Title: REGRESSION MODELS OF PRICE OF EQUITY ON PROFIT OF
EQUITY-CASE STUDY, MARKETS OF EQUITIES IN KSA |
Authors: Dr. Mohamed Hassan Mahmoud Farag
, Dr. Hafiz Ibrahim Salih
, Dr. AtifFouad Abbas Musa
,
Dr. Elsayed Saad Elnour Mohammed Ali |
Volume - 2 Issue - 2, Pages - 2343-2369
|
Abstract: This paper aims at studying the regression models that represent the relationship between the
average profit of equity and the average price of equity. The study was conducted at 60
companies in the KSA, it includes cross-sectional data. The data which was used in the research
covered the period 2012-2015. The Linear, Polynomial [Quadratic, Cubic, Logarithmic, Inverse,
Exponential, and Logistic Regressions were used to analyze the data. The important result was,
there is a significant relationship between the average profit of equity and the average price per
equity. The best models are the simple linear regression model
PRICE 23.605 11.174PROFIT
(4.56) (1.919)
and the exponential model
PRICEadjusted 269PROFITadjusted 2.723 0.
(0.142) (0.046)
ln(Price Adjusted )
, because their data is nearly normally
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Cite this Article: [Farag, Mohamed Hassan Mahmoud, Dr., Hafiz Ibrahim Salih, Dr., AtifFouad Abbas Musa, Dr., and Elsayed Saad Elnour Mohammed Ali, Dr. "REGRESSION MODELS OF PRICE OF EQUITY ON PROFIT OF EQUITY-CASE STUDY, MARKETS OF EQUITIES IN KSA." International Journal of Social Science & Economic Research 2.2 (2017): 2343-369. ] |
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