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首页> 外文期刊>African Journal of Business Management >An investigation of the relationship between productivity indices and systematic risk based on the capital asset pricing model (among accepted companies in Tehran stock market)
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An investigation of the relationship between productivity indices and systematic risk based on the capital asset pricing model (among accepted companies in Tehran stock market)

机译：基于资本资产定价模型的生产力指数与系统风险之间的关系的调查（在德黑兰股票市场中被接受的公司中）

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Systematic risk (beta) is one of the most effective factors in predicting the appropriate required rate of returns of portfolios. By understanding the systematic risk of usual portfolios of various companies, investors will be able to consider financial investment more confidentially. The aim of this study was to examine the relationship between productivity indices (operating leverage, financial leverage, combined leverage) as independent variables and systematic risk (Beta) as dependent variables. To do so, 112 companies accepted in Tehran Stock Market were selected based on screening (systematic deletion) in a five-year- period, 2004 to 2008. The required data were gathered from basic financial statements, committee reports, and other available documents in Tehran Stock Market. Regression and Pearson correlation were applied to analyze the data. The results of the study revealed that there was no significant relationship between productivity indices and systematic risk. Some suggestions are provided regarding the topic of the research.
机译：系统风险（beta）是预测适当的投资组合所需回报率的最有效因素之一。通过了解各种公司通常投资组合的系统性风险，投资者将能够更加机密地考虑金融投资。这项研究的目的是检查生产率指数（运营杠杆，财务杠杆，合并杠杆）之间的关系，这些变量作为自变量，而系统风险（Beta）作为因变量。为此，在2004年至2008年的5年中，通过筛选（系统删除）选择了德黑兰股票市场上接受的112家公司。所需数据来自基本财务报表，委员会报告和其他可利用的文档。德黑兰股市。回归和皮尔逊相关性用于分析数据。研究结果表明，生产率指数与系统风险之间没有显着关系。提供有关该研究主题的一些建议。

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