Ciri-Ciri Risiko Saham Di Pasaran Saham Kuala Lumpur

Universiti Kebangsaan Malaysia


Universiti Kebangsaan Malaysia


Abstract

This study identifies risk characteristics of stocks in the Kuala Lumpur Stock Exchange. The emphasis is on the types of relationship between stock and market prices, the market effect on the variability of stock returns, and the volatility of stocks compared to the market. Coefficient of correlation is used to guage the relationship between the movements of stock and market prices. The ratio of systematic risk and total risk which 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 com pared to the volatility of market.

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Citation

Ibrahim, I., & A. Hamid, A. (1985). Ciri-Ciri Risiko Saham Di Pasaran Saham Kuala Lumpur. Jurnal Pengurusan, 4, 49–58.

@article{ibrahim1985ciri,
  title={Ciri-Ciri Risiko Saham Di Pasaran Saham Kuala Lumpur},
  author={Ibrahim, Ismail and A. Hamid, Aziz},
  journal={Jurnal Pengurusan},
 

volume={4},
  number={},
  pages={49—58},
  year={1985},
  doi={},
  publisher={Penerbit UKM},
}

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4 (1985) 49 – 58

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