Generating one million ringgit Malaysia using ARMA model

Wong, Sook Nee (2010) Generating one million ringgit Malaysia using ARMA model. Universiti Malaysia Sabah. (Unpublished)

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Abstract

Everyone is looking for methods to increase their income. Buying share is one of them and it is a kind of risky investment to Increase the income. Irrational or inappropriate Investment will lead to investment loss or Investment failure. In this project, time series methods are used to overcome the problems stated. Initially assume that there exist of modal RM 1 000 000 to Invest in the Malaysia stock market and then look for the return doubly. ARMA model is used after all the data are stationary and best model will be obtained to estimate the shares' price. The three selected shares, there are Maybank Banking Bhd company, Hong Leong Bank Bhd company and PPB Group Bhd company will be bought and sold according to the estimated price, for Instance buy in low price and sell in high price. Nevertheless only the Hong Leong Bank Bhd company achieves the stationary. M78.7 of the highest price and M75.3 of the lowest price are the best models and used to do the forecasting. Approximate 80% of the modal is used to invest in this share. All the profit is accumulated after six months of investments in stock market. The Initial RM 1 000 000 is gained a profit of RM 1 212 090 in the end of the project. Now there is RM 2 212 090 on hand. This project will bring benefit to the stock market investor to avoid irrational and inappropriate investments and finally only profit but no loss.

Item Type: Academic Exercise
Keyword: time series methods, buying share, risky investment, increase income, ARMA model
Subjects: Q Science > QA Mathematics
Department: SCHOOL > School of Science and Technology
Depositing User: ADMIN ADMIN
Date Deposited: 15 Jul 2016 16:27
Last Modified: 20 Nov 2017 11:40
URI: https://eprints.ums.edu.my/id/eprint/13617

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