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Analysis of Economic Indicators Using Statistical Methods
Fürst, Lukáš ; Šroler, Jakub (referee) ; Novotná, Veronika (advisor)
This thesis inquires into history of selected investment tools and provides technical analysis of them. As the source of information, real official results of given tools are used. The goal is to analyze the data of past years in order to compare the tools using magic triangle. The thesis consists of several parts. It starts with theoretical part that describes the reasons for this questioning, as well as the methods that are used in the rest of the thesis. Then there is the practical part, where real results are processed and compared and some conclusions are made of them. The final part of the thesis is a script in Visual Basic that acts as a utility for investors. Based on his preferences and expectations, it can propose the fittest investment.
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Investování do korporátních dluhopisů vybraného sektoru v USA
Zimolková, Lenka
This thesis is focused on investing in corporate bonds of financial sector on the US market. The thesis examines five bonds issued by the largest companies in the financial sector by market capitalization. In the period from October 2014 to September 2019, the development of bond index yield and treasury bills yield is described and compared to the development of selected bonds. Bonds are analysed according to its profitability and risk using the return to risk ratio and the Sharpe ration and compared to market performance using the Information ratio. Based on the results, an investment recommendation is provided for investors investing on the US bond market.
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Analysis of Economic Indicators Using Statistical Methods
Fürst, Lukáš ; Šroler, Jakub (referee) ; Novotná, Veronika (advisor)
This thesis inquires into history of selected investment tools and provides technical analysis of them. As the source of information, real official results of given tools are used. The goal is to analyze the data of past years in order to compare the tools using magic triangle. The thesis consists of several parts. It starts with theoretical part that describes the reasons for this questioning, as well as the methods that are used in the rest of the thesis. Then there is the practical part, where real results are processed and compared and some conclusions are made of them. The final part of the thesis is a script in Visual Basic that acts as a utility for investors. Based on his preferences and expectations, it can propose the fittest investment.
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