A study on risk-return trade-off among the firms listed in the Philippine stock exchange composite index for the period covering 1995 to 1997
Date of Publication
1998
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Commerce Major in Management of Financial Institutions
College
Ramon V. Del Rosario College of Business
Department/Unit
Financial Management
Abstract/Summary
The purpose of this paper is to verify whether the firms listed in the composite index really do provide significant returns for investors. In order to verify this, the proponents use the Security Market Line (SML) to see whether the firms in the composite index provide greater returns for the risk taken.
To further verify this, the proponents tested the data using the t-test to see whether the firms above and below the SML have any significant difference. The period covered were from 1995 to 1997 of stock returns on a monthly basis.
From the results of the study, the proponents found out that the data was inconclusive and thus further study is recommended. The proponents further suggest that a longer time period and additional variables be used. Another statistical tool may be useful to verify the hypothesis.
Abstract Format
html
Language
English
Format
Accession Number
TU08854
Shelf Location
Archives, The Learning Commons, 12F Henry Sy Sr. Hall
Physical Description
39 numb. leaves
Recommended Citation
Abanador, M. M. (1998). A study on risk-return trade-off among the firms listed in the Philippine stock exchange composite index for the period covering 1995 to 1997. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/16523
