iah Index Table A3 Benchmarks used in the three Jensen CAPM re ressions CATEGORY GLOBAL MALAYSIAN KLSI KLCI DJTMMAL OTHER ALASPTE DJIMI AP FISM AP DJAST50 ALFASHL DJIMI AP FISM AP DJAST50 BAJAMJE DJIMI AP FISM AP DJTMJAP HITKAPF DJIMIAP XJA FISM AP FTSEAP XJA ALEURTR DJIMI EU FIS