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Stock return prediction using financial ratios / Azlizan Wang Kee

This study aims to give the evidence of whether financial ratios are able predict the future stock return in Malaysian Stock Market. Four variables are used as a predictor of future stock return which are the Book to Market Ratio (BTM), Dividend Yield (DY), Earning per Share (EPS), and Price to Earn...

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Main Author: Wang Kee, Azlizan
Format: Student Project
Language:English
Published: 2015
Subjects:
Investment companies. Investment trusts. Mutual funds
Online Access:https://ir.uitm.edu.my/id/eprint/103879/1/103879.pdf
https://ir.uitm.edu.my/id/eprint/103879/
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id my.uitm.ir.103879
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spelling my.uitm.ir.1038792024-09-29T15:08:46Z https://ir.uitm.edu.my/id/eprint/103879/ Stock return prediction using financial ratios / Azlizan Wang Kee Wang Kee, Azlizan Investment companies. Investment trusts. Mutual funds This study aims to give the evidence of whether financial ratios are able predict the future stock return in Malaysian Stock Market. Four variables are used as a predictor of future stock return which are the Book to Market Ratio (BTM), Dividend Yield (DY), Earning per Share (EPS), and Price to Earnings Ratio (PE). This study covers the period of 2010 until 2014 using quarterly data of 24 listed companies in Bursa Malaysia Stock Exchange from Industrial Product Industry. Results from the multiple regressions analysis shows that only BTM, DY, and PE are able to predict future stock return, as EPS is insignificant. In addition, DY has superior predictive power compared to the other variables. 2015 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/103879/1/103879.pdf Stock return prediction using financial ratios / Azlizan Wang Kee. (2015) [Student Project] (Submitted)
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Investment companies. Investment trusts. Mutual funds
spellingShingle Investment companies. Investment trusts. Mutual funds
Wang Kee, Azlizan
Stock return prediction using financial ratios / Azlizan Wang Kee
description This study aims to give the evidence of whether financial ratios are able predict the future stock return in Malaysian Stock Market. Four variables are used as a predictor of future stock return which are the Book to Market Ratio (BTM), Dividend Yield (DY), Earning per Share (EPS), and Price to Earnings Ratio (PE). This study covers the period of 2010 until 2014 using quarterly data of 24 listed companies in Bursa Malaysia Stock Exchange from Industrial Product Industry. Results from the multiple regressions analysis shows that only BTM, DY, and PE are able to predict future stock return, as EPS is insignificant. In addition, DY has superior predictive power compared to the other variables.
format Student Project
author Wang Kee, Azlizan
author_facet Wang Kee, Azlizan
author_sort Wang Kee, Azlizan
title Stock return prediction using financial ratios / Azlizan Wang Kee
title_short Stock return prediction using financial ratios / Azlizan Wang Kee
title_full Stock return prediction using financial ratios / Azlizan Wang Kee
title_fullStr Stock return prediction using financial ratios / Azlizan Wang Kee
title_full_unstemmed Stock return prediction using financial ratios / Azlizan Wang Kee
title_sort stock return prediction using financial ratios / azlizan wang kee
publishDate 2015
url https://ir.uitm.edu.my/id/eprint/103879/1/103879.pdf
https://ir.uitm.edu.my/id/eprint/103879/
_version_ 1811598362442465280
score 13.2014675

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