The comparison of expected return between industrial and consumer sectors in Malaysia by using the CAPM / Musfirah Mas'ud

The purpose of this study is to analyse the Capital Assets Pricing Model (CAPM) in the recovery period. The factors that been investigate is expected return and risk using CAP Model. The data that been used in this study is yearly data. The data is in Bursa Malaysia data and the data is for six years which is from 2009 until 2014. The data will be test using CAPM itself and it will substitute into it. Besides, the findings of this result show that the CAP Model can provide accurate results on the expected return (ER) when applied on the Industrial and Consumer companies. The methodology was implemented on the two various groups which are a high risk group and the low risk group and the high risk group is Industrial sector. In addition, the findings of this study also demonstrate that the model is valid and its applications can be tested in all the listed Industrial and Consumer companies to clarify the accurate expected returns.