Value investing and technical analysis in the Philippine Stock Exchange, investing in the five different sectors after the financial crisis of 2008 from the years 2010-2019

Clicks: 2
ID: 286240
2021
Free PDF
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This article has not been analysed, so there is no overall score — reader engagement is measured and shown alongside.
AI Quality Assessment
Not analyzed
Readership in this journal
Steady

Ranked #2,336 of 3,757 articles by views in Malay Journal

Most read Least read

Bar heights use a square-root scale. Only the 120 most-read articles are drawn; the journal has 3,757 in total.

Mint this article as an NFT
Not yet minted

Create a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.

5 SUSD one-off · no wallet required
Sign in to mint
Abstract
The Philippine Stock Exchange has been a place where local and foreign investors can buy and sell shares of companies that are located in the Philippines. Both foreign and local investors have their own investment strategies that they use in order to fully maximize their potential gains and avoid or lessen the risks that are present when trading and investing stocks. The researchers tested two investment strategies, which are the buy-and-hold and the 10-day moving average trading, on five different sectors of the PSEI to see which among the two strategies will be able to yield a better return on investment. In addition, the researchers tested the book-to-market ratio as the stock screener for choosing the stocks that were part of the simulated trading and also tested the relationship of high book-to-market ratio stocks to high returns. The 10-day moving average trading strategy was able to outperform the buy-and-hold strategy in the property and industrial sectors due to the bullish stock performance of the individual stocks in the two sectors. The 10-day moving average trading strategy was able to capture the gains of the uptrend markets while it magnified the losses when the market was in a downtrend due to moving average trading rules used by the researchers. The relationship between the book-to-market ratio with values above 1 and high returns showed to be insignificant with the use of Pearson’s Correlation.
Reference Key
persistent_1760657983_68f1823f32d7f Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Yap, Bryan Michael C.
Journal Malay Journal
Year 2021
DOI
DOI not found
URL
https://animorepository.dlsu.edu.ph/etdb_finman/15
Keywords Keywords not found

Citations

No citations found. To add a citation, contact the admin at info@scimatic.org

Comments

No comments yet. Be the first to comment on this article.