Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore

Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore

The objective of this paper is to examine the relationship between stock returns and the financial variables, beta, size, earnings-to-price ration, cash flow-to-price ration, book-to-market equity ration, and sales growth. Our study is based on a sample of 50 top Singapore non-financial firms liste...

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Main Authors: Lim, Emelia Xiu Yi, Ng, Eng Han, Zhang, Xiuhui
Other Authors: Lau, Sie Ting
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Equity
Online Access:http://hdl.handle.net/10356/10434
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-10434
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spelling sg-ntu-dr.10356-104342023-05-19T05:41:39Z Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore Lim, Emelia Xiu Yi Ng, Eng Han Zhang, Xiuhui Lau, Sie Ting Nanyang Business School DRNTU::Business::Finance::Equity The objective of this paper is to examine the relationship between stock returns and the financial variables, beta, size, earnings-to-price ration, cash flow-to-price ration, book-to-market equity ration, and sales growth. Our study is based on a sample of 50 top Singapore non-financial firms listed on the Stock Exchange of Singapore (SES), in the period of 1996-2005. Through a cross sectional examination of how each variable affects market returns, we find that our variables have little explanatory power against stock returns. 2008-09-24T07:43:37Z 2008-09-24T07:43:37Z 2007 2007 Final Year Project (FYP) http://hdl.handle.net/10356/10434 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Equity
spellingShingle DRNTU::Business::Finance::Equity
Lim, Emelia Xiu Yi
Ng, Eng Han
Zhang, Xiuhui
Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore
description The objective of this paper is to examine the relationship between stock returns and the financial variables, beta, size, earnings-to-price ration, cash flow-to-price ration, book-to-market equity ration, and sales growth. Our study is based on a sample of 50 top Singapore non-financial firms listed on the Stock Exchange of Singapore (SES), in the period of 1996-2005. Through a cross sectional examination of how each variable affects market returns, we find that our variables have little explanatory power against stock returns.
author2 Lau, Sie Ting
author_facet Lau, Sie Ting
Lim, Emelia Xiu Yi
Ng, Eng Han
Zhang, Xiuhui
format Final Year Project
author Lim, Emelia Xiu Yi
Ng, Eng Han
Zhang, Xiuhui
author_sort Lim, Emelia Xiu Yi
title Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore
title_short Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore
title_full Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore
title_fullStr Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore
title_full_unstemmed Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from top 50 companies in Singapore
title_sort stock returns and beta, firms size, e/p, cf/p, book-to-market, and sales growth : evidence from top 50 companies in singapore
publishDate 2008
url http://hdl.handle.net/10356/10434
_version_ 1770563451111866368

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