The performance of equity portfolio / Nur Farahiah Muhamad Che Ya

Various researches have been done to evaluate the performance of the portfolio. Since the early stage investors and fund manager are lack of knowledge and experience in portfolio construction, this study is conducted to guide them. The purpose of the study are to determine the securities included in...

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Main Author:	Muhamad Che Ya, Nur Farahiah
Format:	Thesis
Language:	English
Published:	2017
Subjects:	Investment capital formation speculation
Online Access:	https://ir.uitm.edu.my/id/eprint/93398/1/93398.pdf
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id	my-uitm-ir.93398
record_format	uketd_dc
spelling	my-uitm-ir.933982024-06-18T06:43:37Z The performance of equity portfolio / Nur Farahiah Muhamad Che Ya 2017 Muhamad Che Ya, Nur Farahiah Investment, capital formation, speculation Various researches have been done to evaluate the performance of the portfolio. Since the early stage investors and fund manager are lack of knowledge and experience in portfolio construction, this study is conducted to guide them. The purpose of the study are to determine the securities included in the equity portfolio, to identify allocation of each equity and to analyse the performance of the equity portfolio. The data are secondary data that consist of the data from year 2007 to 2016 which consist of the return index (RI) and the beta of the 60 securities listed in Kuala Lumpur composite Index (KLCI) and the FTSE Bursa Malaysia Kuala Lumpur Index Top 100 Index (FBMKLCI 100) which act as the return of the market. All the RI will be calculated to obtain the holding period yield (HPY) of the securities. The discount rate of Malaysia 12-month Treasury bills will be used as the risk free rate. Only the securities that pass Sharpe Single Index Model will be set into the portfolio. The performance of the portfolio will be analysed by using the Treynor and Sharpe Portfolio Performance Measure. The data calculated and evaluated by using Microsoft Office Excel. It was found that only 44 out of 60 securities have sufficient data and four of them pass the Sharpe Simple Index Model. The risk-adjusted performance of portfolio was at the superior. The t-test shows that there is no significance different between the return of the portfolio and the market. 2017 Thesis https://ir.uitm.edu.my/id/eprint/93398/ https://ir.uitm.edu.my/id/eprint/93398/1/93398.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business Management Samat, Omar Noh, Khairul Ariff
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Samat, Omar Noh, Khairul Ariff
topic	Investment capital formation speculation
spellingShingle	Investment capital formation speculation Muhamad Che Ya, Nur Farahiah The performance of equity portfolio / Nur Farahiah Muhamad Che Ya
description	Various researches have been done to evaluate the performance of the portfolio. Since the early stage investors and fund manager are lack of knowledge and experience in portfolio construction, this study is conducted to guide them. The purpose of the study are to determine the securities included in the equity portfolio, to identify allocation of each equity and to analyse the performance of the equity portfolio. The data are secondary data that consist of the data from year 2007 to 2016 which consist of the return index (RI) and the beta of the 60 securities listed in Kuala Lumpur composite Index (KLCI) and the FTSE Bursa Malaysia Kuala Lumpur Index Top 100 Index (FBMKLCI 100) which act as the return of the market. All the RI will be calculated to obtain the holding period yield (HPY) of the securities. The discount rate of Malaysia 12-month Treasury bills will be used as the risk free rate. Only the securities that pass Sharpe Single Index Model will be set into the portfolio. The performance of the portfolio will be analysed by using the Treynor and Sharpe Portfolio Performance Measure. The data calculated and evaluated by using Microsoft Office Excel. It was found that only 44 out of 60 securities have sufficient data and four of them pass the Sharpe Simple Index Model. The risk-adjusted performance of portfolio was at the superior. The t-test shows that there is no significance different between the return of the portfolio and the market.
format	Thesis
qualification_level	Bachelor degree
author	Muhamad Che Ya, Nur Farahiah
author_facet	Muhamad Che Ya, Nur Farahiah
author_sort	Muhamad Che Ya, Nur Farahiah
title	The performance of equity portfolio / Nur Farahiah Muhamad Che Ya
title_short	The performance of equity portfolio / Nur Farahiah Muhamad Che Ya
title_full	The performance of equity portfolio / Nur Farahiah Muhamad Che Ya
title_fullStr	The performance of equity portfolio / Nur Farahiah Muhamad Che Ya
title_full_unstemmed	The performance of equity portfolio / Nur Farahiah Muhamad Che Ya
title_sort	performance of equity portfolio / nur farahiah muhamad che ya
granting_institution	Universiti Teknologi MARA, Johor
granting_department	Faculty of Business Management
publishDate	2017
url	https://ir.uitm.edu.my/id/eprint/93398/1/93398.pdf
_version_	1804889875735904256

The performance of equity portfolio / Nur Farahiah Muhamad Che Ya

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