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Beta Coefficient and Fundamental Strength in Companies Listed on the Warsaw Stock Exchange

In: Effective Investments on Capital Markets

Author

Listed:
  • Waldemar Tarczyński

    (Institute of Finance, University of Szczecin)

  • Małgorzata Tarczyńska-Łuniewska

    (Institute of Econometrics and Statistics, University of Szczecin)

Abstract

In the literature, the beta factor is regarded as a risk measure. It is calculated using the classic Sharpe model. The purpose of the paper is to examine the relationship between the beta coefficient and the fundamental strength index (FPI) for selected companies listed on the Warsaw Stock Exchange. The database of companies included in the survey consisted of companies included in the WIG20 stock exchange index at the end of 2006 and 2010. On that basis, it was established whether the beta coefficient affects the economic and financial standing of a company and should be used as a risk measure in stock exchange analyses. The study covered the years 2006–2010 on a quarterly basis and used economic and financial data published by Notoria Service.

Suggested Citation

  • Waldemar Tarczyński & Małgorzata Tarczyńska-Łuniewska, 2019. "Beta Coefficient and Fundamental Strength in Companies Listed on the Warsaw Stock Exchange," Springer Proceedings in Business and Economics, in: Waldemar Tarczyński & Kesra Nermend (ed.), Effective Investments on Capital Markets, chapter 0, pages 239-256, Springer.
    • Handle: RePEc:spr:prbchp:978-3-030-21274-2_17
    DOI: 10.1007/978-3-030-21274-2_17
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