Analiza korelacji liniowej zyskowności wybranych spółek giełdowych i cen ich akcji na rynku polskim

Krzysztof Drachal

doi:10.18778/1429-3730.28.01

Authors

Krzysztof Drachal Wydział Matematyki i Nauk Informacyjnych, Politechnika Warszawska

DOI:

https://doi.org/10.18778/1429-3730.28.01

Keywords:

relewantność wyceny, WIG 20, decyzje inwestycyjne, wpływ wskaźników finansowych na cenę akcji, hipoteza rynku efektywnego

Abstract

The presented article describes the results obtained by stochastic analysis of linear correlation of change in total assets, net profit, sales, ROS, ROE and ROA with change in share price. No correlation was found for particular stocks listed on WIG 20 for the period 2001 – 2010. Quarterly data was used.

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