A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol

Jaibol, Branda (2016) A study on the relationship between Malaysian stock returns and financial ratios / Branda Jaibol. [Student Project] (Unpublished)

Abstract

The purpose of this paper is to study the relationship between the financial ratios and
the stock returns in Malaysia during the period of 2006 - 2015. The financial ratios
including dividend yield (DY), earnings yield (EY), and book-to-market ratios (BM)
are selected as the predictor variables. in addition, this paper also included return on
equity (ROE) as a variable in predicting the stock return in Malaysia. The finding
shows that both DY and BM have positive significant relationship towards Malaysian
stock return while EY and ROE have no significant relationship with the Malaysian
Stock Return. It was proved that financial ratios can predict the stock return and BM
have the highest predictive power among the variables.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Jaibol, Branda UNSPECIFIED
Subjects:	H Social Sciences > HG Finance > Financial management. Business finance. Corporation finance > Capital budget. Capital investments. Fixed capital H Social Sciences > HG Finance > Financial management. Business finance. Corporation finance > Dividends. Stock dividends. Dividend reinvestment H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations
Divisions:	Universiti Teknologi MARA, Sabah > Kota Kinabalu Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (Hons) Finance
Keywords:	Stock return; Financial ratios; Relationship
Date:	December 2016
URI:	https://ir.uitm.edu.my/id/eprint/50111