National Repository of Grey Literature 3 records found  Search took 0.00 seconds. 
Predictability of stock returns using financial ratios in Prague Stock Exchange
Brada, Jiří ; Pěkná, Martina (advisor) ; Benčík, Daniel (referee)
This paper studies whether financial ratios can predict stock return and change of indexes PX and PX-TR in Prague Stock Exchange for the period from 2008 to 2014. We select price to earnings ratio (PE), market to book ratio (MB), dividend yield (DY) and size of the company (S) as the explanatory variables because of its common application in investment practice. The obtained results indicate that above mentioned ratios have some predictive power, where the PE and MB ratios demonstrate the strongest relationship with the explained variables.
Predictability of stock returns using financial ratios in Prague Stock Exchange
Brada, Jiří ; Pěkná, Martina (advisor) ; Benčík, Daniel (referee)
This paper studies whether financial ratios can predict stock return and change of indexes PX and PX-TR in Prague Stock Exchange for the period from 2008 to 2014. We select price to earnings ratio (PE), market to book ratio (MB), dividend yield (DY) and size of the company (S) as the explanatory variables because of its common application in investment practice. The obtained results indicate that above mentioned ratios have some predictive power, where the PE and MB ratios demonstrate the strongest relationship with the explained variables.
Stock Portfolio Construction and Fundamentals
Bastin, Jan ; Musílek, Petr (advisor) ; Witzany, Jiří (referee)
The final thesis deals with the construction of a stock portfolio. The traditional portfolio theory models of Markowitz and Sharpe and anomalies based on fundamentals are shown and applied in Germany. In the first part, portfolio theory and fundamentals are explained. The mathematical model is demonstrated in the second part. Empirical results are shown in the last part.

Interested in being notified about new results for this query?
Subscribe to the RSS feed.