CAPM: as a predictor of stock returns of Philippine real estate and financial stocks

• Main Authors: Ang, Francis, Solideo, Jose
• Format: text
• Language: English
• Published: Animo Repository 2016
• Subjects: Capital assets pricing model; Stocks > Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/5717
• Institution: De La Salle University

This study studied the predicting power of the CAPM model in the Philippine real estate and financial stocks. The group aimed to find out if the CAPM model can predict returns of Philippine real estate and financial stocks. To know if the CAPM model has predicting power, the group used yearly data w...