Authors : Lakshya Jain

Volume/Issue : Volume 10 - 2025, Issue 5 - May

Google Scholar : https://tinyurl.com/m94ujrvw

DOI : https://doi.org/10.38124/ijisrt/25may210

Note : A published paper may take 4-5 working days from the publication date to appear in PlumX Metrics, Semantic Scholar, and ResearchGate.

Abstract : This study looks at how momentum and value investing strategies performed in the U.S. and Indian stock markets from 2018 to 2025. It applies these strategies to stocks in the S&P 500 and Nifty 50 indices. The results show that both strategies did better than the S&P 500, but in the Nifty 50, only value investing beat the benchmark, while momentum investing performed worse. Momentum investing worked well in the U.S. market by taking advantage of rising trends but struggled during market drops. In India, value investing performed better, as it benefited from the market’s inefficiencies. These results highlight how market structure influences investment strategy effectiveness. Future research could explore macroeconomic impacts, sector-specific trends, and hybrid approaches that combine momentum and value principles.

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