Measuring the implication of Beta risk reduction and return in Malaysia / Siti Fatimah Bidin

The practical implication is that a high Beta risk portfolios are likely to require more assets than low Beta risk portfolio to achieve the same level of risk reduction. The purpose of this study is to measuring the implication of beta risk reduction and return in Malaysia. To investigate by examini...

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Main Author:	Bidin, Siti Fatimah
Format:	Thesis
Language:	English
Published:	2010
Subjects:	Risk management Risk in industry Operational risk
Online Access:	https://ir.uitm.edu.my/id/eprint/93797/1/93797.pdf
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id	my-uitm-ir.93797
record_format	uketd_dc
spelling	my-uitm-ir.937972024-04-16T01:48:00Z Measuring the implication of Beta risk reduction and return in Malaysia / Siti Fatimah Bidin 2010 Bidin, Siti Fatimah Risk management. Risk in industry. Operational risk The practical implication is that a high Beta risk portfolios are likely to require more assets than low Beta risk portfolio to achieve the same level of risk reduction. The purpose of this study is to measuring the implication of beta risk reduction and return in Malaysia. To investigate by examining in particular the extent to which the existence of high and or low beta assets in a portfolio affects tracking error by using a very large sample of property returns over the period from 1998 to 2008 (ten years) in Malaysia. The samples data will be retrieve from Bursa Malaysia consist of the total returns for properties in three sectors such as property, construction and trading. The Beta for each property asset will be computed using a first pass regression of the time series of monthly returns. This study using Markowitz Model to measure the risk and the return of companies then regressing the return to figure out the Beta risk. Other than using Markowitz Model, this study is using Capital Asset Pricing Model (CAPM) to measure the return for all sectors involved. The result from this study said that either using Markowitz Model or CAPM the highest return is comes from Property sector. However the highest risk is comes from Construction sector. As an investor, they are suggested that to take consideration about the types of risk involve in investing. There are two types of risk may be involve in investment such as systematic risk (national economy policy, budgetary, inflation, financial uncertainty and business cycle) and unsystematic risk (location, regional, local economy, physical design and lease structure. 2010 Thesis https://ir.uitm.edu.my/id/eprint/93797/ https://ir.uitm.edu.my/id/eprint/93797/1/93797.pdf text en public degree Universiti Teknologi MARA, Terengganu Faculty Of Business Management Mohd Noor, Zamri
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Mohd Noor, Zamri
topic	Risk management Risk in industry Operational risk
spellingShingle	Risk management Risk in industry Operational risk Bidin, Siti Fatimah Measuring the implication of Beta risk reduction and return in Malaysia / Siti Fatimah Bidin
description	The practical implication is that a high Beta risk portfolios are likely to require more assets than low Beta risk portfolio to achieve the same level of risk reduction. The purpose of this study is to measuring the implication of beta risk reduction and return in Malaysia. To investigate by examining in particular the extent to which the existence of high and or low beta assets in a portfolio affects tracking error by using a very large sample of property returns over the period from 1998 to 2008 (ten years) in Malaysia. The samples data will be retrieve from Bursa Malaysia consist of the total returns for properties in three sectors such as property, construction and trading. The Beta for each property asset will be computed using a first pass regression of the time series of monthly returns. This study using Markowitz Model to measure the risk and the return of companies then regressing the return to figure out the Beta risk. Other than using Markowitz Model, this study is using Capital Asset Pricing Model (CAPM) to measure the return for all sectors involved. The result from this study said that either using Markowitz Model or CAPM the highest return is comes from Property sector. However the highest risk is comes from Construction sector. As an investor, they are suggested that to take consideration about the types of risk involve in investing. There are two types of risk may be involve in investment such as systematic risk (national economy policy, budgetary, inflation, financial uncertainty and business cycle) and unsystematic risk (location, regional, local economy, physical design and lease structure.
format	Thesis
qualification_level	Bachelor degree
author	Bidin, Siti Fatimah
author_facet	Bidin, Siti Fatimah
author_sort	Bidin, Siti Fatimah
title	Measuring the implication of Beta risk reduction and return in Malaysia / Siti Fatimah Bidin
title_short	Measuring the implication of Beta risk reduction and return in Malaysia / Siti Fatimah Bidin
title_full	Measuring the implication of Beta risk reduction and return in Malaysia / Siti Fatimah Bidin
title_fullStr	Measuring the implication of Beta risk reduction and return in Malaysia / Siti Fatimah Bidin
title_full_unstemmed	Measuring the implication of Beta risk reduction and return in Malaysia / Siti Fatimah Bidin
title_sort	measuring the implication of beta risk reduction and return in malaysia / siti fatimah bidin
granting_institution	Universiti Teknologi MARA, Terengganu
granting_department	Faculty Of Business Management
publishDate	2010
url	https://ir.uitm.edu.my/id/eprint/93797/1/93797.pdf
_version_	1804889903752806400

Measuring the implication of Beta risk reduction and return in Malaysia / Siti Fatimah Bidin

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