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International diversification and portfolio risk
KRÁL, Tomáš
The thesis analyses the relationship between international diversification and portfolio risk. The aim of the thesis is to construct and analyse a custom investment portfolio of selected international stocks and evaluate how diversification of these assets from different markets affects the overall portfolio risk. In the theoretical part, the basic terms are defined in order to understand this work. The practical part includes the German portfolio and the international portfolio which each consists of ten chosen stocks of companies that are traded on a stock exchange during the period from January 1, 2019 to January 1, 2024. Each company in the German portfolio was matched by a company in the international portfolio with a similar size of market capitalisation and business in the same sector. Then in the practical part the historical rates of return, historical values of risk, coefficients of variation, covariances and correlations of all stocks and historical rates of return, historical values of risk and effective boundaries of these two portfolios are calculated. Then the efficient boundaries are compared, the efficient boundary of the international portfolio achieved higher monthly historical rates of return at lower historical values of risk than the efficient boundary of the German portfolio. The results of this work are intended to serve as a tool to better understand the impact of international diversification on portfolio risk and may offer recommendations for investors on optimal asset allocation in an international investment environment.
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The investment portfolio and its creation
Sivenkova, Marietta ; Toman,, Petr (referee) ; Ptáček, Roman (advisor)
The diploma thesis deals with the compilation of a diversified investment portfolio for a retail investor. Theoretical knowledge is defined in the first part of the thesis. In the next part, a comparison of two indices is made - S&P 500 and DJIA 30. Part of the diploma thesis is the analysis and comparison of each sector of the economy with shares according to 9 different indicators. Next, the ETFs of each of the precious metals are compared and the best ones are selected. In the end, an investment recommendation is formulated.
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Stock portfolio strategy and analysis of its return and risk
PERNÍK, Jan
This study focuses on stock portfolio construction strategies to identify optimal approaches for short-term investments and to assess the trade-off between risk and return. One of the five portfolios was constructed by analysing undervalued stocks using the discounted future free cash flow method, which is described in detail in the study. The paper compares the portfolios with their alternatives calculated by maximizing the Sharpe ratio. We evaluate the risk and performance of the portfolios using the Sharpe ratio, Traynor ratio, Jensen's alpha, and Information ratio to determine the effectiveness of the strategies and their applicability in real scenarios. Finally, we discuss whether optimization is a useful tool in portfolio construction.
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Selected Problem Accounting on Capital Market
Paseková, Petra ; Marada, Vlastimil (referee) ; Sojka, Zdeněk (advisor)
The purpose of this thesis is to describe the accounting practices of selected problems on the capital markets. I have processed the accounting procedures through practical demonstrations of the chosen company and the selected problems. The aim is to demonstrate accounting of these problems and transfer the knowledge into practice.
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Applying Fundamental Analysis When Investing In Stocks Of Selected European Technology Companies
Hasil, Petr ; Jiříček, Petr (referee) ; Rejnuš, Oldřich (advisor)
This thesis deals with the fundamental analysis of stocks of selected European technology companies. This type of analysis is the most widely used method of valuation of the shares. The first part describes the theoretical background of the analysis current economic situation, regression analysis, analysis of corporate shares and methods of intercompany comparison necessary for practical application. In the practical part focuses on the analysis of selected companies and selecting evaluation indicators. Subsequently is determined by corporate analysis the current intrinsic value of the shares. In conclusion, a comparison is made of firms using the methods of intercompany comparison. Based on the results of the analysis will be proposed recommendations for the best investment.
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Creation of an Investment Portfolio for Collective Investment Fund
Nguyen, Tuyet Nhung ; Brauner, Roman (referee) ; Rejnuš, Oldřich (advisor)
This bachelor thesis is focused on the selection of stocks based on a fundamental analysis. In the theoretical part is explained the structure of the investment fund, the collective investment fund in the current conditions of the Czech Republic and the current situation of the capital market. The selected stocks are analyzed by using intercompany comparation and bankruptcy model. In the end of the bachelor thesis is a portfolio recommendation created for the management of a collective investment fund.
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Design of Storage Technique and Technology in a Trading Company
Měšťanová, Nikola ; Kotoulek, Daniel (referee) ; Jurová, Marie (advisor)
The subject of the diploma thesis is storage and current storage technology in a business company. The first part of the thesis defines the theoretical basis of logistics, supply, international trade and especially warehousing. The practical part is focused on the current situation in the company and inventory analysis. Based on the analysis and all the findings, two proposals were submitted that could contribute to the company to improve the current storage and storage technology and thus increase customer satisfaction.
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Technical Analysis
Hlavenka, Dušan ; Šustrová, Tereza (referee) ; Novotná, Veronika (advisor)
This Bachelor´s thesis focuses on the issue of the use of statistical concepts in economics with a focus on financial market in the Czech Republic. Specifically, the work deals with emissions that are included in the Prime Market Index PX and monitored and recorded Stock Exchange in Prague. The essence is the analysis of individual stocks and calculating statistical parameters that should be relevant to potential investors in the financial market favoring technical analysis.
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Technical Analysis
Kotásek, Lukáš ; Šustrová, Tereza (referee) ; Novotná, Veronika (advisor)
Thesis is focused on CAPM model. Characteristics of five chosen stocks of NASDAQ capital market are calculated using linear regression. Market index S&P 500 is used to represent the market. Calculated values are verbally interpreted. As a presented solution, a program is created in VBA language, that will help the user to convert historical stock data from Yahoo! Finance to form, that can be used for calculations. The program will then use the data to calculate said characteristics. Program is also tested on function and performance using larger amounts of historical data.
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Technical Analysis of Selected Stocks
Novotná, Vendula ; Zerzánek, Ivan (referee) ; Sojka, Zdeněk (advisor)
This master’s thesis deals with the technical analysis of Starbucks Corporation, Vodafone Group, Apple and Autodesk stocks, which are tradeable at stock market NASDAQ. At the beginning, this work focuses on theoretical materials, which are then used for elaborating three trading systems and their testing on selected stocks. Conclusion of this thesis contains a selection of trading system for each stock on selected period of time.
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