Risk-Return Analysis of Three Asset Portfolio using Islami Banks - Evidence from Dhaka Stock Exchange

Abdul Kadar Muhammad Masum; Dr. Abdul Hamid Chowdhury; Md. Abul Kalam Azad

Authors

Abdul Kadar Muhammad Masum
Dr. Abdul Hamid Chowdhury
Md. Abul Kalam Azad

Keywords:

analyzing performance, Ratio analysis, Individual stock analysis and Portfolio analysis

Abstract

This paper aims at analyzing performance of Shahjalal Islami Bank Ltd. (SJIBL) at micro level. The study is based on 18 companies of Dhaka Stock Exchange (DSE). As population, 93 listed companies of DSE are purposively selected from a total of 544 companies. Ratio analysis, Individual stock analysis and Portfolio analysis have done using data between 2005 and 2011. A three stock portfolio analysis has been made compiling three financial industries namely; Banking, Insurance and Financial Institutions. Evidence from the study reveals that SJIBL has high return and low risk characteristics. Portfolio result depicts that combination of Islamic Banks' (IB) stock in portfolio investment can accelerate portfolio return and can reduce risk.

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How to Cite

Risk-Return Analysis of Three Asset Portfolio using Islami Banks - Evidence from Dhaka Stock Exchange. (2013). Global Journal of Management and Business Research, 13(17), 51-56. https://journalofbusiness.org/index.php/GJMBR/article/view/

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Author Biography

Abdul Kadar Muhammad Masum

University Professor with a wide range of knowledge and experience in Computer Science and interdisciplinary field with 20 years of experience teaching at the Bachelor and Master programs of the university level. Dedicated partner to university programs and outreach events that help to promote learning and support the community. Looking to become an asset to a prestigious university in need.

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