Firm-Level Panel Data of 12 Selected Publicly Listed Companies in Bursa Malaysia

This dataset comprises annual firm-level observations for 12 selected companies listed on Bursa Malaysia—namely CIMB Group Holdings Berhad, Public Bank Berhad, Hup Seng Industries Berhad, Sime Darby Berhad, Tenaga Nasional Berhad, Telekom Malaysia Berhad, Tiong Nam Logistics Holdings Berhad, Petronas Gas Berhad, Maxis Berhad, Bursa Malaysia Berhad, Genting Berhad, and MISC Berhad—covering the period from 2020 to 2024. The selected firms span diverse sectors of the Malaysian economy, thereby providing a balanced cross-sectional structure suitable for panel data analysis. Raw financial and market data were obtained from Yahoo Finance and the official annual reports of the respective companies and were subsequently processed and transformed into the key study variables. These variables include stock price volatility, Tobin’s Q, firm size, leverage, and return on assets (ROA), along with firm and year identifiers.