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Abstract
Risk and return plays an important role in making any investment decisions. Decision include Investment should be done or not and which securities should be included in portfolio. Determining efficient portfolios within an asset class (e.g., stocks) can be achieved with the Single index (beta) model proposed by Sharpe. Sharpe's single-index model was applied by using the monthly closing prices of 10 companies listed in BSE price index for the period from January 2019 to October 2019. From the empirical analysis it can be concluded that out of Nine companies only Five company is selected for investment purpose on the basis of Cut-off point. The cut-off point was calculated based on the highest value and cut-off point should be used to calculate the proportion of money to be invested in each stocks.