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Risk and Return Analysis of Stocks Listed on the Kuala Lumpur Stock Exchange's (KLSE) Second Board


Citation

Ismail, Ahmad Zairin (1997) Risk and Return Analysis of Stocks Listed on the Kuala Lumpur Stock Exchange's (KLSE) Second Board. [Project Paper Report]

Abstract / Synopsis

Investors prefer to invest in securities or portfolios that can give them predictable expected return to their investment Other than the average return, the standard deviation and the coefficient of variation measures how the values are spread out This statistics indicate investment risk with respect to the portfolio foanation method. The findings are consistent to previous findings which suggest that securities with higher risk tead to have higher returns as compared to the lower risk securities. The findings show that risk diversification is achieved through portfolio formation. Portfolio beta, average return, standard deviation and coefficient of variation are relatively constant, irrespective of the method of portfolio formation.


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Additional Metadata

Item Type: Project Paper Report
Subject: Stocks - Malaysia - Analysis
Subject: Stock exchanges - Malaysia - Kuala Lumpur
Call Number: GSM 1997 1
Chairman Supervisor: Associate Professor Dr. Shamsher Bin Mohamad
Divisions: Graduate School of Management
Depositing User: Nurul Hayatie Hashim
Date Deposited: 29 Sep 2010 07:06
Last Modified: 14 Mar 2012 07:28
URI: http://psasir.upm.edu.my/id/eprint/7885
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