Size, value, and momentum of stock returns of most actively traded stocks in the Philippines from 2009-2013

• Main Authors: Aquino, Beatrice C., Frigillana, Alyssa E., Mangua, Gian Carlo A., Timones, Tiffany Joy R.
• Format: text
• Language: English
• Published: Animo Repository 2015
• Subjects: Stock exchanges > Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/9000
• Institution: De La Salle University

Through the usage of statistical concepts namely the Slovin's formula and multiple linear regression in a descriptive and correlational research design, the researchers examined the relationship of stock returns with size, value, and momentum of most actively traded stocks in the Philippines from 2009-2013. The size of the company was measured using their market capitalization, while value and momentum were measured by equity and relative strength index (RSI), respectively. Furthermore, this study covered companies' stock returns of most actively traded stocks in the Philippines. Fundamentally, this research aimed to find out if there is a significant relationship between a company's stock return and its size, value, and momentum. Previous studies have been conducted, but mostly in developed countries.