Beta of shares on the second board / Rozita Mohamed

Mohamed, Rozita (1994) Beta of shares on the second board / Rozita Mohamed. [Student Project] (Unpublished)

Abstract

Before we go any further with this topic, it is essential to state that this paper is part of the course requirements to finish up Advanced Diploma In Business Studies (Finance). This project paper is a brief study on beta coefficient for 52 companies listed on the Second Board in Kuala Lumpur Stock Exchange (KLSE) as stated on 31st December, 1992. This study is conducted mostly through secondary data and based on monthly basis. The purpose of this study is to determine beta of each company. We calculate beta using Sharpe Market Model and with this model we come with the best fit line for a regression that is characteristic line for each company. The result of the study appear to show the level of risk of each company. We came out with the findings; that from the samples, CCP has the highest beta (4. S3) and TR ENERGY has the lowest beta (-0.23). At the end of the study, we recommend new study to be explored in the next research by students majoring in finance.

Metadata

Item Type: Student Project
Creators:
Creators
Email / ID Num.
Mohamed, Rozita
93086515
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Hassan, Rokiah (Dr. )
UNSPECIFIED
Subjects: H Social Sciences > HG Finance > Banking
H Social Sciences > HG Finance > Investment, capital formation, speculation
Divisions: Universiti Teknologi MARA, Shah Alam > Faculty of Business and Management
Programme: Advanced Diploma in Business Studies (Finance)
Keywords: beta, shares, board
Date: November 1994
URI: https://ir.uitm.edu.my/id/eprint/41150
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