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https://publication.npru.ac.th/jspui/handle/123456789/1433| Title: | An Analysis of Return and Risk in the Stock Exchange of Thailand: A case of Transportation and logistics Sector |
| Other Titles: | การวิเคราะห์อัตราผลตอบแทนและความเสี่ยงในตลาดหลักทรัพย์แห่งประเทศไทย: หมวดอุตสาหกรรมขนส่งและโลจิสติกส์ |
| Authors: | Khumsuwan, Thitima Bubpa, Apinya tungkratok, Tachaporn Patcharachotsuthi, Paphawin Promdee, Monthira Bunnun, Wiwatwong |
| Keywords: | Return and risk Transportation industry and logistics The Stock Exchange of Thailand. |
| Issue Date: | 8-Jul-2021 |
| Publisher: | The 13th NPRU National Academic Conference Nakhon Pathom Rajabhat University |
| Abstract: | The purpose of this study was to study the return rate and risk of investing in the transportation and logistics sector in the Stock Exchange of Thailand (SET) using the secondary data of daily closing prices of SET from January 2019 to December 2019, 244 days. Purposive random sampling and regression analysis were used in this study. The results of the study found that the highest return stock was TFFIF, and the lowest return stock was THAI. In addition, there are seven stocks with a β value between 0-1. When evaluating investment decisions, there are three stocks with α>0 and four stocks with α<0. |
| URI: | https://publication.npru.ac.th/jspui/handle/123456789/1433 |
| Appears in Collections: | Proceedings of the 13th NPRU National Academic Conference |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| npru_178.pdf | 183.18 kB | Adobe PDF | View/Open |
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