Title

A study on the impact of sectoral volatility on the performance of investment companies in the Philippines

Date of Publication

2017

Document Type

Bachelor's Thesis

Degree Name

Bachelor of Science in Management of Financial Institutions

College

Ramon V. Del Rosario College of Business

Department/Unit

Financial Management Department

Thesis Adviser

Enrico Amat

Defense Panel Chair

Marycris Albao

Defense Panel Member

Mar Andriel Umali

Abstract/Summary

Mutual funds have become one of the most popular investment options for investors. They diversify the risks by pooling a large number of stocks and securities. Recent geopolotical and economic uncertainties may bring the Philippine market to a volatile state. The study aims to identify if sectoral volatility would affect the different fund types in the Philippine market and which market sector volatility has the most significant effect on the various investment companies. The study used monthly stock market composite index to measure sectoral volatility and net asset value per share to measure fund performance. The researchers used the vector autoagression model to determine if sectoral volatility has an impact on performance. The results show that only the holding firms sector and the property sector has significant effect on stock and balanced funds and only the financial sector has a significant effect on bond funds. The results of this research will assist the investing public on choosing their investments and regulators on setting preventive measures during periods of high volatility.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU21861

Shelf Location

Archives, The Learning Commons, 12F, Henry Sy Sr. Hall

Physical Description

viii, 72, [75] leaves : illustrations ; 28 cm.

Keywords

Mutual funds--Philippines; Investments--Philippines

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