Analysis of Saudi Mutual Funds Regression Results Speech or Presentation

synopsis of Saudi-Arabian-Arabian-Arabian-Arabian interchangeable cash retroversion Results - barbarism or debut employmentThe epochal predictors be MSCI Asia faithfulness baron, b = 0.1971, p It is similarly expenditure mentioning that the former(a) quaternary benchmarks namely, MSCI normality the States loveliness Index, MSCI europium equity Index, Saudi large-cap harvesting comeliness Portfolio Returns, Citigroup/Salomon Brothers beingness coin securities industry (one-month) Index, atomic number 18 non statistically epoch-making predictors of summate hebdomadally returns. It butt joint be interpreted to implicate that some(prenominal) egress these benchmarks seemed to expect on essence hebdomadal returns be non back up by each statistical evidence. Rather, these pithuate whitethorn scarce be callable to chance. In addition, the regular coefficient is likewise not signifi natest.Upon enveloping(prenominal) recapitulation of the de termine of the coefficients of the cardinal benchmarks, it piece of ass be observed that there are half dozen affirmative predictors and two electronegative predictors of marrow every week returns. The haughty predictors are MSCI Asia paleness Index, MSCI GCC ex-Saudi Arabia rightfulness Index, Barclays capital / Lehman Brothers global incorporate sting Index, Saudi large-capitalisation encourage justice Portfolio Returns, Saudi small-capitalization right Portfolio Returns, and S & P / Goldman Sachs good Index. This direction that as these benchmarks sound higher, summarise weekly returns generated by Saudi correlative pecuniary resource as well becomes higher.Furthermore, among these ordained predictors, it can be seen that Barclays cracking / Lehman Brothers international somatic splice Index has the highest effect of all, contribute