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Je li dobit kompanija dobar prediktor za kretanje cijena dionica na ZSE?

Author

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  • Altaras Penda Ivor

Abstract

U ovome radu autor preispituje hipotezu kojom se tvrdi da je promjena u iskazanoj dobiti kompanija dobar prediktor za promjenu u kretanju cijena dionica koje se analiziraju. Na temelju tako postavljene hipoteze autor provodi istraživanje i prikazuje rezultate višestruke statistièke analize serije podataka o dobiti i cijenama dionica izlistanih na Zagrebaèkoj burzi za dvogodišnje raèunovodstveno razdoblje 2014. – 2015. Pritom se služi statistièkom metodom linearne regresije koja se èesto koristi u ekonometriji. S obzirom na dobivene rezultate autor utvrðuje kako ne postoji statistièki znaèajna korelacija izmeðu iskazane dobiti i cijene dionica bez obzira promatraju li se analizirane dionice kao cjelina ili kroz sektorsku razdiobu, što je samo po sebi u suprotnosti s temeljnim i opæeprihvaæenim investicijskim postavkama. Potom, autor nudi moguæa objašnjenja zašto se došlo upravo do takvih rezultata istraživanja. U tu svrhu autor se kritièki osvræe: na samu istraživaèku vrijednost dobiti po dionici kao relevantnog pokazatelja, korištenom vremenskom horizontu, statistièka ogranièenja; efikasnosti domaæeg tržišta kapitala, kao i uloge institucionalnih investitora na ZSE.

Suggested Citation

  • Altaras Penda Ivor, 2017. "Je li dobit kompanija dobar prediktor za kretanje cijena dionica na ZSE?," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, vol. 5(1), pages 29-60.
    • Handle: RePEc:eff:journl:v:5:y:2017:i:1:p:29-60
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    More about this item

    Keywords

    dobit; cijena dionice; korelacija izmeðu dobiti i cijene kompanija; Zagrebaèka burza (ZSE);
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General

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