Journal of Economic Development
No. 205 , September 2011, Page 02-07


A Test of Relation Between Return and Risk of Stocks listed on the HCMC Stock Exchange
Trương Đông Lộc & Trần Thị Hạnh Phúc

DOI:
Abstract
The study aims at examining the relation between return and risk of shares listed on the HCMC Stock Exchange (HOSE). Data for the study include series of VN-Index and stock prices of 80 shares listed on the HOSE gathered on a weekly basis from Jan. 2, 2007 to Dec. 31, 2009. The results based on the regression method show that the riskier the portfolio, the higher the return ; and a non-linear relation between return and risk of these shares does exist

Keywords
Return; Risk; CAPM; Stock Price; Portfolio; Beta.
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