Analyzing performances of unit trust funds in Malaysia / Che Noor Hashimah Che Ibrahim

There are a few studies about the performance of unit trust fund in Malaysia. The researchers are not focus on the price of the fund as the dependent variable. However, in this study we look relationship between the dependent variable which represent by net asset value (measure by price of fund) wit...

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Main Author: Che Ibrahim, Che Noor Hashimah
Format: Thesis
Language:English
Published: 2011
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Online Access:https://ir.uitm.edu.my/id/eprint/92170/1/92170.pdf
https://ir.uitm.edu.my/id/eprint/92170/
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spelling my.uitm.ir.921702024-03-15T07:36:19Z https://ir.uitm.edu.my/id/eprint/92170/ Analyzing performances of unit trust funds in Malaysia / Che Noor Hashimah Che Ibrahim Che Ibrahim, Che Noor Hashimah Interest rates. Interest tables There are a few studies about the performance of unit trust fund in Malaysia. The researchers are not focus on the price of the fund as the dependent variable. However, in this study we look relationship between the dependent variable which represent by net asset value (measure by price of fund) with independent variables which represent by Kuala Lumpur Composite Index (KLCI), growth in GDP, inflation rate (Inf) and also income (Inc). This study undertakes to examine the research on unit trust funds in Malaysia using time series data. The data will be collected by monthly basis in order to examine the performance of unit trust funds in Malaysia which is 72 month from the period of January 2004 until December 2009. The objective of the study is mainly to see if unit trust funds outperform the market and also to investigate whether there is significant between the explanatory variables. The data was gathered from secondary data and was regressed using STATA software. The price of the fund will examine with KLCI index in order to see either the unit trust fund outperform the market or not. Normally during rising market trends or also known as market bullish, unit trust funds would perform positively and during market bearish the market experience is poorly. On the other hand, in the long run the results shows that KLCI is positive relationship but insignificant with the NAV. For the short run relationship, there is only GDP and inflation rate does influence NAV since the computed p-value is lower than significant level. So that, in future the other researchers should consider and choose other variables for the research about this topic that will give the real impact to the total financing. 2011 Thesis NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/92170/1/92170.pdf Analyzing performances of unit trust funds in Malaysia / Che Noor Hashimah Che Ibrahim. (2011) Degree thesis, thesis, Universiti Teknologi MARA, Terengganu.
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 Interest rates. Interest tables
spellingShingle Interest rates. Interest tables
Che Ibrahim, Che Noor Hashimah
Analyzing performances of unit trust funds in Malaysia / Che Noor Hashimah Che Ibrahim
description There are a few studies about the performance of unit trust fund in Malaysia. The researchers are not focus on the price of the fund as the dependent variable. However, in this study we look relationship between the dependent variable which represent by net asset value (measure by price of fund) with independent variables which represent by Kuala Lumpur Composite Index (KLCI), growth in GDP, inflation rate (Inf) and also income (Inc). This study undertakes to examine the research on unit trust funds in Malaysia using time series data. The data will be collected by monthly basis in order to examine the performance of unit trust funds in Malaysia which is 72 month from the period of January 2004 until December 2009. The objective of the study is mainly to see if unit trust funds outperform the market and also to investigate whether there is significant between the explanatory variables. The data was gathered from secondary data and was regressed using STATA software. The price of the fund will examine with KLCI index in order to see either the unit trust fund outperform the market or not. Normally during rising market trends or also known as market bullish, unit trust funds would perform positively and during market bearish the market experience is poorly. On the other hand, in the long run the results shows that KLCI is positive relationship but insignificant with the NAV. For the short run relationship, there is only GDP and inflation rate does influence NAV since the computed p-value is lower than significant level. So that, in future the other researchers should consider and choose other variables for the research about this topic that will give the real impact to the total financing.
format Thesis
author Che Ibrahim, Che Noor Hashimah
author_facet Che Ibrahim, Che Noor Hashimah
author_sort Che Ibrahim, Che Noor Hashimah
title Analyzing performances of unit trust funds in Malaysia / Che Noor Hashimah Che Ibrahim
title_short Analyzing performances of unit trust funds in Malaysia / Che Noor Hashimah Che Ibrahim
title_full Analyzing performances of unit trust funds in Malaysia / Che Noor Hashimah Che Ibrahim
title_fullStr Analyzing performances of unit trust funds in Malaysia / Che Noor Hashimah Che Ibrahim
title_full_unstemmed Analyzing performances of unit trust funds in Malaysia / Che Noor Hashimah Che Ibrahim
title_sort analyzing performances of unit trust funds in malaysia / che noor hashimah che ibrahim
publishDate 2011
url https://ir.uitm.edu.my/id/eprint/92170/1/92170.pdf
https://ir.uitm.edu.my/id/eprint/92170/
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score 13.211869