The historical performance of Malaysia property stock market / Farah Syazwani Jalaludin
The purpose of this study is to investigate the performance of Malaysia property stocks market over the past 10 years. The data are taken from ten selected property companies listed on the Bursa Malaysia Main Board monthly stock prices and Kuala Lumpur Composite Index. The property stocks return is...
Saved in:
Main Author: | |
---|---|
Format: | Student Project |
Language: | English |
Published: |
2007
|
Subjects: | |
Online Access: | https://ir.uitm.edu.my/id/eprint/74819/1/74819.pdf https://ir.uitm.edu.my/id/eprint/74819/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
my.uitm.ir.74819 |
---|---|
record_format |
eprints |
spelling |
my.uitm.ir.748192023-03-28T03:37:50Z https://ir.uitm.edu.my/id/eprint/74819/ The historical performance of Malaysia property stock market / Farah Syazwani Jalaludin Jalaludin, Farah Syazwani Malaysia The purpose of this study is to investigate the performance of Malaysia property stocks market over the past 10 years. The data are taken from ten selected property companies listed on the Bursa Malaysia Main Board monthly stock prices and Kuala Lumpur Composite Index. The property stocks return is compared with the market index to see how property companies performed relative to the market. Sharpe, Treynor, and Jensen indices were computed for the firms and compared with those of the market. The results and finding of this study is that the property stocks of Malaysia outperformed the market portfolio according to the average Sharpe Index, Treynor Index and Jensen Index. In Sharpe Index, there are seven property companies ranked above the market portfolio. In Treynor Index and Jensen Index, there are six property companies ranked above the market portfolio. 2007 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/74819/1/74819.pdf The historical performance of Malaysia property stock market / Farah Syazwani Jalaludin. (2007) [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 |
Malaysia |
spellingShingle |
Malaysia Jalaludin, Farah Syazwani The historical performance of Malaysia property stock market / Farah Syazwani Jalaludin |
description |
The purpose of this study is to investigate the performance of Malaysia property stocks market over the past 10 years. The data are taken from ten selected property companies listed on the Bursa Malaysia Main Board monthly stock prices and Kuala Lumpur Composite Index. The property stocks return is compared with the market index to see how property companies performed relative to the market. Sharpe, Treynor, and Jensen indices were computed for the firms and compared with those of the market. The results and finding of this study is that the property stocks of Malaysia outperformed the market portfolio according to the average Sharpe Index, Treynor Index and Jensen Index. In Sharpe Index, there are seven property companies ranked above the market portfolio. In Treynor Index and Jensen Index, there are six property companies ranked above the market portfolio. |
format |
Student Project |
author |
Jalaludin, Farah Syazwani |
author_facet |
Jalaludin, Farah Syazwani |
author_sort |
Jalaludin, Farah Syazwani |
title |
The historical performance of Malaysia property stock market / Farah Syazwani Jalaludin |
title_short |
The historical performance of Malaysia property stock market / Farah Syazwani Jalaludin |
title_full |
The historical performance of Malaysia property stock market / Farah Syazwani Jalaludin |
title_fullStr |
The historical performance of Malaysia property stock market / Farah Syazwani Jalaludin |
title_full_unstemmed |
The historical performance of Malaysia property stock market / Farah Syazwani Jalaludin |
title_sort |
historical performance of malaysia property stock market / farah syazwani jalaludin |
publishDate |
2007 |
url |
https://ir.uitm.edu.my/id/eprint/74819/1/74819.pdf https://ir.uitm.edu.my/id/eprint/74819/ |
_version_ |
1761622492467691520 |
score |
13.189131 |