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Investment Decisions and Implications of CAPM: A Comparison of Cement and Power Generation & Distribution Sector of Pakistan

Posted: 19 Nov 2009 Last revised: 7 Dec 2009

See all articles by Dr. Muhammad Zia ur Rehman

Dr. Muhammad Zia ur Rehman

National Textile University, Faisalabad; International Islamic University, Islamabad

Date Written: November 17, 2009

Abstract

This paper consists on an empirical study and testing of the relationship between the Beta and Expected return of the Cement and Power generation & distribution sector of Pakistan. The data consisted on time period of 5 years.It discusses regression analysis of Beta and Expected return of both the sectors and result concludes that there is a significant positive relationship between Beta and Expected return. The over all analysis of the both sectors suggests that Cement Sector is more attractive than Power Generation and Distribution sector for investment decisions in Pakistan.

Keywords: CAPM, Pakistan, Beta, Investment Decision

JEL Classification: M1, M2, G1, G2

Suggested Citation

Zia ur Rehman, Muhammad, Investment Decisions and Implications of CAPM: A Comparison of Cement and Power Generation & Distribution Sector of Pakistan (November 17, 2009). Available at SSRN: https://ssrn.com/abstract=1507700

Muhammad Zia ur Rehman (Contact Author)

National Textile University, Faisalabad ( email )

Sheikhupura Road, Faisalabad
Faisalabad, Punjab 38000
Pakistan

International Islamic University, Islamabad ( email )

Islamabad, 44000
Pakistan

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