Capital asset pricing model: an evaluation of its relevance in trading and services sector of Kuala Lumpur Stock Exchange / Julia Redzuan

This project paper is a study to determine the relevancy of CAPM in Trading and Services Sector that are listed in the Kuala Lumpur Stock Exchange. The data used for analysis were monthly last transaction stock price and the monthly Kuala Lumpur Stock Exchange Composite Index . It is collected for s...

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Bibliographic Details
Main Author:	Redzuan, Julia
Format:	Thesis
Language:	English
Published:	1996
Subjects:	Stockbrokers Security dealers Investment advisers Online stockbrokers
Online Access:	https://ir.uitm.edu.my/id/eprint/94596/1/94596.pdf
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id	my-uitm-ir.94596
record_format	uketd_dc
spelling	my-uitm-ir.945962024-05-14T04:47:53Z Capital asset pricing model: an evaluation of its relevance in trading and services sector of Kuala Lumpur Stock Exchange / Julia Redzuan 1996 Redzuan, Julia Stockbrokers. Security dealers. Investment advisers. Online stockbrokers Kuala Lumpur. KLSE This project paper is a study to determine the relevancy of CAPM in Trading and Services Sector that are listed in the Kuala Lumpur Stock Exchange. The data used for analysis were monthly last transaction stock price and the monthly Kuala Lumpur Stock Exchange Composite Index . It is collected for sixty months period commencing on the 1st January 1991 to 31st December 1995. Expected return and actual return of the stockis used to determine the relevancy of the CAPM and Simple Regression Analysis is used to obtain the relationship between the return on stock and return on market. Security Market Line then is plotted to examine the pricing characteristic of the portfolio for period of study covers. The result of the analysis revealed that CAPM is not hold in Trading and Services Sector of Kuala Lumpur Stock Exchange for the period covers. Beta and market return are found influenced the risk - return relationship of the stock and the overall pricing characteristic of the portfolio is considered underpriced. 1996 Thesis https://ir.uitm.edu.my/id/eprint/94596/ https://ir.uitm.edu.my/id/eprint/94596/1/94596.pdf text en public degree Universiti Teknologi MARA (UiTM) Faculty of Business and Management Hassan, Rokiah
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Hassan, Rokiah
topic	Stockbrokers Security dealers Investment advisers Online stockbrokers Stockbrokers Security dealers Investment advisers Online stockbrokers
spellingShingle	Stockbrokers Security dealers Investment advisers Online stockbrokers Stockbrokers Security dealers Investment advisers Online stockbrokers Redzuan, Julia Capital asset pricing model: an evaluation of its relevance in trading and services sector of Kuala Lumpur Stock Exchange / Julia Redzuan
description	This project paper is a study to determine the relevancy of CAPM in Trading and Services Sector that are listed in the Kuala Lumpur Stock Exchange. The data used for analysis were monthly last transaction stock price and the monthly Kuala Lumpur Stock Exchange Composite Index . It is collected for sixty months period commencing on the 1st January 1991 to 31st December 1995. Expected return and actual return of the stockis used to determine the relevancy of the CAPM and Simple Regression Analysis is used to obtain the relationship between the return on stock and return on market. Security Market Line then is plotted to examine the pricing characteristic of the portfolio for period of study covers. The result of the analysis revealed that CAPM is not hold in Trading and Services Sector of Kuala Lumpur Stock Exchange for the period covers. Beta and market return are found influenced the risk - return relationship of the stock and the overall pricing characteristic of the portfolio is considered underpriced.
format	Thesis
qualification_level	Bachelor degree
author	Redzuan, Julia
author_facet	Redzuan, Julia
author_sort	Redzuan, Julia
title	Capital asset pricing model: an evaluation of its relevance in trading and services sector of Kuala Lumpur Stock Exchange / Julia Redzuan
title_short	Capital asset pricing model: an evaluation of its relevance in trading and services sector of Kuala Lumpur Stock Exchange / Julia Redzuan
title_full	Capital asset pricing model: an evaluation of its relevance in trading and services sector of Kuala Lumpur Stock Exchange / Julia Redzuan
title_fullStr	Capital asset pricing model: an evaluation of its relevance in trading and services sector of Kuala Lumpur Stock Exchange / Julia Redzuan
title_full_unstemmed	Capital asset pricing model: an evaluation of its relevance in trading and services sector of Kuala Lumpur Stock Exchange / Julia Redzuan
title_sort	capital asset pricing model: an evaluation of its relevance in trading and services sector of kuala lumpur stock exchange / julia redzuan
granting_institution	Universiti Teknologi MARA (UiTM)
granting_department	Faculty of Business and Management
publishDate	1996
url	https://ir.uitm.edu.my/id/eprint/94596/1/94596.pdf
_version_	1804889932434505728

Capital asset pricing model: an evaluation of its relevance in trading and services sector of Kuala Lumpur Stock Exchange / Julia Redzuan

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