Su Yee, Kong and Siaw Hui, Bong and Zhane Lian, Chong and Bakri, Abdul Karim and Nurul Syuhada, Zaidi (2024) FINANCIAL RATIOS AND PORTFOLIO CONSTRUCTION. UNIMAS REVIEW OF ACCOUNTING AND FINANCE, 8 (1). pp. 1-28. ISSN 2590-3543
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Abstract
This paper aims to provide empirical evidence of portfolio construction using the current, return on equity, and debt-to-equity ratio across the top three industries in Malaysia. This study analysed 30 companies listed on Bursa Malaysia from three different industries: the energy industry, the plantation industry, and the consumer products and services industry. We find that all 17 portfolios generate positive returns except Portfolio 12. There is no statistically significant difference between the mean of the portfolio with the highest ratios and the mean of the portfolio with the lowest ratios for the three financial ratios. The results of the study provide valuable insight for portfolio managers and investors.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Fundamental Analysis; Efficient Portfolio; Current Ratio; Return on Equity; Debt- to-Equity Ratio; Modern Portfolio Theory |
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Academic Faculties, Institutes and Centres > Faculty of Economics and Business Faculties, Institutes, Centres > Faculty of Economics and Business |
| Depositing User: | Abdul Karim |
| Date Deposited: | 30 Dec 2024 01:28 |
| Last Modified: | 30 Dec 2024 01:28 |
| URI: | http://ir.unimas.my/id/eprint/47050 |
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