Naslov
Analysis of characteristic of sectors on Zagreb stock exchange by fundamental estimators

Autori
Fabac, Robert ; Dobša, Jasminka ; Kadoić, Nikola

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of the 20th Central European Conference on Information and Intelligent Systems, September 23-25, 2009, Varaždin, Croatia / Aurer, Boris ; Bača, Miroslav ; Rabuzin, Kornelije - Varaždin : Fakultet organizacije i informatike Sveučilišta u Zagrebu, 2009, 203-210

Skup
Central European Conference on Information and Intelligent Systems

Mjesto i datum
Varaždin, Hrvatska, 23.09.2009. - 25.09.2009

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
Zagreb stock exchange (ZSE); fundamental analysis; stock sectors; stock prices; principal components analysis; analysis of variance

Sažetak
In the paper characteristics of ZSE stocks pertaining to the same sectors are analyzed by means of their basic fundamental estimators (such as P/E and P/Bv ratios). The most volatile sectors of banking, transportation, construction etc., will be analyzed and compared by means of statistical methods: principal components analysis and analysis of variance. Our aim is to analyze movements on the stock market in the period before the recent economic crises in order to identify certain regularities in stocks price evaluation as well as indicators of the forthcoming crises. The hypothesis is that evaluations of the stocks pertaining to specific sectors were asymmetrical in terms of fundamental indicators and related future projections.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija, Informacijske i komunikacijske znanosti

POVEZANOST RADA