Determining the impact of income statement line items on stock returns of publicly-listed companies in the Philippines for the years 2011-2015
Date of Publication
2016
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Accountancy
Subject Categories
Accounting
College
Ramon V. Del Rosario College of Business
Department/Unit
Accountancy
Thesis Adviser
Juancho S. Ong
Defense Panel Member
Herminigilda E. Salendrez
Mark Vincent B.
Abstract/Summary
With recent events, both political and economical, improving in the country, avenues for investment are developing. One of the most popular destination of funds is the stock market. Currently, the stock market has been popular and received a huge share of news coverage as it experience record-breaking tradings. With this the researchers determined that there is a need to understand how accounting numbers such as income statement items affect the trading of a security through its stock returns. This study aims to determine the impact of income statement line items on stock returns for publicly-listed companies in the Philippines for 2011-2015. The researchers will use gross revenue, gross profit, EBITDA, operating income, net income before tax and net income after tax as independent variables, and stock returns as the dependent variable. The researchers will gather data for income statement line items from companies listed in the different indexes of the Philippine Stock Exchange. Stock returns are computed by comparing average stock prices before annual report release and average stock price on the day of release and ten days after the release. The researchers will use multiple regression analysis to determine the relationship and impact of income statement line items to stock returns. Data analysis will be performed as a whole and per industry.
Abstract Format
html
Language
English
Format
Accession Number
TU23396
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
ii, 149 leaves : illustrations (some color) ; 28 cm. + 1 computer disc ; 4 3/4 in.
Keywords
Stocks--Prices--Philippines
Recommended Citation
Fernandez, J., Geronimo, E. C., Macarubbo, J. D., & Uy, M. A. (2016). Determining the impact of income statement line items on stock returns of publicly-listed companies in the Philippines for the years 2011-2015. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/9048