Examining the nature of growth, income, and value stocks over the period 2000 to 2020 using the ARIMA model to predict the movement of a stock before investing.

The annualized average returns is the value of returns earned by investors annually by investing in a stock. A higher annualized average returns value than the market return indicates a secure investment for investors.

This article identifies the forecast model for value stocks for 303 stocks listed in the Bombay Stock Exchange for the period 2000-2020.

Investors deal with uncertainties in the stock market in order to optimize financial returns. This includes forecasting stock prices and stock market trends. This article uses ARIMA to predict the movement of income stocks.

Among the technical analysis method of forecasting, ARIMA model is considered a flexible statistical method of examining the behaviour of stocks and capturing the different types of data in one model.

Momentum hybrid performance helps an investor assess how to combine different types of stocks to optimise their return on investment.

Momentum analysis and medium-term momentum analysis refers to the process of examining the past performance of the stocks for a specified period in order to make sound investment decisions.

They do not shed light on the linkage between return and risk. The CAPM analysis helps in understanding the trade-off for each category of stock, i.e. growth, income and value stock.