Comparison of beta between consumer products and properties sectors / Rossidah Mansor
This project paper is a study cm comparison o f beta for consumer products and properties sectors, that are listed on the Kuala Lumpur Stock Exchange (KLSE). The data used for analysis were monthly last transaction price and the monthly KLSE Composite Index. It is collected for sixty months period c...
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| Format: | Student Project |
| Language: | English |
| Published: |
1995
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| Online Access: | https://ir.uitm.edu.my/id/eprint/96201/1/96201.PDF https://ir.uitm.edu.my/id/eprint/96201/ |
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| Summary: | This project paper is a study cm comparison o f beta for consumer products and properties sectors, that are listed on the Kuala Lumpur Stock Exchange (KLSE). The data used for analysis were monthly last transaction price and the monthly KLSE Composite Index. It is collected for sixty months period commencing on the 1st January 1990 to 31st December 1994. Simple Regression Analysis is used to obtain toe relationship between toe return on stock and return on market for both sectors. The result of toe analysis revealed that most companies have beta above toe market beta, so they will provide returns consistent with this risk. |
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