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Investment Portfolio and its Creation
Zástěra, Patrik ; Širůček,, Martin (referee) ; Ptáček, Roman (advisor)
This diploma thesis deals with the creation of an investment portfolio and investment strategy in the stock market. The work can be divided into three parts, theoretical, practical and design. The theoretical part defines the terms of investment. Practical part containing an analysis of potential companies that are included in the investment portfolio based on established criteria. Scenarios of possible portfolio development are also created.
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Determinats od IPO
Kalabis, Jan ; Pavláková Dočekalová, Marie (referee) ; Luňáček, Jiří (advisor)
This bachelor thesis focuses on the degree of correlation between the initial public offering (IPO) and changes in macroeconomic indicators on the largest European financial markets. The theoretical part of the thesis specifies the crucial terms related entering the stock market, such as the securities market, investments or different ways of financing the company. At the same time, the process of realizing the IPO itself is described. In further parts, the macroeconomic data of the examined countries and their impact on the decision to enter the stock market are analyzed, where these effects are subsequently evaluated using correlation matrices.
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Stock Portfolio Proposal for a Hedge Fund
Vitula, Miroslav ; Brauner, Roman (referee) ; Rejnuš, Oldřich (advisor)
The aim of this thesis is to formulate an investment portfolio recommendation consisted of publicly traded companies based on fundamental analysis for a hedge fund. The theoretical part of the thesis is focused on structure, definitions and constraints of Czech funds followed by an introduction to financial analysis, its tools and selected ratios. The following part describes a model fund, its properties and investment strategy. Subsequently, a portfolio consisted of publicly traded companies is created for this fund.
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Investment Portfolio and its Creation
Lacková, Ivana ; Toman,, Petr (referee) ; Ptáček, Roman (advisor)
The subject of the diploma thesis is to design the structure of an investment portfolio for a hedge fund with a focus on American publicly traded companies. The work is divided into three parts. The first part defines the basic theoretical knowledge. The second part deals with the practical application of fundamental analysis. The output of the analysis is 6 stocks from 3 industries. In the third part, the titles are analyzed by intercompany comparison and the percentage share in the portfolio is determined.
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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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Application of fuzzy logic as a support for decision-making in financial market
Mrňka, Richard ; Šuňavcová, Nikola (referee) ; Janková, Zuzana (advisor)
The diploma thesis focuses on the application of fuzzy logic for investment evaluation in the American stock market through ETF (Exchange Traded Funds) investments. The thesis proposes two decision-making models, one in Microsoft Excel and the other in MathWorks MATLAB. These models incorporate essential criteria for investing in ETFs. The outputs of fuzzy models aid in facilitating investment decisions for small investors and creating a diversified passive portfolio.
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Reinforcement Learning for Automated Stock Portfolio Allocation
Lapeš, Zdeněk ; Andriushchenko, Roman (referee) ; Češka, Milan (advisor)
Tato práce je zaměřena na téma posilovacího učení aplikovaného na úlohu alokace portfolia. K dosažení tohoto cíle práce nejprve uvádí přehled základní teorie, která zahrnuje nejnovější metody založené na hodnotách a politikách. Následně je v práci popsáno prostředí port- folia Stock a nakonec jsou uvedeny podrobnosti o experimentu a implementaci. Podrobně je rozebrána tvorba datových souborů a její zdůvodnění a metodika. RL agent je poté vy- cvičen a otestován na třech datových sadách a získané výsledky jsou slibné a překonávají běžné benchmarky. Bylo však zjištěno, že roční výnos agenta stále není lepší než výnosy generované nejlepšími světovými investory. Pipeline byla implementována v jazyce Python 3.10 a ke sledování všech datových sad, modelů a hyperparametrů byla použita technologie Weights & Biases. Závěrem lze říci, že tato práce představuje významný krok vpřed ve vývoji efektivnějších RL agentů pro finanční investice, kteří mají potenciál překonat i výkonnost nejlepších světových investorů.
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Vliv nabídky peněz na akciové indexy ve státech G8
Marcinová, Alexandra
The main aim of this diploma thesis is to evaluate the consequences of changes in the nominal money supply on selected G8 countries’ stock indices. The theoretical part explains the basic concepts of the financial markets, the criteria for classification of money aggregates, their composition and definition for individual G8 countries. The stock indices are also explained further in the part of this diploma thesis and the theoretical part is completed by previous empirical studies dealing with impact of the money supply on stock prices. The practical part focuses on examining the causal relationship between money supply and G8 stock indexes, where the correlation analysis and analysis of multivariate time series in the form of VAR models are used to achieve the goal.
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Fundamental analysis of the selected stock
FAFÍLKOVÁ, Petra
The bachelor thesis is focused on processing data collected from the fundamental analysis of the selected stock. The inner value of stock is set by the analysis in which the shares of ČEZ were examined and compared with a market price. Dividend discount models, cash flow models and historical models are used to determine the intrinsic value of the share and the comparison showed whether the shares were correctly valued, overvalued or undervalued. It was necessary for the calculation of these models to rely on the share prices obtained from the Prague Stock Exchange, Kurzy.cz and from the annual reports of ČEZ. The work contains qualitative research results and after comparing models with the theory there was made a recommendation for investors regarding investments in shares.
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