Investment Strategies Using Beta and Dividend Yield
Investment Strategies Using Beta and Dividend Yield

Summary/Abstract: This study aims at analyzing whether the dividend yield and beta can be applied on creating the investment strategies to beat the stock market. According to the data on the listed companies in Stock Exchange of Thailand during 1995 – 2018, it is found that the portfolios which consist of high-dividend yield and low beta stocks significantly yield a higher return than the stock market. The results show that the return of High Dividend and Low Beta Portfolio in the past 24 years from 1995 to 2018 was significantly higher than Stock Exchange of Thailand Total Return Index (SET TRI) for 19 years.

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