Estimation Of Systmatic Risk In Selected Malaysian Companies
by Osman Bin Dawatan
This project paper is entitled Estimation of Systematic Risk In Selected Malaysia Companies or estimation of beta in selected stocks at FTSE Kuala Lumpur Stock Exchange. The purpose study is to estimate beta value via simple regression coefficient in 20 stocks of the Lumpur Stock Exchange Composite Index for the period from 02″ January 2009 – 29th July 2010. The observation obtained based on this research is beta stock values do not influenced by the industrial category in FTSE Kuala Lumpur Stock Exchange. The end result of beta stock is associated with price appreciation and fluctuation in any particular of time. The relationship of beta in the portfolio selected in this paper and its relationship with n FTSE KLSE Composite Index do exist. The stocks that similar in nature of bus and operating in the same industry may carry different value of beta security in TSB Kuala Lumpur Stock Exchange and investors should be considered that profitability of each stock which goes together with the risk of an adverse movement or price fluctuation.
Please request the Thesis from us via the button below.