Impact of Fundamental Factors on Stock Returns in FTSE 100

Over the past decade, with the transition in economy, stock market has gained a tremendous popularity from the public. Majority of investors today are retail investors who seeks to outsmart the market in order to profit. This study aims to use panel data to study the relationship between fundamental...

Full description

Bibliographic Details
Main Author: Leong, JiaJun
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2020
Online Access:https://eprints.nottingham.ac.uk/62636/
_version_ 1848799968112934912
author Leong, JiaJun
author_facet Leong, JiaJun
author_sort Leong, JiaJun
building Nottingham Research Data Repository
collection Online Access
description Over the past decade, with the transition in economy, stock market has gained a tremendous popularity from the public. Majority of investors today are retail investors who seeks to outsmart the market in order to profit. This study aims to use panel data to study the relationship between fundamental factors and stock returns. Model wise, both common effect model and random effects model are much alike in terms of coefficient signs and significant. As for fixed effect model, the variables have a much stronger explanatory power compared to random effect model. After 3 series of test, fixed effect model was found to be the best model for this study. From the result of this study, we found that out of all 11 different variables, earning yield tend to have the strongest explanatory power towards stock returns follow by dividend yield and dividend per share, while the remaining 8 variables tend to have a relatively weak or close to zero explanatory power on stock returns. Furthermore, 4 out 11 variables are found to be significant, while the rest are rejected at a 95% confidence level.
first_indexed 2025-11-14T20:44:05Z
format Dissertation (University of Nottingham only)
id nottingham-62636
institution University of Nottingham Malaysia Campus
institution_category Local University
language English
last_indexed 2025-11-14T20:44:05Z
publishDate 2020
recordtype eprints
repository_type Digital Repository
spelling nottingham-626362023-04-14T12:17:59Z https://eprints.nottingham.ac.uk/62636/ Impact of Fundamental Factors on Stock Returns in FTSE 100 Leong, JiaJun Over the past decade, with the transition in economy, stock market has gained a tremendous popularity from the public. Majority of investors today are retail investors who seeks to outsmart the market in order to profit. This study aims to use panel data to study the relationship between fundamental factors and stock returns. Model wise, both common effect model and random effects model are much alike in terms of coefficient signs and significant. As for fixed effect model, the variables have a much stronger explanatory power compared to random effect model. After 3 series of test, fixed effect model was found to be the best model for this study. From the result of this study, we found that out of all 11 different variables, earning yield tend to have the strongest explanatory power towards stock returns follow by dividend yield and dividend per share, while the remaining 8 variables tend to have a relatively weak or close to zero explanatory power on stock returns. Furthermore, 4 out 11 variables are found to be significant, while the rest are rejected at a 95% confidence level. 2020-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/62636/1/20200085_BUSI4020_Impact%20of%20Fundamental%20Factors%20on%20Stock%20Returns%20in%20FTSE%20100.pdf Leong, JiaJun (2020) Impact of Fundamental Factors on Stock Returns in FTSE 100. [Dissertation (University of Nottingham only)]
spellingShingle Leong, JiaJun
Impact of Fundamental Factors on Stock Returns in FTSE 100
title Impact of Fundamental Factors on Stock Returns in FTSE 100
title_full Impact of Fundamental Factors on Stock Returns in FTSE 100
title_fullStr Impact of Fundamental Factors on Stock Returns in FTSE 100
title_full_unstemmed Impact of Fundamental Factors on Stock Returns in FTSE 100
title_short Impact of Fundamental Factors on Stock Returns in FTSE 100
title_sort impact of fundamental factors on stock returns in ftse 100
url https://eprints.nottingham.ac.uk/62636/