Size, value, and momentum of stock returns of most actively traded stocks in the Philippines from 2009-2013
Date of Publication
2015
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Management of Financial Institutions
Subject Categories
Finance and Financial Management
College
Ramon V. Del Rosario College of Business
Department/Unit
Financial Management
Thesis Adviser
Robert Dan Roces
Defense Panel Chair
Junnette Perez
Defense Panel Member
Patricia Benito
Patrick Caoile
Abstract/Summary
Through the usage of statistical concepts namely the Slovin's formula and multiple linear regression in a descriptive and correlational research design, the researchers examined the relationship of stock returns with size, value, and momentum of most actively traded stocks in the Philippines from 2009-2013. The size of the company was measured using their market capitalization, while value and momentum were measured by equity and relative strength index (RSI), respectively. Furthermore, this study covered companies' stock returns of most actively traded stocks in the Philippines. Fundamentally, this research aimed to find out if there is a significant relationship between a company's stock return and its size, value, and momentum. Previous studies have been conducted, but mostly in developed countries.
Abstract Format
html
Language
English
Format
Accession Number
TU21597
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
66 leaves : illustrations (some color) ; 28 cm.
Keywords
Stock exchanges--Philippines
Recommended Citation
Aquino, B. C., Frigillana, A. E., Mangua, G. A., & Timones, T. R. (2015). Size, value, and momentum of stock returns of most actively traded stocks in the Philippines from 2009-2013. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/9000
