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A Study of Determinants of Stock Price of Public Sector Banks in India

International Journal of Financial Management

Volume 15 Issue 2

Published: 2025
Author(s) Name: Bosamiya Meet, B. C. Ajmera, Sanjay J. Bhayani | Author(s) Affiliation: Department of Commerce, M K Bhavnagar University, Bhavnagar, Gujarat, India.
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Abstract

This study looks at factors that affect stock prices in five government banks in India, focusing on important financial ratios. Using panel data analysis, we examine how ratios such as earnings per share (EPS), return on assets (ROA), return on equity (ROE), debt-equity ratio (DEB.E R), asset turnover ratio (ATR), dividend payout ratio (DPR), market capitalisation (MC), and return on capital employed (ROCE) impact share prices. The results show that EPS, DEB.E R, ATR, MC, and net profit margin (NPM) significantly affect stock prices, with DEB.E R and EPS having the strongest positive impact. However, ROA, ROCE, and DPR do not seem to have much effect on stock prices. The model explains 97.1% of the variation in stock prices, showing that these financial factors are key to understanding stock price movements. Based on the findings, the study suggests that banks should work on improving their earnings, capital structure, and how they use their assets to increase investor confidence and improve their market performance.

Keywords: Stock Price, Financial Indicators, Public Sector Banks, Panel Data Analysis, Regression and Correlation Matrix

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