A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol

The purpose of this paper is to study the relationship between the financial ratios and the stock returns in Malaysia during the period of 2006 - 2015. The financial ratios including dividend yield (DY), earnings yield (EY), and book-to-market ratios (BM) are selected as the predictor variables....

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Main Author: Jaibol, Branda
Format: Student Project
Language:English
Published: 2016
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/50111/1/50111.pdf
https://ir.uitm.edu.my/id/eprint/50111/
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spelling my.uitm.ir.501112021-09-13T03:55:08Z https://ir.uitm.edu.my/id/eprint/50111/ A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol Jaibol, Branda Capital budget. Capital investments. Fixed capital Dividends. Stock dividends. Dividend reinvestment Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations The purpose of this paper is to study the relationship between the financial ratios and the stock returns in Malaysia during the period of 2006 - 2015. The financial ratios including dividend yield (DY), earnings yield (EY), and book-to-market ratios (BM) are selected as the predictor variables. in addition, this paper also included return on equity (ROE) as a variable in predicting the stock return in Malaysia. The finding shows that both DY and BM have positive significant relationship towards Malaysian stock return while EY and ROE have no significant relationship with the Malaysian Stock Return. It was proved that financial ratios can predict the stock return and BM have the highest predictive power among the variables. 2016-12 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/50111/1/50111.pdf ID50111 Jaibol, Branda (2016) A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol. [Student Project] (Unpublished)
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Capital budget. Capital investments. Fixed capital
Dividends. Stock dividends. Dividend reinvestment
Stock exchanges. Insider trading in securities
Stock price indexes. Stock quotations
spellingShingle Capital budget. Capital investments. Fixed capital
Dividends. Stock dividends. Dividend reinvestment
Stock exchanges. Insider trading in securities
Stock price indexes. Stock quotations
Jaibol, Branda
A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol
description The purpose of this paper is to study the relationship between the financial ratios and the stock returns in Malaysia during the period of 2006 - 2015. The financial ratios including dividend yield (DY), earnings yield (EY), and book-to-market ratios (BM) are selected as the predictor variables. in addition, this paper also included return on equity (ROE) as a variable in predicting the stock return in Malaysia. The finding shows that both DY and BM have positive significant relationship towards Malaysian stock return while EY and ROE have no significant relationship with the Malaysian Stock Return. It was proved that financial ratios can predict the stock return and BM have the highest predictive power among the variables.
format Student Project
author Jaibol, Branda
author_facet Jaibol, Branda
author_sort Jaibol, Branda
title A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol
title_short A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol
title_full A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol
title_fullStr A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol
title_full_unstemmed A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol
title_sort study on the relationship between malaysian stock returns and financial ratios / branda jaibol
publishDate 2016
url https://ir.uitm.edu.my/id/eprint/50111/1/50111.pdf
https://ir.uitm.edu.my/id/eprint/50111/
_version_ 1712288367825125376
score 13.211869