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Trading behaviour of Malaysia investor during covid-19 pandemic: speculation or value investment

This research is to study the performance of portfolios based on debt to equity, price volatility and market return and identifying whether there is a switch in investors’ trading behaviour before and during the coronavirus pandemic. This research collected data from KLSE top 100 market capitalizati...

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Main Authors: Lim, Vee Kyi, Ng, Ke Long, Oi, Ching Ying, Ong, Seong Lik, Su, Vivian Zhi Chi
Format: Final Year Project / Dissertation / Thesis
Published: 2022
Subjects:
HG Finance
Online Access:http://eprints.utar.edu.my/4529/1/fyp_FN_2022_NKL.pdf
http://eprints.utar.edu.my/4529/
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spelling my-utar-eprints.45292022-09-14T12:17:14Z Trading behaviour of Malaysia investor during covid-19 pandemic: speculation or value investment Lim, Vee Kyi Ng, Ke Long Oi, Ching Ying Ong, Seong Lik Su, Vivian Zhi Chi HG Finance This research is to study the performance of portfolios based on debt to equity, price volatility and market return and identifying whether there is a switch in investors’ trading behaviour before and during the coronavirus pandemic. This research collected data from KLSE top 100 market capitalization companies during 1st January 2020 to 30th June 2020. This research separates 2 periods which are 1st January 2020 to 17th March 2020 as first quarter and 18th March 2020 to 30th June 2020 as second quarter. The portfolios consist of 4 growth portfolios which derived from the lowest 25% of top 100 market capitalization companies and another 4 value portfolios that derived from largest 25% of top 100 market capitalization companies. Both the value and growth portfolios consist of 25 companies. This research used descriptive statistic to measure and compare all the portfolios performance. For the Man-Whitney-U, the returns between one portfolio and another portfolio are significantly different or same. Based on the result, all the portfolios return are significantly difference except for portfolio based on the lowest debt to equity with portfolio based on the highest debt to equity during quarter 1 year 2020. According to the descriptive statistic, all the portfolios had a negative return in the first quarter. The lowest loss of the portfolio is the portfolio based on the lowest price volatility (value portfolio). The highest loss of the portfolio is the portfolio based on the highest price volatility (growth portfolio). In addition, all the portfolios had a positive return during second quarter. The portfolio based on the lowest price volatility (value portfolio) had a lowest return and the highest price volatility (growth portfolio) had a highest return during quarter 2. 2022-04-08 Final Year Project / Dissertation / Thesis NonPeerReviewed application/pdf http://eprints.utar.edu.my/4529/1/fyp_FN_2022_NKL.pdf Lim, Vee Kyi and Ng, Ke Long and Oi, Ching Ying and Ong, Seong Lik and Su, Vivian Zhi Chi (2022) Trading behaviour of Malaysia investor during covid-19 pandemic: speculation or value investment. Final Year Project, UTAR. http://eprints.utar.edu.my/4529/
institution Universiti Tunku Abdul Rahman
building UTAR Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Tunku Abdul Rahman
content_source UTAR Institutional Repository
url_provider http://eprints.utar.edu.my
topic HG Finance
spellingShingle HG Finance
Lim, Vee Kyi
Ng, Ke Long
Oi, Ching Ying
Ong, Seong Lik
Su, Vivian Zhi Chi
Trading behaviour of Malaysia investor during covid-19 pandemic: speculation or value investment
description This research is to study the performance of portfolios based on debt to equity, price volatility and market return and identifying whether there is a switch in investors’ trading behaviour before and during the coronavirus pandemic. This research collected data from KLSE top 100 market capitalization companies during 1st January 2020 to 30th June 2020. This research separates 2 periods which are 1st January 2020 to 17th March 2020 as first quarter and 18th March 2020 to 30th June 2020 as second quarter. The portfolios consist of 4 growth portfolios which derived from the lowest 25% of top 100 market capitalization companies and another 4 value portfolios that derived from largest 25% of top 100 market capitalization companies. Both the value and growth portfolios consist of 25 companies. This research used descriptive statistic to measure and compare all the portfolios performance. For the Man-Whitney-U, the returns between one portfolio and another portfolio are significantly different or same. Based on the result, all the portfolios return are significantly difference except for portfolio based on the lowest debt to equity with portfolio based on the highest debt to equity during quarter 1 year 2020. According to the descriptive statistic, all the portfolios had a negative return in the first quarter. The lowest loss of the portfolio is the portfolio based on the lowest price volatility (value portfolio). The highest loss of the portfolio is the portfolio based on the highest price volatility (growth portfolio). In addition, all the portfolios had a positive return during second quarter. The portfolio based on the lowest price volatility (value portfolio) had a lowest return and the highest price volatility (growth portfolio) had a highest return during quarter 2.
format Final Year Project / Dissertation / Thesis
author Lim, Vee Kyi
Ng, Ke Long
Oi, Ching Ying
Ong, Seong Lik
Su, Vivian Zhi Chi
author_facet Lim, Vee Kyi
Ng, Ke Long
Oi, Ching Ying
Ong, Seong Lik
Su, Vivian Zhi Chi
author_sort Lim, Vee Kyi
title Trading behaviour of Malaysia investor during covid-19 pandemic: speculation or value investment
title_short Trading behaviour of Malaysia investor during covid-19 pandemic: speculation or value investment
title_full Trading behaviour of Malaysia investor during covid-19 pandemic: speculation or value investment
title_fullStr Trading behaviour of Malaysia investor during covid-19 pandemic: speculation or value investment
title_full_unstemmed Trading behaviour of Malaysia investor during covid-19 pandemic: speculation or value investment
title_sort trading behaviour of malaysia investor during covid-19 pandemic: speculation or value investment
publishDate 2022
url http://eprints.utar.edu.my/4529/1/fyp_FN_2022_NKL.pdf
http://eprints.utar.edu.my/4529/
_version_ 1744358163214237696
score 13.211869

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