Portfolio construction and performance measurements of Kuala Lumpur Composite Index (KLCI) listed companies / Siti Zubaidah Samsudin

Nowadays, many people do not know the ways of how to buy a shares. So, this research is focuses on how to select the best portfolio and then measuring the selection of portfolio. This research paper study on the performance of Kuala Lumpur Composite Index (KLCI) listed companies by using 100 shares...

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Main Author: Samsudin, Siti Zubaidah
Format: Student Project
Language:English
Published: 2017
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/88882/1/88882.pdf
https://ir.uitm.edu.my/id/eprint/88882/
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spelling my.uitm.ir.888822024-01-18T09:41:33Z https://ir.uitm.edu.my/id/eprint/88882/ Portfolio construction and performance measurements of Kuala Lumpur Composite Index (KLCI) listed companies / Siti Zubaidah Samsudin Samsudin, Siti Zubaidah Kuala Lumpur. KLSE Nowadays, many people do not know the ways of how to buy a shares. So, this research is focuses on how to select the best portfolio and then measuring the selection of portfolio. This research paper study on the performance of Kuala Lumpur Composite Index (KLCI) listed companies by using 100 shares which is all of the shares is listed in the Bursa Malaysia. The objectives of this study is to construct portfolio from the shares listed in the Bursa Malaysia and to measuring the portfolio selection. The period for selecting the portfolio is 5 years which is from 2008 until 2012. While. the methods that had been used for selecting optimal portfolios is Efficient Frontier then. the performance of Kuala Lumpur Composite Index (KLCI) listed companies measured by using market-based measurements which is Sharpe, Treynor and Jensen performance measurement and also by using abnormal return and paired T-test. The period to measure the performance of portfolio selection is 3 years which is from 2013 until 2015. The data of this research paper include total return index, 3-month treasury bills. beta, residual variance, market variance, market return and standard deviation. All data collected are in monthly basis. 2017 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/88882/1/88882.pdf Portfolio construction and performance measurements of Kuala Lumpur Composite Index (KLCI) listed companies / Siti Zubaidah Samsudin. (2017) [Student Project] (Unpublished)
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 Kuala Lumpur. KLSE
spellingShingle Kuala Lumpur. KLSE
Samsudin, Siti Zubaidah
Portfolio construction and performance measurements of Kuala Lumpur Composite Index (KLCI) listed companies / Siti Zubaidah Samsudin
description Nowadays, many people do not know the ways of how to buy a shares. So, this research is focuses on how to select the best portfolio and then measuring the selection of portfolio. This research paper study on the performance of Kuala Lumpur Composite Index (KLCI) listed companies by using 100 shares which is all of the shares is listed in the Bursa Malaysia. The objectives of this study is to construct portfolio from the shares listed in the Bursa Malaysia and to measuring the portfolio selection. The period for selecting the portfolio is 5 years which is from 2008 until 2012. While. the methods that had been used for selecting optimal portfolios is Efficient Frontier then. the performance of Kuala Lumpur Composite Index (KLCI) listed companies measured by using market-based measurements which is Sharpe, Treynor and Jensen performance measurement and also by using abnormal return and paired T-test. The period to measure the performance of portfolio selection is 3 years which is from 2013 until 2015. The data of this research paper include total return index, 3-month treasury bills. beta, residual variance, market variance, market return and standard deviation. All data collected are in monthly basis.
format Student Project
author Samsudin, Siti Zubaidah
author_facet Samsudin, Siti Zubaidah
author_sort Samsudin, Siti Zubaidah
title Portfolio construction and performance measurements of Kuala Lumpur Composite Index (KLCI) listed companies / Siti Zubaidah Samsudin
title_short Portfolio construction and performance measurements of Kuala Lumpur Composite Index (KLCI) listed companies / Siti Zubaidah Samsudin
title_full Portfolio construction and performance measurements of Kuala Lumpur Composite Index (KLCI) listed companies / Siti Zubaidah Samsudin
title_fullStr Portfolio construction and performance measurements of Kuala Lumpur Composite Index (KLCI) listed companies / Siti Zubaidah Samsudin
title_full_unstemmed Portfolio construction and performance measurements of Kuala Lumpur Composite Index (KLCI) listed companies / Siti Zubaidah Samsudin
title_sort portfolio construction and performance measurements of kuala lumpur composite index (klci) listed companies / siti zubaidah samsudin
publishDate 2017
url https://ir.uitm.edu.my/id/eprint/88882/1/88882.pdf
https://ir.uitm.edu.my/id/eprint/88882/
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score 13.154949