between November 2020 and May 2023 and AUSFB between July 2017 and May 2023. These results provide risk management insights as well as investment strategies that are practically useful for investors and finance professionals. Other studies can then investigate the use of other econometric models and adopt longer time periods or different market conditions. One potential limitation is its specific time periods studied and the concentration on only two equities.
KEYWORDS
Stock Returns Volatility GARCH Model AUSFB Equitas SFB
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