Tag: asset beta

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Evaluation of Systematic Risk of Viet Nam Construction Material Industry during the Pre-Low Inflation Period 2012-2014

Construction material industry is one of the most rapidly growing sectors, with many achievements both in Vietnam and in Asia. In recent years, its rapid growth has produced revenues from business activities. One of the key objectives of this paper is to assess market risk volatility in construction material businesses in the 2012-2014 pre-low inflation…
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June 30, 2020 0

Asset and Equity Beta of Viet Nam Public Utilities- Electric Power and Water Industries after the Low Inflation Period

The Vietnam economy has obtained lots of achievements after the financial crisis 2007-2011, until it reached a low inflation rate of 0.6% in 2015. Vietnam Water & Electric power Company group are growing and contributing much to the economic development and has been affected by inflation. High and increasing inflation might reduce values of Water&…
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June 24, 2020 0

A Three Variable Model on the Risk Level of Viet Nam Hardware Industry during and after the Global Crisis

Over recent years, hardware industry in Viet Nam has reached a lot of achievements. Under the volatility of stock price, and changes in macro factors such as inflation and interest rates, the wellestablished hardware market in Viet Nam has many efforts to recover and grow from the crisis 2008. This study analyzes the impacts of…
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June 24, 2020 0

An Expansion Analysis of the Volatility of Market Risk in Groups of Viet Nam Listed Computer and Electrical Company Groups during the Financial Crisis 2007-2009

The Viet Nam economy and especially, the stock exchange has been influenced by the global crisis during the period 2007-2011. For specific industries, such as consumer good and wholesale/retail industries, the risk re-analysis and estimation for the listed firms in these industries become necessary.  First, by using quantitative and analytical methods to estimate asset and…
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June 7, 2020 0

Financial Risk Management via the Measurement of Volatility of Market Risk of Viet Nam Tourism and Airline Industry after the Low Inflation Period 2015-2017

Risk management policies and tools have been becoming one of hottest issues since collapses during global crisis 2007-2009. The Vietnam economy and tourism & airline industry have gained lots of achievements after the financial crisis 2007-2011, until it reached a low inflation rate of 0.6% in 2015. Tourism & airline companies face challenges in expanding…
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March 3, 2020 0

Financial Risk Management via a Two Factors Model on the Risk Level of Vietnam Electric Power Industry during and after the Global Crisis

This research paper aims to find out the risk level of listed electric power firms increasing or decreasing during the crisis 2007-2011. The significance of this paper is to provide these firms with financing information based on risk level. Using a two (2) factors model, this research paper analyzes the impacts of both financial leverage…
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January 15, 2020 0