Invest In The Market-Leading Portfolios: Alternative Approach For Leaders

by Sarah Syahirah Mohamad Daud

Abstract

Islamic funds and conventional funds are two types of portfolios that share the Malaysian financial market. This research aims to analyze the relative efficiency performance of Islamic portfolios and the conventional portfolios. The analysis covers the period of two years, from 2016 to 2017. For this purpose, the regression analysis is conducted to investigate the relationship between the operating and investing variables toward the portfolio risk and return. Data Envelopment Analysis (DEA) approach was used to evaluate the performance of each Portfolio in Malaysia. DEA is 9 data-oriented; the non-parametric method that measures the relative efficiency performance based on selected inputs and output, and it could be an alternative approach for leaders to choose out-performed funds in Malaysia market. The analyzing result shows that the portfolios in Malaysia is highly volatile and influences by the overall market condition. 

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