tailieunhanh - The calculation of beta coefficient of some companies posted up Hanoi stock exchange

On the stock market, information about listed companies as profits, risks and other important information is calculated and published daily in the market to help investors consider, weight out investment decisions. One of the important parameter reflecting the risk of stocks is the beta coefficient (β). Base on the database of three garment and textile companies posted up on Hanoi Stock Exchange, the study computed beta coefficient of each company. The result shows that TNG stocks are lots of prospects and have smallest volatility, safety group, less risky compared to other stocks in the same industry such as TET, NPS. | Nguyễn Văn Huy và Đtg Tạp chí KHOA HỌC & CÔNG NGHỆ 117(03): 119 - 123 THE CALCULATION OF BETA COEFFICIENT OF SOME COMPANIES POSTED UP HANOI STOCK EXCHANGE Nguyen Van Huy*, Ngo Thi Huyen Trang College of Economics and Business Administration – TNU SUMMARY On the stock market, information about listed companies as profits, risks and other important information is calculated and published daily in the market to help investors consider, weight out investment decisions. One of the important parameter reflecting the risk of stocks is the beta coefficient (β). Base on the database of three garment and textile companies posted up on Hanoi Stock Exchange, the study computed beta coefficient of each company. The result shows that TNG stocks are lots of prospects and have smallest volatility, safety group, less risky compared to other stocks in the same industry such as TET, NPS. Key words: Beta coefficient, stock returns, risk, garment and textile INTRODUCTION* BETA COEFFICIENT Vietnam‟s stock market had come into operations since July 28th, 2000 with the first session at the center of Ho Chi Minh City Stock Exchange. After more than 12 years of operation, Vietnamese stock market has achieved significant growth. Up till now, Vietnamese stock market has 2 stock exchanges which are HOSE (Ho Chi Minh Stock Exchange) and HNX (Hanoi Stock Exchange) have 105 active stock companies with about 716 security ticker. On the stock market, information about listed companies as profits, risks and other important information is calculated and published daily in the market to help investors consider, weight out investment decisions. One of the important parameter reflecting the risk of stocks is the beta coefficient (β). Beta coefficient is the coefficient measuring the known volatility or a measure of systematic risk of a security or a portfolio which is relevant to the overall market. The purpose of this paper is to calculate the Beta coefficient of three garment and textile .

• Đầu tư Chứng khoán
• The calculation of beta coefficient
• garment and textile
• Published daily in the market
• The risk of stocks
• The study computed beta coefficient
• The same industry