Comparative studies of the share price indices
The purpose of this study is to find out if the various indices accurately measure the price movements of all the shares in the securities market and whether there is an index which can be used as a representative of the rest of the indices in Singapore, today. The impetus of this report arises a...
Saved in:
Main Authors: | , , |
---|---|
Other Authors: | |
Format: | Final Year Project |
Language: | English |
Published: |
2015
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/63044 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Summary: | The purpose of this study is to find out if the various indices accurately measure the price
movements of all the shares in the securities market and whether there is an index which
can be used as a representative of the rest of the indices in Singapore, today. The impetus
of this report arises as currently there is no readily available and up-to-date information
about the Singapore indices. The study covered the comparative studies and the
correlation studies between the various indices in the Singapore and the Malaysia market
from May 1990 to October 1993. Analysis of the results found that all the indices are
strikingly similar to one another. Besides, the correlation studies have also shown a high
degree of correlation between the Singapore and the Malaysia markets. In order to fulfil
the objectives ofthe studies, it is recommended that future project groups take note of the
change in the list of companies for the various indices with the incorporation of the
Singapore Telecom on November 1993. The market has shown significant uptrend
recently (after October 1993), hitting consecutive new highs. This might be an interesting
part to dwell on as it may lead to widening of the differences between the share price
indices |
---|