Open AccessPortfelio sudarymas ir valdymas remiantis makroekonominių rodiklių įtaka OMXV
Author(s) -
Simas Baranauskas
Publication year - 2010
Publication title -
verslas: teorija ir praktika
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.369
H-Index - 17
eISSN - 1822-4202
pISSN - 1648-0627
DOI - 10.3846/btp.2010.31
Subject(s) - portfolio , mathematics , statistics , economics , financial economics
The main purpose of this article is to evaluate various USA and GB macroeconomic indicators influence on OMXV index and analyse possibilities of practical application. Correlation method was applied to determine the relationship between macroeconomic indicators and OMXV index. Shares were bought and sold in equal parts when macroeconomic indicators varied from -1 to +1. So, 6 portfolio groups were formed. Created three adequate portfolio types with 2- month- old historical data were applied to 2- year-old historical data for the purpose to confirm or deny the portfolio type invariability. After the analysis of macroeconomic indicators in fluence on OMXV index has been performed, adequate portfolio creation principle was adjusted to 2-year-old historical data to find if portfolio types vary