Stock price forecasts

The core idea behind this research is to examine the significance of financial ratios taken from the financial reports or statements to forecast trend in stock price. For this purpose financial ratios have been taken to forecast stock returns from 2008 to 2018. Thus to predict the future price of stock four financial ratios have been taken, “price to book ratio (P/B), price to earnings ratio (P/E), dividend per share (DPS) and firm sizes”.

8p longtimenosee09 08-04-2024 4 1   Download

The proposed paper is an analysis of the impact of coordination mechanisms on the procurement performance indicators of participants in supply chains.

8p longtimenosee06 27-03-2024 3 2   Download

Part 1 of ebook "The valuation of shares and the efficient-markets theory" provides readers with contents including: Chapter 1 - The role of the stock market; Chapter 2 - The valuation of stocks and shares; Chapter 3 - Forecasting company profits; Chapter 4 - Statistical models of accounting data;...

95p mocthanhdao0210 19-11-2023 6 4   Download

The article studies the problem of forecasting the closing price of a stock based on historical data of a previous day. The paper uses and compares algorithms based on deep learning such as LSTM, BiLSTM, and CNN. The dataset includes data on price, trading volume and some technical indicators related to VCB, MSN, and HPG shares. The results show that CNN performs better for predicting the next day’s closing price than the other architectures.

11p visystrom 22-11-2023 8 4   Download

Ebook "The valuation of shares and the efficient-markets theory" provides readers with contents including: the role of the stock market; the valuation of stocks and shares; forecasting company profits; statistical models of accounting data; the capital asset pricing model; the efficient-markets theory; tests of the efficient-markets theory; accounting and efficient markets; concluding remarks;...

191p loivantrinh 29-10-2023 7 3   Download

In recent years, financial time series forecasts have become a challenging issue and attracted many researchers. This study develops a novel hybrid model to forecast stock price in Vietnam Stock Exchange. The least squares support vector regression (LSSVR), a machine learning technique, is utilized as a forecast model. A swarm intelligence – firefly algorithm (FA), is applied to optimize hyperparameters of the LSSVR for improving forecast accuracy.

10p vihassoplattner 07-01-2022 17 3   Download

This study found that the proposed method produced better forecast accuracy than the other three classic methods and the hybrid EMD-ARIMA models.

26p spiritedaway36 28-11-2021 8 1   Download

The aim of this study is to investigate if Ichimoku Cloud can serve as a technical analysis indicator to improve stock price prediction for leading US energy companies. The methodology centers on the application of the Ichimoku Cloud as a trading system. The daily stock prices of the top ten constituents of the S&P Composite 1500 Energy Index - spanning the period from 12th April, 2012 to 31st July, 2019 - were sourced for experimentation. The performance of the Ichimoku Cloud is measured using both the Sharpe and Sortino ratios to adjust for total and downside risks.

11p nguaconbaynhay10 22-02-2021 13 1   Download

In this paper, we forecast SET50 Index (The stock prices of the top 50 listed companies on SET (Stock Exchange of Thailand)) by using multiple regression. At the same time, we consider the existence of a high correlation (the multicolinearity problem) between the explanatory variables.

24p nguyenminhlong19 21-04-2020 12 2   Download

The aim of this paper is to empirically investigate the in sample and out of sample forecasting performance of several GARCH-type models such as GARCH, EGARCH and APARCH model with Gaussian, student-t, Generalized error distribution (GED), student-t with fixed DOF 10 and GED with fixed parameter 1.5 distributional assumption in case of Colombo Stock Exchange (CSE), Sri Lanka. The daily All Share Price Index (ASPI) of CSE from January 02, 1998 to December 29, 2006 for a total number of 2150 observations is used for empirical analysis.

14p covid19 19-04-2020 16 4   Download

The objective of this work is to identify and examine the risk premium of the exchange rate; then, to determine the factors that cause it, and to measure its variance by using a GARCH-M model. Some theoretical models are developed by taking the exchange rate risk premium as dependent variable and other macrovariables, political events, and market conditions as independent ones. There are three different exchange rates ($/€, $/£, and ¥/$) used, here, for the measurement of the risk premium and the empirical test of the model.

23p trinhthamhodang2 21-01-2020 59 2   Download

This study builds a series of models to predict trading volume in European markets using different statistical methods. The analysis considers a number of aspects, such as special events (e.g. MSCI rebalances, futures expiries, or cross-market holidays), day-of-the-week effects, and the volume-price relation asymmetry, in order to perform contextual one-step ahead prediction. We investigate the prediction error for each calendar circumstance to infer a cross-stock event-oriented switching model for volume prediction.

40p trinhthamhodang2 21-01-2020 24 5   Download

Instead of existing research studying the relation between forecast errors and either of two accounting-conservatism forms (unconditional, conditional) respectively, this paper studies the relation between forecast errors and two forms simultaneously, and finds that the relation varies across industries. For large industries, when a firm adopts higher unconditional conservatism and lower conditional conservatism, forecast errors are smaller. Small industries show that a firm with lower unconditional conservatism and higher conditional conservatism has smaller forecast errors.

42p trinhthamhodang2 19-01-2020 24 2   Download

For the first time in economic research, the present experimental study confronted participants with the task to predict stock prices ex ante in order to analyze the interrelation of the behavioral anomalies overconfidence and correlation neglect. The study shows that the participants considerably overestimate their accuracy of forecasting (overconfidence). Almost half of all participants (42.2%) disregard the correlation among return developments for different financial instruments (correlation neglect).

12p trinhthamhodang2 19-01-2020 12 1   Download

Impact of commodity price risk on stock return remains an important forecasting parameters across stock markets of developed and emerging markets. In recent times the subdued oil price poses a challenge to the economic imbalance among oil producing countries, and thus non-oil diversification has been adopted as an economic solution.

20p viankara2711 04-12-2019 21 2   Download

Expected asset return measures are needed to construct portfolios, plan for retirement, value equities and options, and forecast corporate cash flows. In this lecture, students will: Compute historical returns for stocks and market indexes; estimate expected asset returns using the Capital Asset Pricing Model (CAPM), Global CAPM (GCAPM), the Fama-French 3 Factor Model (FF3F), and fundamental analysis; use excel styles and formats; create modules and write simple VBA programs.

26p shiwo_ding8 25-06-2019 31 1   Download

The present paper employs an Particle Swarm Optimization (PSO) Improved via Genetic Algorithm (IPSO) based on Support Vector Machines (SVM) for efficient prediction of various stock indices. The main difference between PSO and IPSO is shown in a graph. Different indicators from the technical analysis field of study are used as input features.

4p cathydoll5 27-02-2019 26 3   Download

Chapter 14 - Planning for profit. This chapter will help you: Establish a profit goal for a bar business; prepare a budget; price drinks on the basis of beverage cost; use an income statement; forecast cashflow; calculate a break-even point; standardize drink size, recipes, and glassware; establish a control system; use par stock as a control tool; establish a system of sales records and cash control.

34p trueorfalse8 07-09-2017 75 6   Download

Exploring macro view on mutual fund growth as deposit substitution or as an alternative investment, information on deposit amount and deposit rates are drawn from Bank of Thailand website. Assessing growth determinants based on market benchmark, Stock market index is obtained from Stock Exchange of Thailand. Superior fund performance due to outstanding securities selection skills of fund managers come with higher price or higher management fees (Nazir and Nawaz (2010), Livingston and O’Neal (1998), and O’Neal (1999)).

0p hongphuocidol 04-04-2013 57 9   Download

Two other studies also examine the relation between earnings and the price response to splits; unfortunately, due to methodological differences their results provide no evidence regarding the issue raised by AHP. For example, McNichols and Dravid [19] find that split announcement-period abnormal returns are positively related to analysts' earnings forecast errors observed for the fiscal year-end that follows the announcement. At first glance, this result appears inconsistent with AHP. However, unless one knows the source of analysts' underestimation of post-split earnings, i.e.

25p connhobinh 07-12-2012 62 2   Download