The relationship between portfolio diversification strategies and property companies stock price / Saifuliza Omar

This study analyzed the relationship between portfolio diversification strategies of eighteen selected listed property companies on the movement of stock prices for I I-year period from 1996 to 2006. The diversification strategies on long-term trend in stock price are tested using monthly transactio...

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Main Author: Omar, Saifuliza
Format: Student Project
Language:English
Published: 2007
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/33496/
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author Omar, Saifuliza
author_facet Omar, Saifuliza
author_sort Omar, Saifuliza
building UiTM Institutional Repository
collection Online Access
description This study analyzed the relationship between portfolio diversification strategies of eighteen selected listed property companies on the movement of stock prices for I I-year period from 1996 to 2006. The diversification strategies on long-term trend in stock price are tested using monthly transaction data of property stock. This data obtained from Bursa Malaysia as well as from Data Stream. The dependent variable for this study is property company stock price that is measures its volatility using coefficient of variation and independent variable is the portfolio diversification. The dependent and independent variables are analyzed by using simple regression, and multi-regression. The result shows that there is relationship exists between all independent variable and dependent variable. Meaning that there is a relationship between portfolio diversification strategies and the stock price and the relationship exist is a positive relationship. Positive relationship means, if independent variable increase, the dependent variable will also increase.
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publishDate 2007
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spelling uitm-334962020-09-28T03:41:46Z https://ir.uitm.edu.my/id/eprint/33496/ The relationship between portfolio diversification strategies and property companies stock price / Saifuliza Omar Omar, Saifuliza Investment, capital formation, speculation Stock price indexes. Stock quotations This study analyzed the relationship between portfolio diversification strategies of eighteen selected listed property companies on the movement of stock prices for I I-year period from 1996 to 2006. The diversification strategies on long-term trend in stock price are tested using monthly transaction data of property stock. This data obtained from Bursa Malaysia as well as from Data Stream. The dependent variable for this study is property company stock price that is measures its volatility using coefficient of variation and independent variable is the portfolio diversification. The dependent and independent variables are analyzed by using simple regression, and multi-regression. The result shows that there is relationship exists between all independent variable and dependent variable. Meaning that there is a relationship between portfolio diversification strategies and the stock price and the relationship exist is a positive relationship. Positive relationship means, if independent variable increase, the dependent variable will also increase. 2007 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/33496/1/33496.pdf Omar, Saifuliza (2007) The relationship between portfolio diversification strategies and property companies stock price / Saifuliza Omar. (2007) [Student Project] (Unpublished)
spellingShingle Investment, capital formation, speculation
Stock price indexes. Stock quotations
Omar, Saifuliza
The relationship between portfolio diversification strategies and property companies stock price / Saifuliza Omar
title The relationship between portfolio diversification strategies and property companies stock price / Saifuliza Omar
title_full The relationship between portfolio diversification strategies and property companies stock price / Saifuliza Omar
title_fullStr The relationship between portfolio diversification strategies and property companies stock price / Saifuliza Omar
title_full_unstemmed The relationship between portfolio diversification strategies and property companies stock price / Saifuliza Omar
title_short The relationship between portfolio diversification strategies and property companies stock price / Saifuliza Omar
title_sort relationship between portfolio diversification strategies and property companies stock price / saifuliza omar
topic Investment, capital formation, speculation
Stock price indexes. Stock quotations
url https://ir.uitm.edu.my/id/eprint/33496/