A STUDY ON THE ANALYSIS OF STOCK PRICE FLAKINESS IN A SELECTED NSE COMPANY

Abstract: The stock market is dynamic in nature, with several factors contributing to volatility in the prices of stocks. This research delves into the notion of stock price flakiness a term employed to refer to unpredictable and irregular fluctuations in stock values by examining a chosen company that is listed on the National Stock Exchange (NSE) of India. The aim is to determine the root causes and patterns of volatility influencing investor choice and market performance. Based on past stock price history, technical measures, and statistical methods like standard deviation, beta analysis, and moving averages, the research investigates the magnitude and character of price flakiness over a specified time period. The effect of macroeconomic factors, firm-specific news, and investor attitude on stock price behavior is also analyzed. The study endeavors to shed light on how transient anomalies diverge from long-run trends and influence risk management as well as investment decisions. The study of such fluctuations helps towards improved comprehension of market behavior as well as giving investors the mechanisms to predict and react to sporadic price patterns. The results of this study can assist in creating more stable financial models and enhance forecast accuracy in the equity markets.

Keywords: Technical Indicators, Price Instability, Stock Price Flakiness, Market Fluctuations, Stock Market Trends, Investment Strategies.