Open AccessMETHODOLOGICAL APPROACHES ANALYSIS PRICE ON ACTION COMPANY "ROSNEFT"
Author(s) -
R.Z. Gilmutdinov,
M.R. Chernyatyeva
Publication year - 2020
Publication title -
vestnik ugntu. nauka, obrazovanie, èkonomika. seriâ èkonomika
Language(s) - English
Resource type - Journals
ISSN - 2541-8904
DOI - 10.17122/2541-8904-2020-2-32-101-110
Subject(s) - econometrics , sample (material) , mathematics , distribution (mathematics) , standard deviation , statistics , share price , empirical distribution function , autocorrelation , economics , stock exchange , mathematical analysis , physics , finance , thermodynamics
The article examines the dynamics of Rosneft's share prices. Data on the dynamics of Rosneft's share prices from 2007 to 2016 were collected from open sources. Data is collected and primary processing using mathematical statistics methods, empirical distribution function is displayed, histogram and polygon of relative frequencies are built. Then the calculation of point and interval assessments of general mathematical expectation and variance is calculated. These results allow you to assess the risks when dealing with the company's shares. The method of the smallest squares is considered the dependence of the dynamics of Rosneft's share prices and the dynamics of the euro exchange rate, the parameters of correlation dependence are calculated [1, 2]. Hypotheses about the law of distribution of the studied sample of the totality of Rosneft's share price dynamics are being tested; withdrawal – a sample of prices per share of Rosneft from 2007 to 2016. distributed according to an even distribution law. Hypotheses on the law of distribution of the general population are checked, parameters of correlation dependence are calculated and the type of functional correlation between the dynamics of the dollar and GDP dynamics from 2000 to 2016 is established. With the increase in the absolute value of the sample correlation factor, the linear correlation becomes more closely related, and at the same time as the becomes functionally dependent. Since the correlation ratio is almost one, it means that the dynamics of the euro exchange rate from 2007 to 2016 and the dynamics of Rosneft's share prices from 2007 to 2016 are linked by direct linear dependence. This helps to make management decisions, assess the risks of selling or purchasing the company's shares determine the company's strategy.