Risk and Return Analysis of Stocks Listed on the Kuala Lumpur Stock Exchange's (KLSE) Second Board
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 res...
| Main Author: | |
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| Format: | Project Paper Report |
| Language: | English English |
| Published: |
1997
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| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/7885/ http://psasir.upm.edu.my/id/eprint/7885/1/GSM_1997_1_A.pdf |
| _version_ | 1848840719000666112 |
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| author | Ismail, Ahmad Zairin |
| author_facet | Ismail, Ahmad Zairin |
| author_sort | Ismail, Ahmad Zairin |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-15T07:31:48Z |
| format | Project Paper Report |
| id | upm-7885 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T07:31:48Z |
| publishDate | 1997 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-78852012-03-14T07:28:30Z http://psasir.upm.edu.my/id/eprint/7885/ Risk and Return Analysis of Stocks Listed on the Kuala Lumpur Stock Exchange's (KLSE) Second Board Ismail, Ahmad Zairin 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. 1997 Project Paper Report NonPeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/7885/1/GSM_1997_1_A.pdf Ismail, Ahmad Zairin (1997) Risk and Return Analysis of Stocks Listed on the Kuala Lumpur Stock Exchange's (KLSE) Second Board. [Project Paper Report] Stocks - Malaysia - Analysis Stock exchanges - Malaysia - Kuala Lumpur English |
| spellingShingle | Stocks - Malaysia - Analysis Stock exchanges - Malaysia - Kuala Lumpur Ismail, Ahmad Zairin Risk and Return Analysis of Stocks Listed on the Kuala Lumpur Stock Exchange's (KLSE) Second Board |
| title | Risk and Return Analysis of Stocks Listed on the Kuala
Lumpur Stock Exchange's (KLSE) Second Board
|
| title_full | Risk and Return Analysis of Stocks Listed on the Kuala
Lumpur Stock Exchange's (KLSE) Second Board
|
| title_fullStr | Risk and Return Analysis of Stocks Listed on the Kuala
Lumpur Stock Exchange's (KLSE) Second Board
|
| title_full_unstemmed | Risk and Return Analysis of Stocks Listed on the Kuala
Lumpur Stock Exchange's (KLSE) Second Board
|
| title_short | Risk and Return Analysis of Stocks Listed on the Kuala
Lumpur Stock Exchange's (KLSE) Second Board
|
| title_sort | risk and return analysis of stocks listed on the kuala
lumpur stock exchange's (klse) second board |
| topic | Stocks - Malaysia - Analysis Stock exchanges - Malaysia - Kuala Lumpur |
| url | http://psasir.upm.edu.my/id/eprint/7885/ http://psasir.upm.edu.my/id/eprint/7885/1/GSM_1997_1_A.pdf |