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Journal articles on the topic 'Four factor model of profitability dependence'

Author: Grafiati

Published: 30 May 2022

Last updated: 31 July 2025

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1

Kotbagi, Gayatri, Laurence Kern, Lucia Romo, and Ramesh Pathare. "The Hierarchical Model of Exercise Dependence." Journal of Individual Differences 36, no. 4 (2015): 247–57. http://dx.doi.org/10.1027/1614-0001/a000172.

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Abstract. Physical exercise when done excessively may have negative consequences on physical and psychological wellbeing. There exist many scales to measure this phenomenon. The purpose of this article is to create a scale measuring the problematic practice of physical exercise (PPPE Scale) by combining two assessment tools already existing in the field of exercise dependency but anchored in different approaches (EDS-R and EDQ). This research consists of three studies carried out on three independent sample populations. The first study (N = 341) tested the construct validity (exploratory facto

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DOLOGLONYAN, A. V., and V. T. MATVIINKO. "DEGREE OF REGENERATION OPTIMIZATION FOR CYCLES OF MICROGAS TURBINE PLANTS." Fundamental and Applied Problems of Engineering and Technology 3 (2020): 59–66. http://dx.doi.org/10.33979/2073-7408-2020-341-3-59-66.

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A consideration subject in article is the mathematical model of pressure recovery factor of microgas turbine plants (MGTP) regenerators which considers dependence of hydraulic resistance of the heat–exchanger on the its surface area. Optimization of a regenerative cycle of MGTP and a cycle with regeneration and the turbocompressor utilizer for the purpose of further increase in their profitability is performed. It is established that use of the offered model of pressure recovery factor on the air and gas side allows to find degree of regeneration heattechnical optimum. This model can be used a

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Yakovlev, Andrey, Nadezhda Bukhonova, and N. Ivanov. "APPLICATION OF FACTOR MODELING TO DETERMINE THE VOLUME OF SALES OF FURNITURE ENTERPRISES BASED ON A REGRESSION MODEL." Actual directions of scientific researches of the XXI century: theory and practice 9, no. 1 (2021): 131–39. http://dx.doi.org/10.34220/2308-8877-2021-9-1-131-139.

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Annotation. to conduct a prospective analysis of profitability in organizations that have a constant level and cost structure, you can use sales planning models. With their help, it is possible to determine and analyze the average price of goods for the organization and conduct a prospective analysis of the organization's income. The analysis of a number of factors which, in our opinion, will determine economic efficiency of activity of the furniture enterprise, and also its ability to create profit is carried out. The proposed three-factor regression model of the dependence of sales vol

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Essaulenko, D. V. "Assessment of the investment attractiveness of agriculture in Russia by profitability indicators." Innovations and Food Safety, no. 4 (January 5, 2024): 198–206. http://dx.doi.org/10.31677/2311-0651-2023-42-4-198-206.

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The article evaluates the investment attractiveness of agriculture in the Russian Federation in terms of profitability of sales, assets and equity. A factor analysis of profitability indicators is performed: in the dynamics of profitability of sales, the factors of revenue, cost, commercial and management expenses are highlighted; the return on assets is presented as a model dependent on the return on sales (profit before tax) and the asset turnover ratio; factors determining the change in return on equity include (net) return on sales, asset turnover ratio and capital multiplier. It is establ

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Filatov, E. A. "PRODUCTION PROFITABILITY ANALYSIS FOR SMALL CONSTRUCTION ENTERPRISES OF THE IRKUTSK REGION." Scientific Review: Theory and Practice 10, no. 6 (2020): 1086–96. http://dx.doi.org/10.35679/2226-0226-2020-10-6-1086-1096.

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Various indicators of profitability are widely used in many industries to assess the companies’ financial and economic performance. For example, production profitability and sales profitability indicators are used for comparative assessing the performance of individual economic entities and industries that produce different volumes and types of products. To compare the amount of profit and the amount of funds used to achieve it in the sectoral economy, production profitability indicator is used. Basically, production profitability is one of the key parameters for determining the efficiency of

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Abdoli Bidhandi, Reza, and Changiz Valmohammadi. "Effects of supply chain agility on profitability." Business Process Management Journal 23, no. 5 (2017): 1064–82. http://dx.doi.org/10.1108/bpmj-05-2016-0089.

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Purpose The purpose of this paper is to identify factors affecting agile supply chain and evaluate the effect of these factors on profitability. To that end, after reviewing the theoretical foundations of this field, the authors identified the factors affecting supply chain agility and profitability and provided an appropriate conceptual model to measure and verify this relationship. Design/methodology/approach A 48-item questionnaire was prepared and distributed among 270 members of staff and managers of the company from which 240 questionnaire were completed and returned. The response rate w

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Abdullah, Zana Najim, Bashar natiq rashid Wali, and Mustafa ahmed ezzulddin Saber. "USING REGRESSION ANALYSIS TO STUDY THE IMPACT OF CRUDE OIL SHOCKS ON THE PROFITABILITY OF THE BANKING SECTOR IN QATAR." Journal of Advance Research in Business, Management and Accounting (ISSN: 2456-3544) 11, no. 2 (2025): 1–8. https://doi.org/10.61841/c26fms10.

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This study aims to analyze the impact of crude oil price shocks on the profitability of the banking sector in Qatar. The research focuses on a sample of four banks listed on the Qatar Stock Exchange during the period from 2005 to 2023. Using an econometric model based on the Ordinary Least Squares (OLS) method, The research investigates the impacts of oil price fluctuations. GDP growth, and loan loss provisions on return on assets (ROA), a metric used to quantify bank profitability. The results reveal that oil price shocks have a significant positive impact on bank profitability, highlighting

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Haqqani, Kanwal, and Wali Rahman. "The Empirical Test of Fama-French Five-Factor Model: Evidence from Pakistan Stock Exchange." Global Management Sciences Review V, no. III (2020): 32–39. http://dx.doi.org/10.31703/gmsr.2020(v-iii).04.

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This study provides an empirical examination of the Fama and French five-factor asset pricing model (FF5FM) in the equity market of Pakistan. Using data from 2007 to 2017of non-financial firms listed on PSX. The univariate approach is used to construct the dependent portfolios based on four firms characteristics, while a 2x3 approach is used to construct size, value, profitability, and investment factors. Time series regression is used to analyze the data to obtained results. The empirical evidence demonstrates that FF5FM performs better the three-factor model in the Pakistan stock market and

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Asad, Humaira, and Faraz Khalid Cheema. "An Empirical Assessment of the Q-Factor Model: Evidence from the Karachi Stock Exchange." LAHORE JOURNAL OF ECONOMICS 22, no. 2 (2017): 117–38. http://dx.doi.org/10.35536/lje.2017.v22.i2.a5.

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This paper tests the validity of the q-factor model on stocks listed on the Karachi Stock Exchange in Pakistan. The q-factor model is an investment-based factor model that explains stock returns based on market, profitability, investment and size factors and it tends to outperform the traditional CAPM, the Fama and French (1993) three-factor model and Carhart (1997) four-factor model, with some exceptions. While the model has been tested using data from stock markets in developed countries, the dynamics of emerging stock markets are significantly different, warranting a reapplication of the mo

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Atodaria, Zankhana. "Comparing Factor Models in the Indian Stock Market." Journal of BRICS Studies 4, no. 1 (2025): 90–107. https://doi.org/10.36615/ccaq7h22.

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Which factor model better explains portfolio return variation in India? This study compares the Fama French Three Factor Model, Carhart Four Factor Model & Fama French Five Factor Model in the Indian Stock Market. S&P BSE 100 index companies are studied over 16 years, i.e., April 2005 to June 2021. Four fundamentals & a momentum variable (Market Capitalization, P/B ratio, past performance, Profitability & Investment) based factor mimicking portfolios had been formed using the Fama French (1993, 2015) & Carhart (1997) Methodology. Portfolios for dependent variables were form

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RUBAN, Lina. "Improvement of the method of factor analysis of efficiency of using the material resources." Economics. Finances. Law, no. 5/1 (May 29, 2020): 29–32. http://dx.doi.org/10.37634/efp.2020.5(1).5.

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Introduction. It is necessary to carry out systematic accounting and qualitative analysis to maintain a sufficient level of provision of the enterprise with material resources and their efficient use. Issues of analysis of material resources are of great practical importance and significant impact on production activities, as it is a prerequisite for further development of production in enterprises. The purpose of the paper is to study the relationship between profit, sales revenue and material costs and to create a factor model of material profitability. Results. The paper investigates variou

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Khanh, Pham Dan, Le Quy Duong, and Pham Vu Anh. "Testing multifactor asset pricing models in the stock market." Corporate and Business Strategy Review 5, no. 1 (2024): 117–26. http://dx.doi.org/10.22495/cbsrv5i1art12.

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lthough the superiority of Fama-French (FF) five-factor model in capturing the United States (US) equity returns, this model performs poorly in other stock markets (Fama & French, 2017). Using the monthly data of nearly 600 Vietnamese published firms from 2008 to 2022, the primary purpose of this paper is to analyze and examine the performance of four famous multifactor asset pricing models: the capital asset pricing model (CAPM), the Carhart four factor model, and the FF three-factor and five-factor models. We document the preference for the Carhart four-factor model over other models in

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Gita Danupranata, Agus Tri Basuki, and Gusdinda Ramadhanti Putri. "Evaluation of the Profitability Performance of Regional Development Banks Using Panel Regression: A Study on Four Provinces in Indonesia." Neo Journal of economy and social humanities 4, no. 1 (2025): 86–97. https://doi.org/10.56403/nejesh.v4i1.289.

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This study aims to analyse the influence of ROE, BOPO, NPL, LDR, NIM, and reserve requirement on profitability as measured by Return on Assets (ROA) in four Regional Development Banks (BPD) in Indonesia, namely BPD DKI Jakarta, BPD Central Java, BPD DIY, and BPD East Java during the period 2017Q1 to 2024Q4. The method used is panel data regression using the Common Effect Model (CEM), Fixed Effect Model (FEM), and Random Effect Model (REM) approaches. The results of the Chow test showed that FEM was better than CEM, while Hausman's test showed that FEM was also more accurate than REM. Thus, the

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Pandey, Asheesh, Sanjay Sehgal, Amiya Kumar Mohapatra, and Pradeepta Kumar Samanta. "Equity market anomalies in major European economies." Investment Management and Financial Innovations 18, no. 2 (2021): 245–60. http://dx.doi.org/10.21511/imfi.18(2).2021.20.

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This paper investigates five leading equity market anomalies – size, value, momentum, profitability, and asset growth, for four Western European markets, namely, Germany, France, Italy and Spain, from January 2002 to March 2018. The study tests whether these anomalies reverse under different macro-economic uncertainty conditions, and evaluates if strategies based on time diversification can be formed using these equity market anomalies. Market anomalies were tested using four major asset pricing models – the Capital Asset Pricing Model, the Fama-French three-factor model, the Carhart model, an

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Maredza, Andrew. "Internal Determinants Of Bank Profitability In South Africa: Does Bank Efficiency Matter?" International Business & Economics Research Journal (IBER) 13, no. 5 (2014): 1033. http://dx.doi.org/10.19030/iber.v13i5.8770.

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In a study conducted by Ncube (2009) to evaluate bank cost and profit efficiency, it was established that South African banks were more efficient at managing costs than generating profits. In this paper, the aim is to complement this particular work by exploring the internal determinants of bank profitability but with more focus on the impact of bank efficiency. Applying a two step-methodology framework to a panel of four small banks and four large banks for the period 2005-2011, total factor productivity efficiency (TFPE) scores were generated using the DEA methodology. Within the first stage

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Li, Bin, Huiyan Wen, and Lin Xia. "Research on identification and prevention of supply chain financial risk of small and medium-sized energy enterprises based on the ISM-MICMAC model." BCP Business & Management 33 (November 20, 2022): 183–92. http://dx.doi.org/10.54691/bcpbm.v33i.2733.

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It is very important to identify the main influencing factors of supply chain finance risk of small and medium-sized energy enterprises, analyze its action mechanism, and build the influencing factor system for this enterprise's supply chain finance risk management. First, based on the status of SMEs, financing assets, and supply chain operation, this paper analyzes the influencing factors of supply chain financial risk; This paper uses the interpretative structural model (ISM) method to establish the interaction between 17 risk factors, and finally uses the cross-influence matrix multiplicati

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Jackson, K. M., K. K. Bucholz, P. K. Wood, D. Steinley, J. D. Grant, and K. J. Sher. "Towards the characterization and validation of alcohol use disorder subtypes: integrating consumption and symptom data." Psychological Medicine 44, no. 1 (2013): 143–59. http://dx.doi.org/10.1017/s0033291713000573.

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BackgroundThere is evidence that measures of alcohol consumption, dependence and abuse are valid indicators of qualitatively different subtypes of alcohol involvement yet also fall along a continuum. The present study attempts to resolve the extent to which variations in alcohol involvement reflect a difference in kindversusa difference in degree.MethodData were taken from the 2001–2002 National Epidemiologic Survey of Alcohol and Related Conditions. The sample (51% male; 72% white/non-Hispanic) included respondents reporting past 12-month drinking at both waves (wave 1:n = 33644; wave 2:n = 2

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Yuan, Gaocheng. "Portfolio Selection Based on a Four-Dimensional Weighted Scoring Model." BCP Business & Management 38 (March 2, 2023): 789–96. http://dx.doi.org/10.54691/bcpbm.v38i.3775.

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Although factor investment approaches are currently receiving a lot of attention, active investment strategies rarely apply the combination of different factors. This paper's major goal is to utilise a clearly defined model to assess if the portfolio chosen by the model offers superior total returns compared to standard indexes (S&P 100 is taken as an example in this article). The author constructs a weighted scoring model combing different indicators to well demonstrate four factors based on the identification of valuation, profitability, growth and pay-out. This paper collects data of hi

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Lapidus, Azariy, and Yana Shesterikova. "Mathematical model for assessing the high-rise apartment buildings complex quality." E3S Web of Conferences 91 (2019): 02025. http://dx.doi.org/10.1051/e3sconf/20199102025.

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With use of factor matrix, four groups of parameters were identified, and one group was determined as the most significant one, which affects the complex quality index in high-rise apartment buildings constriction. The dependence between the complex quality index and the values of influencing factors was determined. The mathematical model that allows making adjustments to achieve the required levels of quality at all stages of the construction project was considered.

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Huangfu, Haoyu, Jiahao Geng, and Yansong Wang. "Comparative Analysis of Put-Call Ratio and Implied Volatility in the Multi-factor Model." Advances in Economics, Management and Political Sciences 124, no. 1 (2024): 89–96. https://doi.org/10.54254/2754-1169/2024.mur17834.

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During the process building multi-factor models to predict the excess return of the S&P 500 Index (SPX),this paper find that Implied Volatility (IV) and Put/Call trading volume (P/C) have different effects when acting as the fifth factor when the other four factors (The Capital Market Factor -CMA, the Profitability Factor-HML, the Relative Strength Index-RSI, and the Dollar Index-DXY) are already fixed in the model. To explain why Put/Call trading volume provides a better explanation for SPX excess return compared to Implied Volatility, this paper employed Granger Causality Tests and the R

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Liu, Fang-Fang, and Hoon-Ku Sul. "The Impact of the Financial Ratios on Financial Performance of Korean Service Industry in Accordance with Real Estate Dependence." Korean Association Of Computers And Accounting 22, no. 2 (2024): 83–108. http://dx.doi.org/10.32956/kaoca.2024.22.2.83.

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[Purpose] This paper analyzes the impact of financial ratios on the financial performance of two different types of service industries, called Group 1 and Group 2. Group 1 consists of maritime transport, air transport, hotel and car rental industries, which depend on real estate as a major source of income, while Group 2 consists of travel agencies, trading companies and information service industries, which do not depend on real estate as a major source of income. [Methodology] This study primarily analyzed 12 representative financial ratios, divided into four categories：profitability ratios,

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Richey, Greg. "Fewer reasons to sin: a five-factor investigation of vice stock returns." Managerial Finance 43, no. 9 (2017): 1016–33. http://dx.doi.org/10.1108/mf-09-2016-0268.

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Purpose The purpose of this paper is to investigate the return performance of a portfolio of US “vice stocks,” firms that manufacture and sell products such as alcohol, tobacco, gaming services, national defense and firearms, adult entertainment, and payday lenders. Design/methodology/approach Using daily return data from a portfolio of vice stocks over the period 1987-2016, the author computes the Jensen’s α (capital asset pricing model (CAPM)), Fama-French Three-Factor, Carhart Four-Factor, and Fama-French Five-Factor results for the complete portfolio, and each vice industry individually. F

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Pandey, Asheesh. "Equity Market Anomalies, VIX and Asset Pricing: Trading Strategies for India." Indian Economic Journal 67, no. 3-4 (2019): 279–98. http://dx.doi.org/10.1177/0019466220951978.

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In this article we examine five prominent equity anomalies, viz., size, value, profitability, investment and momentum for Indian capital market using data from July 2001 to June 2019. We test the sample anomalies through four prominent factor models and find that all the factor anomalies remain significant for India, however, size and value anomaly provide substantial risk adjusted returns to be exploited by portfolio managers. We further evaluate if the anomalies tend to reverse under different macro-economic uncertainty, which is proxied by VIX. We find barring Size effect none of the anomal

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Isić-Imamović, Almira. "PROVJERA METRIJSKIH KARAKTERISTIKA UPITNIKA TEMPERAMENTA I KARAKTERA – TCI (TEMPERAMENT AND CHARACTER INVENTORY)." Zbornik radova 13, no. 13 (December 15, 2015): 101–19. http://dx.doi.org/10.51728/issn.2637-1480.2015.13.101.

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The aim of this study was to verify the metric characteristics of TCI (Temperament and Character Inventory) on Bosnian population. TCI questionnaire is constructed for the purpose of empirical verification of psychobiological model of personality by Robert Cloninger et al (Cloninger, Przybeck, Svrakić and Wetzel, 1994). It consists of 240 items, grouped within the four Temperament Scales (novelty seeking, harm avoidance, reward dependence and persistence) and four Character scales (self-directedness, cooperativness and self-transcendence). Metric characteristics of the TCI questionnaire were t

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Palomeque, María, Armando Urdaneta, and Rosana Meleán. "Production management in banana production units, El Oro province - Ecuador." Revista de la Facultad de Agronomía, Universidad del Zulia 40, no. 2 (2023): e234019. http://dx.doi.org/10.47280/revfacagron(luz).v40.n2.09.

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This research analyzed production management of 74 agricultural production units, belonging to the Coast Banana Farmers Association (ASOAGRIBAL) from El Oro province - Ecuador. Latent variables were specified such as situational analysis, planning and control and support technology in processes. It were added profitability as a key indicator, considering the financial point of view in this type of organization. The research was positivist, quantitative, analytical, non-experimental, with a transectional and field data design. The data collection instrument designed was the questionnaire, appli

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Huang, Zhiping, Michael Sherris, Andrés M. Villegas, and Jonathan Ziveyi. "Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models." Risks 10, no. 9 (2022): 183. http://dx.doi.org/10.3390/risks10090183.

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Affine mortality models are well suited for theoretical and practical application in pricing and risk management of mortality risk. They produce consistent, closed-form stochastic survival curves allowing for the efficient valuation of mortality-linked claims. We model USA age-cohort mortality data using five multi-factor affine mortality models. We focus on three-factor models and compare four Gaussian models along with a model based on the Cox–Ingersoll–Ross (CIR) process, allowing for Gamma-distributed mortality rates. We compare and assess the Gaussian Arbitrage-Free Nelson–Siegel (AFNS) m

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Lei, Yaoxiang. "Empirical Analysis of Vanke Enterprise Financial Risk Model Based on Factor Analysis Method." Advances in Economics, Management and Political Sciences 39, no. 1 (2023): 153–60. http://dx.doi.org/10.54254/2754-1169/39/20231956.

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As the worlds economic recovery faces multiple pressures, the development of some enterprises has been impacted or even closed down. In particular, real estate enterprises are facing enormous competitive pressure and financial risks. Therefore, it is very necessary to establish a financial risk evaluation system for real estate enterprises. This paper establishes a risk evaluation system for the real estate industry, taking Vanke Enterprise as an example, using the factor analysis method and makes risk predictions for the whole finance. This paper collects 19 years worth of financial data from

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Martin, Hector, Yuheng Zhou, and Raghu Raman. "Financial Metrics and Environment, Social, Governance (ESG) Performance: A Cross Border Comparison of China and the UK Construction Industries." Buildings 15, no. 8 (2025): 1236. https://doi.org/10.3390/buildings15081236.

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Environmental, social, and governance (ESG) performance has become a pivotal factor for multinational corporations, especially within resource-intensive sectors like construction. This study explores how financial indicators—specifically liquidity, profitability, and leverage ratios—influence ESG outcomes under differing institutional conditions in China and the United Kingdom. Employing a quantitative approach via ridge regression analysis on data from 96 construction firms, the research identifies key financial predictors of ESG performance and develops a predictive model to assess cross-reg

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Hua, Ziyue. "A Comparative Analysis of the Fama-French Five-Factor Model -- Based on the Data of China’s SME Board." Frontiers in Business, Economics and Management 4, no. 2 (2022): 34–42. http://dx.doi.org/10.54097/fbem.v4i2.633.

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The five-factor model by Fama-French was obtained by adding the profitability factor (RWM) and the investment factor (CMA) to the three-factor model by Fama-French. It is still the first paradigm for asset pricing model research to imitate and compare. In the case of the Chinese stock market, there is no consensus on whether the five-factor model explains the anomalies better than other models, and there is a lack of comparative studies on asset pricing models for specific markets such as the SME. Based on the empirical analysis of trading data and financial data of the SME baord, this paper c

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Ren, Yihan, Yulei Lin, Jiatong Li, Linxuan Guo, and Wangdi Chen. "Construction of a Scoring and Ranking System for Multi-Factor Quantitative Stock Selection Strategy with Daily Rebalancing: An Analysis of SSE A-shares Component Stocks." Advances in Economics, Management and Political Sciences 92, no. 1 (2024): 140–53. http://dx.doi.org/10.54254/2754-1169/92/20231225.

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In this study, we introduce a four factor equal-weight scoring model, utilizing SSE A-shares from 2019 to 2023, aimed at identifying stocks of high investment potential. We innovatively incorporate the E/I factor to assess the intrinsic investment value of stocks, integrating it with PEG, RSI, and beta to ensure a comprehensive information capture. While assuming the feasibility of short-selling in the A-share market, our proposed strategy offers insights for future statistical arbitrage strategies in this market, underscoring the significance of risk hedging. Our preliminary analysis suggests

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Molele, Mashukudu Hartley, and Janine Mukuddem-Petersen. "Emerging market currency risk exposure: evidence from South Africa." Journal of Risk Finance 21, no. 2 (2020): 159–79. http://dx.doi.org/10.1108/jrf-07-2019-0123.

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Purpose The purpose of this paper is to examine the level of foreign exchange exposure of listed nonfinancial firms in South Africa. The study spans the period January 2002 and November 2015. Foreign exchange risk exposure is estimated in relation to the exchange rate of the South African Rand relative to the US$, the Euro, the British Pound and the trade-weighted exchange rate index. Design/methodology/approach The study is based on the augmented-market model of Jorion (1990). The Jorion (1990) is a capital asset pricing model-inspired framework which models share returns as a function of the

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Vukoje, Veljko, Aleksandar Miljatović, and Dragana Tekić. "Factors influencing farm profitability in the Republic of Serbia." Ekonomika poljoprivrede 69, no. 4 (2022): 1031–42. http://dx.doi.org/10.5937/ekopolj2204031v.

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The paper deals with the production and economic indicators of farms in the Republic of Serbia based on data collected from the FADN sample for 2019. The aim of the research is to analyze and evaluate the influence of important factors on profitability of farms of different economic size. According to their economic size, farms are classified into four groups: very small, small-sized, mid-sized and large-sized farms. Factors influencing profitability are grouped into: production management, financial management, human resources management and subsidies and natural factors. The statistical tech

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Al-Omari, Rania, Yazan Oroud, Mohammed Hassan Makhlouf, Abdul Razzak Alshehadeh, and Haneen A. Al-Khawaja. "The impact of profitability and asset management on firm value and the moderating role of dividend policy: Evidence from Jordan." Asian Economic and Financial Review 14, no. 1 (2023): 1–11. http://dx.doi.org/10.55493/5002.v14i1.4937.

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The objective of this study is to examine the influence of profitability and asset management on the valuation of a firm. The data utilized in this study was sourced from the financial statements of industrial firms that are publicly traded on the Amman Stock Exchange. The fixed effects model was utilized for all four economics models in the analysis of the panel data. One of the principal discoveries of this investigation is the favorable impact of the profitability and asset management metrics on the valuation of a corporation. The research findings indicate that the inclusion of dividend pa

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Addury, Multazam Mansyur, Nur Hishaly GH, Muh Dzulfikar Izzaturrahman, and Dian Resky Pangestu. "Performance Analysis of Islamic Banks Using Error Correction Model." Etihad: Journal of Islamic Banking and Finance 4, no. 1 (2024): 27–37. http://dx.doi.org/10.21154/etihad.v4i1.9336.

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Introduction: The analysis of Islamic banking performance is a frequent subject of discussion in various literature. One factor that makes Islamic banks an exciting object of research is their role as Sharia-based intermediary institutions and their contribution to the effectiveness of monetary policy. This study aims to analyze the impact of CAR, NPF, FDR, and BOPO on the performance of Islamic banks measured by ROA and NOM. Research Methods: This quantitative research uses secondary data from Islamic Banking Statistics covering the period from January 2015 to December 2023. The data analysis

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Tserng, H. Ping, Po-Cheng Chen, Wen-Haw Huang, Man Cheng Lei, and Quang Hung Tran. "PREDICTION OF DEFAULT PROBABILITY FOR CONSTRUCTION FIRMS USING THE LOGIT MODEL." JOURNAL OF CIVIL ENGINEERING AND MANAGEMENT 20, no. 2 (2014): 247–55. http://dx.doi.org/10.3846/13923730.2013.801886.

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Recently, the high incidence of construction firm bankruptcies has underlined the importance of forecasting defaults in the construction industry. Early warning systems need to be developed to prevent or avert contractor default; additionally, this evaluation result could facilitate the selection of firms as collaboration or investment partners. Financial statements are considered one of the key basic evaluation tools for demonstrating firm strength. This investigation provides a framework for assessing the probability of construction contractor default based on financial ratios by using the L

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Liu, Xiaoyang, and Jiaqi Zhang. "Research on Financial Performance Evaluation of Logistics Enterprises based on Factor Analysis." BCP Business & Management 18 (April 13, 2022): 6–13. http://dx.doi.org/10.54691/bcpbm.v18i.528.

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Financial performance uses objective data reflect the enterprises' existing operation capacity and predictable future development expectations, and it is an important sign whether enterprise strategy can contribute to financial performance. Based on this, this paper adopts the factor analysis model, takes 21 domestic listed logistics enterprises as the research objects, and focuses on the analysis and evaluation from four aspects: profitability, solvency, operation ability and growth ability, and carries out comparative study on various indexes of state-owned logistics enterprises and private

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Zeng, Xianfu, and Jayson Xu. "Research on financial early warning of listed companies based on factor analysis and logistic regression." Advances in Economics and Management Research 4, no. 1 (2023): 52. http://dx.doi.org/10.56028/aemr.4.1.52.2023.

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The establishment of an accurate, effective, sensitive and stable financial crisis early warning model for listed companies has a role that cannot be underestimated for the stability and healthy development of China's financial order. In this paper, financial statements of listed companies in Shanghai and Shenzhen Stock markets from 2018 to 2021 were selected as sample data. On the basis of the four traditional financial indicators, namely profitability, solvency, operating ability and development ability, two new financial indicators, namely profit quality and market valuation, were added. Th

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Doppegieter, J. J., and I. J. Lambrechts. "A sensitivity analysis of price formulae." South African Journal of Business Management 16, no. 4 (1985): 181–84. http://dx.doi.org/10.4102/sajbm.v16i4.1093.

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This is the last in a series of four articles. In the first article two price formulae were discussed and in the subsequent two articles two methods of analysis were demonstrated. In this article a third method of analysis concerning the sensitivity of some selected model parameters is presented. Four parameters have been selected, i.e. the allowed profitability rate, the inflation rate, the growth rate, and the statutory tax rate. The value of each factor has been increased and decreased by 10% to test the sensitivity of each. In both price formulae the allowed profitability rate has the high

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Indrianasari, Neny Tri, Sochib Sochib, and Riza Ramadhan. "Extended Value Added Intellectual Coefficient Plus (E-Vaic Plus) for the Development of Shari'a Banking Intellectual Capital." Assets : Jurnal Ilmiah Ilmu Akuntansi, Keuangan dan Pajak 7, no. 2 (2023): 38–46. https://doi.org/10.30741/assets.v7i2.1066.

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This study examines and analyzes the Intellectual Capital Development of Islamic Banking withE-VAIC Plus. The various and different findings and results from research on the measurement of Intellectual Capital provide an opportunity to test and analyze various factors that influence the measurement of Islamic banking Intellectual Capital. The variables used to test the model in this study are using VAICE-VAIC Plus uses four components, namely HCE, SCE, RCE, and CEE. This research includes causality research. The population in this study were 24 BPRS in East Java Province. The data collection t

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Shimizu, Juichiro, Koji Todaka, and Daniel Burkhoff. "Load dependence of ventricular performance explained by model of calcium-myofilament interactions." American Journal of Physiology-Heart and Circulatory Physiology 282, no. 3 (2002): H1081—H1091. http://dx.doi.org/10.1152/ajpheart.00498.2001.

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Although a simple concept of load-independent behavior of the intact heart evolved from early studies of isolated, intact blood-perfused hearts, more recent studies showed that, as in isolated muscle, the mode of contraction (isovolumic vs. ejection) impacts on end-systolic elastance. The purpose of the present study was to test whether a four-state model of myofilament interactions with length-dependent rate constants could explain the complex contractile behavior of the intact, ejecting heart. Studies were performed in isolated, blood-perfused canine hearts with intracellular calcium transie

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Al-Duleimy, Haidar Hamza Jody, and Shatha Abdul Hussein Jebur. "Working Capital Optimization: A Supply Chain Perspective." Webology 18, Special Issue 04 (2021): 581–90. http://dx.doi.org/10.14704/web/v18si04/web18150.

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The reason for this study is to examine the effect of working capital optimization on the efficiency of Iraqi companies across various industries. The study uses least square model and panel data used for four industries. The analysis gives empirical confirmation that cash conversion cycle used as a proxy of working capital and impact significantly and negatively impact on profitability of the firm and also firm level control factor age and industry influence on the firm performance. Such results indicate that administration can improve organizational profitability by reducing its working capi

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Supriyadi, Apit, Mini Wijaya, and Tedy Fardiansyah. "ANALYZE REFRIGERATOR TOOLING INVESTMENT LIVIA MODEL AT PT LG ELECTRONICS INDONESIA." Journal of Applied Finance & Accounting 1, no. 1 (2008): 1–24. http://dx.doi.org/10.21512/jafa.v1i1.2.

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For a large firm like PT LG Electronics Indonesia (LGEIN), which has resulted in high manufacturing utilization, require a few percent reductions in component prices every year. The one of potential project for cost reduction is tooling investment. After Livia is produced and the expenditure of new tooling is made, it is continually faced with the problem that current method computing profits are conventional without considering the expenditure of tooling in the long run. Finally, a firm’s capital budgeting decisions is needed because it defines its strategic direction. Four primary methods in

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Gholami, Khalil, and Kirsi Tirri. "The Cultural Dependence of the Ethical Sensitivity Scale Questionnaire: The Case of Iranian Kurdish Teachers." Education Research International 2012 (2012): 1–9. http://dx.doi.org/10.1155/2012/387027.

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A good theory-based tool for measuring ethical sensitivity, which is usable in different contexts, is scarce. In this study, we examined the Ethical Sensitivity Scale Questionnaire (ESSQ) in line with its seven-dimension structure. The scale was presented to a sample of 556 Iranian Kurdish teachers in primary, middle, and high schools. A confirmatory factor analysis was conducted to scrutinize the original factor structure of the ESSQ. The results confirmed that the ESSQ supports a reasonable model fit to study the seven dimensions of ethical sensitivity as it was developed in the original stu

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Cherep, Alla V., and Valeriia S. Chekhovska. "An Analysis of the Probability of Bankruptcy of PJSC «Zaporizhzhiaoblenergo»." Business Inform 10, no. 561 (2024): 308–14. https://doi.org/10.32983/2222-4459-2024-10-308-314.

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PJSC «Zaporizhzhiaoblenergo» is one of the four largest energy distribution companies in Ukraine. The purpose of the distribution system operator in question is to ensure reliable and uninterrupted provision of electricity distribution services in the territory of Zaporizhzhia region, which is the main activity of the enterprise. The aim of the present study is to conduct a financial analysis, due to the need to assess the financial condition of the enterprise, its business activities in order to timely identify and eliminate violations in the activities of the economic entity, which will furt

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Zhou, Junxing. "Stock Selection in Context of Ratio Analysis from Perspectives of Valuation, Growth, Profitability and Payout." BCP Business & Management 38 (March 2, 2023): 508–15. http://dx.doi.org/10.54691/bcpbm.v38i.3733.

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Stock selection has always been a heated topic in both daily discussion and academic research. There were already plenty of researches that provided deep insights into the catalysts of stock performances, e.g., CAPM and Fama-French Three Factor Model. Among previous literatures, four dimensions that can best predict the return of stocks are identified, i.e., valuation, growth, profitability and payout, respectively. This paper intends to analyze stocks performances in the US stock market from 2016 to 2021 based on these four perspectives and provide an ideal investment target to concerned inve

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Qin, Ziyun, and Shuyang Tian. "Financial Analysis of NVIDIA Enterprises Based on Harvard Analytical Framework." Highlights in Business, Economics and Management 40 (September 1, 2024): 161–69. http://dx.doi.org/10.54097/h8775178.

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Based on the financial data of NVIDIA from 2018 to 2023, the Harvard analysis framework is used to analyze the enterprise from four perspectives: strategy, accounting, finance, and prospects. By constructing the model at the strategic level and studying the key indicators at the accounting and financial levels, it is found that the enterprise has good debt-paying ability, profitability, operation ability, and growth ability. As a technology-driven company, NVIDIA should continue to invest in the research and development of new technologies and products. Meanwhile, while NVIDIA has a leading po

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Giezeman, M. J., E. VanBavel, C. A. Grimbergen, and J. A. Spaan. "Compliance of isolated porcine coronary small arteries and coronary pressure-flow relations." American Journal of Physiology-Heart and Circulatory Physiology 267, no. 3 (1994): H1190—H1198. http://dx.doi.org/10.1152/ajpheart.1994.267.3.h1190.

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Compliance of small arteries is important for the interpretation of arterial pressure-flow relations. Six coronary small arteries (mean diameter 189 +/- 46 microns) were cannulated. Pressure-cross-sectional area (CSA) relations were obtained from isolated vessels by slowly varying pressure between 10 and 120 mmHg. Subsequently, small pressure variations were superimposed on constant mean pressures of 10, 30, and 50 mmHg with frequencies of 0.1-10 Hz. Normalized compliance (C0) was calculated as the compliance divided by the CSA at 50 mmHg. In vessels without tone, static C0 was 27.5 +/- 8.9, 6

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Hilorme, Tetiana, Liliya Nakashydze, Alexander Tonkoshkur, et al. "Devising a calculation method for determining the impact of design features of solar panels on performance." Eastern-European Journal of Enterprise Technologies 3, no. 8 (123) (2023): 30–36. http://dx.doi.org/10.15587/1729-4061.2023.280740.

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An actual scientific and practical task related to the sustainable development of the country’s energy sector is to forecast parameters and predict the conditions of operation of solar cells and solar batteries in regular and non-regular situations. It is emphasized that this makes it possible to provide solar energy with high efficiency indicators, in particular, the indicator of profitability on invested capital in the construction of solar panels. The main specific research method is regression analysis – to build a forecast model of the total amount of generated energy of solar panels in g

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AL-NOWAISER, A. A., MURAT ÖZER, and M. O. TAHA. "A NONSINGULAR UNIVERSE IN STRING COSMOLOGY." International Journal of Modern Physics D 08, no. 01 (1999): 43–49. http://dx.doi.org/10.1142/s0218271899000055.

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We consider the low-energy effective string action in four dimensions including the leading order-α′ terms. An exact homogeneous solution is obtained. It represents a nonsingular expanding cosmological model in which the tensor fields tend to vanish as t→∞. The scale factor a(t) of the very early universe in this model has the time dependence [Formula: see text]. The violation of the strong energy condition of classical General Relativity to avoid the initial singularity requires that the central charge deficit of the theory be larger than a certain value. The significance of this solution is

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HAGHIGHAT, M., I. MOTIE, and Z. REZAEI. "CHARGED LEPTON ELECTRIC DIPOLE MOMENT ENHANCEMENT IN THE LORENTZ VIOLATED EXTENSION OF THE STANDARD MODEL." International Journal of Modern Physics A 28, no. 24 (2013): 1350115. http://dx.doi.org/10.1142/s0217751x13501157.

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We consider the Lorentz violated extension of the standard model. In this framework, there are terms that explicitly violate CP-symmetry. We examine the CPT-even dμν-term to find the electric dipole moment of charged leptons. We show that the form factors besides the momentum transfer, depend on a new Lorentz-scalar, constructing by dμν and the four momenta of the lepton, as well. Such an energy dependence of the electric dipole form factor leads to an enhancement of the lepton electric dipole moment at high energy, even at the zero momentum transfer. We show that at [Formula: see text] the el

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