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Recommendation on portfolio return optimization based on price earning ratio / Suzelawati Basir

The purpose of this study is to determine the effect of price earning ratio (PE) to the efficient portfolio in the Malaysia market. Then, it is important to find the appropriate weight for each asset and calculate the risk and expected return. Beside that this study also compared the performance wit...

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Main Author: Basir, Suzelawati
Format: Student Project
Language:English
Published: 2007
Subjects:
Business
Marketing
Pricing
Online Access:https://ir.uitm.edu.my/id/eprint/73992/1/73992.pdf
https://ir.uitm.edu.my/id/eprint/73992/
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spelling my.uitm.ir.739922023-03-24T00:14:11Z https://ir.uitm.edu.my/id/eprint/73992/ Recommendation on portfolio return optimization based on price earning ratio / Suzelawati Basir Basir, Suzelawati Business Marketing Pricing The purpose of this study is to determine the effect of price earning ratio (PE) to the efficient portfolio in the Malaysia market. Then, it is important to find the appropriate weight for each asset and calculate the risk and expected return. Beside that this study also compared the performance within two period which at the highly market volatile (period 1) and stable market (period 2). The other objective of this research is to make recommendation of efficient portfolio to investor. To complete this study, monthly data from January 1997 until July 2007 of 60 stocks with low and high PE ratio will derived from the consumer product and the construction sector in the main board and second board in Bursa Malaysia. Efficient portfolio will be measured by using the risk and expected return. This study also will use portfolio optimization method. The optimum return of the stock will be recommended at the end of this study. To select which company are included into portfolio optimization, Cut-off-Rate (C* ) were used. The appropriate weights also have determined in order to gain the optimal return. From this Study, high PE ratio under construction sector at period 1 and low PE ratio for construction sector in period 2 is the lowest risk compare to other portfolio. 2007 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/73992/1/73992.pdf Recommendation on portfolio return optimization based on price earning ratio / Suzelawati Basir. (2007) [Student Project] (Submitted)
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 Business
Marketing
Pricing
spellingShingle Business
Marketing
Pricing
Basir, Suzelawati
Recommendation on portfolio return optimization based on price earning ratio / Suzelawati Basir
description The purpose of this study is to determine the effect of price earning ratio (PE) to the efficient portfolio in the Malaysia market. Then, it is important to find the appropriate weight for each asset and calculate the risk and expected return. Beside that this study also compared the performance within two period which at the highly market volatile (period 1) and stable market (period 2). The other objective of this research is to make recommendation of efficient portfolio to investor. To complete this study, monthly data from January 1997 until July 2007 of 60 stocks with low and high PE ratio will derived from the consumer product and the construction sector in the main board and second board in Bursa Malaysia. Efficient portfolio will be measured by using the risk and expected return. This study also will use portfolio optimization method. The optimum return of the stock will be recommended at the end of this study. To select which company are included into portfolio optimization, Cut-off-Rate (C* ) were used. The appropriate weights also have determined in order to gain the optimal return. From this Study, high PE ratio under construction sector at period 1 and low PE ratio for construction sector in period 2 is the lowest risk compare to other portfolio.
format Student Project
author Basir, Suzelawati
author_facet Basir, Suzelawati
author_sort Basir, Suzelawati
title Recommendation on portfolio return optimization based on price earning ratio / Suzelawati Basir
title_short Recommendation on portfolio return optimization based on price earning ratio / Suzelawati Basir
title_full Recommendation on portfolio return optimization based on price earning ratio / Suzelawati Basir
title_fullStr Recommendation on portfolio return optimization based on price earning ratio / Suzelawati Basir
title_full_unstemmed Recommendation on portfolio return optimization based on price earning ratio / Suzelawati Basir
title_sort recommendation on portfolio return optimization based on price earning ratio / suzelawati basir
publishDate 2007
url https://ir.uitm.edu.my/id/eprint/73992/1/73992.pdf
https://ir.uitm.edu.my/id/eprint/73992/
_version_ 1761622407324368896
score 13.211869

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