A causal-comparative study of the risk and return of the stocks included in the Philippine composite index from periods January, 1998 to May, 2001
Date of Publication
2001
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 determine the applicability of the Markowitz Portfolio Theory and the Capital Asset Pricing Model in the Philippine Stock Market. In order to verify this, the proponents computed the returns as well as the betas of the thirty (30) PHISIX stocks so as to determine the relationship between risk and return.
To further verify this, the researchers, tested the data using various statistical tools such as T-test, F-test and P-value test. The period covered were from January, 1998 to May 2001 of stock returns on a monthly basis.
The results of this study showed that data was inconclusive and thus further study is recommended and a more normal and longer time frame should be considered.
Abstract Format
html
Language
English
Format
Accession Number
TU10667
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
55 numb. leaves
Recommended Citation
Briones, V. T., Cruz, J. S., Llamas, P. M., & Yanez, K. C. (2001). A causal-comparative study of the risk and return of the stocks included in the Philippine composite index from periods January, 1998 to May, 2001. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/17119
