A One Factor Model Affects the Risk Level of Viet Nam Hardware Industry During and After the Global Crisis 2007-2011

Authors

  • Dinh Tran Ngoc Huy  Banking University, HCMC – GSIM, International University of Japan, Japan

Keywords:

Risk Management, Competitive Firm Size, Market Risk, Asset and Equity Beta, Hardware Industry

Abstract

Using a one factor model, this paperwork estimates the impacts of the size of firms’ competitors in the hardware industry on the market risk level, measured by equity and asset beta, of 22 listed companies in this category. This study identified that the risk dispersion level in this sample study could be minimized in case the competitor size doubles (measured by equity beta var of 0,678). Besides, the empirical research findings show us that asset beta min value decreases from 0,054 to 0,030 when the size of competitor doubles. Last but not least, most of beta values are acceptable. Ultimately, this paper illustrates calculated results that might give proper recommendations to relevant governments and institutions in re-evaluating their policies during and after the financial crisis 2007-2011.

References

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International Journal of Scientific Research in Science and Technology

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Published

2015-10-25

Issue

Volume 1, Issue 4, September-October-2015

Section

Research Articles

License

Copyright (c) IJSRST

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

[1]
Dinh Tran Ngoc Huy, " A One Factor Model Affects the Risk Level of Viet Nam Hardware Industry During and After the Global Crisis 2007-2011, International Journal of Scientific Research in Science and Technology(IJSRST), Online ISSN : 2395-602X, Print ISSN : 2395-6011, Volume 1, Issue 4, pp.151-156, September-October-2015.