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Data Mining for Efficient Evaluation and Management of Stock Portfolio
YUMATOVA, Angelina
This bachelor thesis is based on the analysis and searching for suitable companies so that each investor can find and add to his portfolio a company that will provide the investor a stable income throughout his life. The main goal of this work is to show methods of companies valuation using ratio indicators, intrinsic value of companies and various Data mining methods. Detailed information about the concept of Data mining and the practical usefulness of Data mining methods will be presented. The work includes the main method that an investor uses to evaluate the estimated profit for the next five or ten years, such as the return on equity (ROE) method. It will also provide a comparison of shares and funds using the Dollar-Cost Averaging strategy and determining which is more beneficial for investing. In conclusion, ratio calculations, ROE methods and various data mining methods for well-known companies around the world are presented.
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Investment Strategy for Club HC Letňany Flyers in the Stock Market
Utěšil, Ivan ; Ruda, Tomáš (advisor) ; Kraft, Jiří (referee)
Title: Investment Strategy for Club HC Letňany Flyers in the US Stock Market Objectives: The main goal of this thesis is to analyze and set the most expedient investment opportunities in the US stock market in order to achieve higher profitability than Czech investment funds that are standardly offered. Methods: Fundamental and technical analysis of macroeconomic and microeconomic environment done through publicly available secondary data reports of The Institute for Supply Management and historical data published by portal Yahoo Finance. Results: By applying the investment straegy described in this thesis was achieved higher returns than commercially offered funds in the Czech Republic, in the lower timeframe and at minimizing market and sectoral risks. Keywords: fundamental analysis, portfolio management, financial markets, economy,
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Investment Strategy for Club HC Letňany Flyers in the Stock Market
Utěšil, Ivan ; Ruda, Tomáš (advisor) ; Kraft, Jiří (referee)
Title: Investment Strategy for Club HC Letňany Flyers in the US Stock Market Objectives: The main goal of this thesis is to analyze and set the most expedient investment opportunities in the US stock market in order to achieve higher profitability than Czech investment funds that are standardly offered. Methods: Fundamental and technical analysis of macroeconomic and microeconomic environment done through publicly available secondary data reports of The Institute for Supply Management and historical data published by portal Yahoo Finance. Results: By applying the investment straegy described in this thesis was achieved higher returns than commercially offered funds in the Czech Republic, in the lower timeframe and at minimizing market and sectoral risks. Keywords: fundamental analysis, portfolio management, financial markets, economy,
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Stock portfolio optimization using multi-criteria methods
Mihál, Jakub ; Borovička, Adam (advisor) ; Čížek, Ondřej (referee)
This bachelor thesis aims to fulfill expectations of fictional investor, in other words choice of optimal stock portfolio based on preset requirements. First part of the bachelor thesis is dedicated to theoretical approach explaining stock markets, decision theory and linear programming. Process of the optimal portfolio selection is based on process consisting of 3 main steps. First steps selects stocks that are effective - worth investing - from investor's point of view. Selection is carried out via multi-criteria decion analysis method ELECTRE I. Second step verifies reliabitily of the output from step one. Third step designes mathematical model and resultant optimization in mathematical comilator LINGO. In conclusion I will focus myself on thorough interpretation and analysis of the results and choice of optimal portfolio.
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Kvantitativní podpora optimalizace akciového portfolia
Bumbálková, Edita
The thesis deals with the optimization of the stock portfolio using modern portfo-lio theory and mathematical programming. Optimization is achieved by Markowitz Model, the Capital Asset Pricing Model and Black-Litterman model. Stocks traded on the Prague Stock Exchange, Inc., are selected as exploration assets. The simula-tion technique Monte Carlo is used for the model evaluation.
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Aplikace Markowitzovy teorie při sestavování portfolia
Křen, Lukáš
This diploma thesis is focused on building investment portfolios using Markowitz portfolio theory. For calculating the weights of individual securities in the portfolio will be used the derivation based on Capital Asset Pricing Model (CAPM). From asset classes were chosen shares as a research sample. Shares in each portfolio are set together according to predefined criteria. This thesis examines the effect of beta coefficients on investment returns, further a portfolio is built according to analyst recommendations, taking into account the price estimation and also ran-dom portfolio is selected by computer. The results of this thesis will determine the general recommendations for optimal approach in selecting securities into the in-vestor's portfolio.
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