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Study of beta in Islamic finance: evidence from bursa Malaysia / Nurrul Akidah Kiyar

Beta in general is a measure to volatility of securities or portfolio in comparison to the market as a whole. The higher the beta shows that the more volatile the securities should be and thus the higher the return assumes to get. Can beta be used as the risk measure and differentiate between Shari&...

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Main Author: Kiyar, Nurrul Akidah
Format: Student Project
Language:English
Published: 2016
Subjects:
Finance, Islamic
Online Access:https://ir.uitm.edu.my/id/eprint/78154/1/78154.pdf
https://ir.uitm.edu.my/id/eprint/78154/
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spelling my.uitm.ir.781542023-06-20T06:43:49Z https://ir.uitm.edu.my/id/eprint/78154/ Study of beta in Islamic finance: evidence from bursa Malaysia / Nurrul Akidah Kiyar Kiyar, Nurrul Akidah Finance, Islamic Beta in general is a measure to volatility of securities or portfolio in comparison to the market as a whole. The higher the beta shows that the more volatile the securities should be and thus the higher the return assumes to get. Can beta be used as the risk measure and differentiate between Shari'ah Compliant and non-Shari'ah compliant companies listed in Bursa Malaysia Main Market? Therefore this study is conducted with aim to prove the beta has the potential effect to differentiate between Sharia'ah compliant and non-Shari'ah compliant company. In addition this study is using Beta Levered and Beta Unlevered as the risk measure tools. Debt over Equity as the variables to effect the movement of Beta Levered and Beta Unlevered. Therefore, the study will also find out about relationship between Debt over Equity with Beta Levered and Beta Unlevered. This research only considered data in period of 1 Jan 2015 December 2015. Data covered two sectors from both Shari'ah compliant and non-Shari'ah compliant companies, which are consumer product and industrial product sectors. 2016 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/78154/1/78154.pdf Study of beta in Islamic finance: evidence from bursa Malaysia / Nurrul Akidah Kiyar. (2016) [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 Finance, Islamic
spellingShingle Finance, Islamic
Kiyar, Nurrul Akidah
Study of beta in Islamic finance: evidence from bursa Malaysia / Nurrul Akidah Kiyar
description Beta in general is a measure to volatility of securities or portfolio in comparison to the market as a whole. The higher the beta shows that the more volatile the securities should be and thus the higher the return assumes to get. Can beta be used as the risk measure and differentiate between Shari'ah Compliant and non-Shari'ah compliant companies listed in Bursa Malaysia Main Market? Therefore this study is conducted with aim to prove the beta has the potential effect to differentiate between Sharia'ah compliant and non-Shari'ah compliant company. In addition this study is using Beta Levered and Beta Unlevered as the risk measure tools. Debt over Equity as the variables to effect the movement of Beta Levered and Beta Unlevered. Therefore, the study will also find out about relationship between Debt over Equity with Beta Levered and Beta Unlevered. This research only considered data in period of 1 Jan 2015 December 2015. Data covered two sectors from both Shari'ah compliant and non-Shari'ah compliant companies, which are consumer product and industrial product sectors.
format Student Project
author Kiyar, Nurrul Akidah
author_facet Kiyar, Nurrul Akidah
author_sort Kiyar, Nurrul Akidah
title Study of beta in Islamic finance: evidence from bursa Malaysia / Nurrul Akidah Kiyar
title_short Study of beta in Islamic finance: evidence from bursa Malaysia / Nurrul Akidah Kiyar
title_full Study of beta in Islamic finance: evidence from bursa Malaysia / Nurrul Akidah Kiyar
title_fullStr Study of beta in Islamic finance: evidence from bursa Malaysia / Nurrul Akidah Kiyar
title_full_unstemmed Study of beta in Islamic finance: evidence from bursa Malaysia / Nurrul Akidah Kiyar
title_sort study of beta in islamic finance: evidence from bursa malaysia / nurrul akidah kiyar
publishDate 2016
url https://ir.uitm.edu.my/id/eprint/78154/1/78154.pdf
https://ir.uitm.edu.my/id/eprint/78154/
_version_ 1769846568900362240
score 13.211869

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