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首页> 外文期刊>International Journal of Business and Management >Sector-Wise Stock Return Analysis: An Evidence from Dhaka Stock Exchange in Bangladesh
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Sector-Wise Stock Return Analysis: An Evidence from Dhaka Stock Exchange in Bangladesh

机译：明智的股票收益分析：来自孟加拉国达卡证券交易所的证据

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摘要

This paper aims at identifying sector-wise return characteristics of selected stocks of Dhaka Stock Exchange. Here, 48 months return data of 126 stocks listed in the DSE have been used. The stocks have been divided in 10 different sectors and found individual sector’s return and risk. Considering monthly return and risk analysis, stocks in the Garments Sector generated the highest return during this period. Stocks in the Banking and Insurance sectors also achieved higher return. Stocks of these two industries also have lower degree of risk compared to those of garments sector. Considering the risk – return trade off, I found Banking Sector is the best place to invest. Negative return in the food & allied and service sectors was found. Macro economic factors’ impact on those selected industry return, following multi factor stock return analysis proposed in the Arbitrage Pricing Theory have also been tested. Out of the 10 sectors, used in this paper, only return of the banking sector is significantly influenced by the macro economic condition.
机译：本文旨在确定达卡证券交易所精选股票的按行业分类的回报特征。在这里，使用了DSE中列出的126只股票的48个月回报数据。这些股票被分为10个不同的行业，并发现了各个行业的回报和风险。考虑到月度回报和风险分析，服装行业的存货在此期间产生了最高的回报。银行和保险业的股票也获得了较高的回报。与服装行业相比，这两个行业的股票的风险程度也较低。考虑到风险–权衡取舍，我发现银行业是最佳投资场所。在食品及相关服务业中发现了负收益。在套利定价理论中提出的多因素股票收益分析之后，宏观经济因素对那些选定的行业收益的影响也得到了检验。在本文使用的10个部门中，只有银行部门的收益受到宏观经济状况的显着影响。

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