Abstract
Successful investment involves maximizing rewards while minimizing risk.
Investors and traders consider risk while making investment decisions, which is often
the deciding element in accepting or rejecting an asset or security. The study focuses on
risk management in Indian stock portfolios and VaR and CVaR models for risk
valuation. The study compares VaR and CvaR valuations on different stock portfolios.
This work provides more details on stock portfolio risk blended with different
industries. The VaR model framework helps determine the entity's loss potential and
the likelihood of the defined loss. The financial sector is the leading sector in stock
portfolio returns, and Value at Risk and Conditional Value at Risk values for the
financial sector stock portfolio indicate a high level of risk.
Keywords: Conditional value at risk, Risk management, Stock portfolios, Value at risk.
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