Stock market performance and modern portfolio theory: case on top 10 companies listed based on market capitalization / Haziq Shezali

Shezali, Haziq (2016) Stock market performance and modern portfolio theory: case on top 10 companies listed based on market capitalization / Haziq Shezali. [Student Project] (Unpublished)

Abstract

Nowadays stock market performance measurement is most interesting part in investment. Many method that build year by year but the selected one is from Modern Portfolio theory by Harry Markowitz. For this research we are using the stock performance in KLCI index from 2011-2015. The data is compared to Sharpe performance measurement and we are looking into Asian Indices include Japan, India and Hong Kong while setting US market as benchmark by using risk n return together with coefficient and variance to rank indices.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Shezali, Haziq 2014227418
Contributors:	Contribution Name Email / ID Num. Thesis advisor Romli, Nurulashikin UNSPECIFIED
Subjects:	H Social Sciences > HG Finance > Investment, capital formation, speculation H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations
Divisions:	Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (HONS) Investment Management
Keywords:	investment, stock market
Date:	2016
URI:	https://ir.uitm.edu.my/id/eprint/84627