This study raises the issue of Fundamental Factors, namely Current Ratio, Return On Assets, Equity, Total Asset Turn Over, Debt To Equity and Growth have an influence or not on Beta Stocks. The purpose this is to determine how much size company's ability complete each fundamental ratio factors stock beta telecommunications company. results indicate that companies average Ratio < standard dev...

one of the main functionalities of capital market is to improve liquidityin the market which provides security for the investors. mutual funds aremodern financial institutions which are designed with the aim of collectingfunds from investors and devote them to buy a variety of securities inorder to mitigate investment risks, exploit the economies of scale andfinally create a reasonable return f...

In this paper we propose a new approach to estimating the systematic risk (the beta of an asset) in a capital asset pricing model (CAPM). The proposed method is based on a wavelet multiscaling approach that decomposes a given time series on a scale-by-scale basis. At each scale, the wavelet variance of the market return and the wavelet covariance between the market return and a portfolio are ca...

Asset allocation is one of the most important investment decisions that financial institutions have to make. Modern portfolio theory suggests that an optimal asset portfolio is one which maximises the return of the portfolio at a certain level of risk which is defined as the variance of the portfolio. In the light of liability cash flows, modern portfolio theory can be extended by regarding a l...

In this paper we propose a new approach to estimating the systematic risk (the beta of an asset) in a capital asset pricing model (CAPM). The proposed method is based on a wavelet multiscaling approach that decomposes a given time series on a scale-by-scale basis. At each scale, the wavelet variance of the market return and the wavelet covariance between the market return and a portfolio are ca...