Click for new scientific resources and news about Corona[COVID-19]

Paper Information

Journal:   FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)   SUMMER 2010 , Volume 1 , Number 3; Page(s) 89 To 108.
 
Paper: 

THE INVESTIGATING RELATIONSHIP OF PERFORMANCE EVALUATION MEASURES AND RISK WITH STOCK RETURN (EMPHASIZE INTERIM FINANCIAL STATEMENTS)

 
 
Author(s):  BARADARAN HASANZADEH R., BARANI BONAB HOSSEIN
 
* 
 
Abstract: 

This study surveyed the relationship of traditional performance evaluation measures (ROE & ROA) and risk measures, book to market value ratio & financial leverage ratio) with stock return.
This study introduces ratio of changes in book value and surveyed correlation of this ratio with stock return too. The findings of hypothesis test indicates that the performance evaluation measures and the ratio of changes in book value of per share have significant correlation with stock return and the ratio of changes in book value in comparison with ROE & ROA, have more correlation with stock return. This research also provides evidences that frequently there is no significant correlation between risk measures and stock return.

 
Keyword(s): PERFORMANCE EVALUATION MEASURES, RISK MEASURES, STOCK RETURN, INTERIM FINANCIAL STATEMENTS
 
References: 
  • ندارد
 
  Persian Abstract Yearly Visit 54
 
Latest on Blog
Enter SID Blog