Retail bank: Key metrics and stock performance

The study analyze the correlation and p-value between seven key metrics and total shareholders‘ return, the results indicate that Net Loan and Lease to Deposit has more significant linear relationship with TSR 2 which is calculated according to published date of annual report. Moreover, NII/AA, NL...

Full description

Saved in:
Bibliographic Details
Main Author: Phùng, Minh Sơn
Other Authors: Lê, Đức Thịnh
Format: Other
Language:Vietnamese
Published: 2020
Subjects:
Online Access:http://repository.vnu.edu.vn/handle/VNU_123/95383
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Vietnam National University, Hanoi
Language: Vietnamese
Description
Summary:The study analyze the correlation and p-value between seven key metrics and total shareholders‘ return, the results indicate that Net Loan and Lease to Deposit has more significant linear relationship with TSR 2 which is calculated according to published date of annual report. Moreover, NII/AA, NLL/A, NLL/D, Growth rate of Total Asset and ROA have significant impact on stock performance calculated according to fiscal year. The result of significant linear relationship of metrics on TSR1 is more than the results on TSR 2.