Ciri-ciri Risiko Saham di Pasaran Saham Kuala Lumpur

Ismail Ibrahim, Aziz A. Hamid

Abstract


ABSTRAK

Kajian ini mengenalpasti ciri-ciri risiko saham di Pasaran Saham Kuala Lumpur. Perhatian ditumpukan kepada bentuk hubngan anta harga saham dengan harga pasaran, kesan pasaran ke atas variabiliti pulangan saham dan sifat kemeruapan saham berbanding dengan pasaran. Koefisien korelasi digunakan untuk melihat hubungan antara pergerakan harga saham dengan pasaran. Nisbah risiko sistematik dengan jumlah risiko yang dibayangkan oleh koefisien penentuan digunakan untuk mengukur kesan pasaran ke atas pulangan saham. Koefisien beta pula digunakan untuk mengukur sifat kemeruapan saham berbanding dengan kemeruapan pasaran.

ABSTRACT

This study identifies risk characteristics of stocks in the Kuala Lumpur Stock Exchange. The empasis is on the types of relationship between stock and market prices, the market effect on the variability of stocks returns, and the volatility of stock compared to the market. Coefficient of correlation is used to guage the relationship between the movements of stock and market prices. The ratio of systematics risk and total riskwhich is represented by the coefficient of determination is used to measure market influence on stock return. The beta coefficient is used as a measure of volatility of stock as compared to the volatility of market.


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