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Academic literature on the topic 'Stock ratio'

Author: Grafiati

Published: 4 June 2021

Last updated: 30 May 2022

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Journal articles on the topic "Stock ratio"

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Rabbani, Muhammad Fadhil, and Harjum Muharam. "Value stock and growth stock on Indonesia stock exchange after global crisis." Diponegoro International Journal of Business 1, no. 1 (March 18, 2018): 8. http://dx.doi.org/10.14710/dijb.1.1.2018.8-13.

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This study was conducted to determine whether there are differences between the stock return of value stocks and growth stock in Indonesia before and after the world financial crisis that occurred in 2008. To investigate the difference, the stocks formed into a portfolio that is based on the 2002 calculated in 2002 and 2009 when the world financial crisis has ended. The formation of the portfolio based on stocks that have gone public before 2000 and have the complete data during the study period. For the determination of the categories of stocks used Price-to-Earnings ratio, price-to-book ratio and price-to-cash flow ratio. Shares of stock that has a very high ratio will be eliminate to avoid bias that may occur if the stocks are still included. Similarly, the stocks of which are negative because they do not meet the criteria as a value stock. Then ANOVA test conducted to determine differences in returns and Sharpe ratio on the portfolio which was formed in 2002 and in 2009. Results from this studies are not found differences in returns and Sharpe ratio on both the portfolio. This indicates that the formation of the portfolio by value stocks and growth stock can not be used as a guide to get a high return.

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Zhang, Xiao-Jun. "Book-to-Market Ratio and Skewness of Stock Returns." Accounting Review 88, no. 6 (June 1, 2013): 2213–40. http://dx.doi.org/10.2308/accr-50524.

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ABSTRACT: This study demonstrates that stocks with low book-to-market ratios, also known as glamour stocks, have significantly more positive skewness in their return distributions compared to the return distributions of value stocks with high book-to-market ratios. The premium (discount) investors apply to these glamour (value) stocks also correlates significantly with the difference in return skewness. These findings suggest that the value/glamour-stock puzzle is partially explained by investor preference for positive skewness in stock returns. Such preference for skewness, which is consistent with investors having inverse S-shaped utility functions, is observed in such consumer behaviors as lottery purchases and gambling. This paper further documents significant predictive power of accounting-based measures, such as the book rate of return, with respect to the skewness of stock returns. Data Availability: Data are available from sources identified in the paper.

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Catherine, Happy, and Robiyanto Robiyanto. "PERFORMANCE EVALUATION OF LQ45 STOCKS IN THE INDONESIA STOCK EXCHANGE DURING PERIOD OF 2016-2018." Journal of Management and Entrepreneurship Research 1, no. 1 (July 1, 2020): 37–44. http://dx.doi.org/10.34001/jmer.2020.6.01.1-4.

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Objective: This study investigates the performance evaluation of each LQ45 stock in the Indonesia Stock Exchange conducted by using the Sharpe Index, Treynor Ratio, Jensen Alpha, Sortino Ratio, and Information Ratio. Stocks evaluated are those that consistently listed in the LQ45 index during 2016-2018. Research Design & Methods: The number of samples used in this study was 32 stocks taken using a purposive sampling technique. The data used in this study are the monthly closing price of stocks, the composite stock price index, and the BI 7-day Repo Rate interest rate data. Findings: The results of this study show that not all stocks included in the LQ45 index have good performances. The results of this study show that BBCA stock is the best stocks based on Sharpe Index and Information Ratio. Based on the Jensen Alpha method and the Sortino Ratio, PTBA stock is the best stocks. As for the Treynor Ratio method, the best stock is INCO. Recommendations: There is a blemish in research for further research that is expanding the scope of research, not only companies included in LQ45. Future studies can analyze portfolios consisting of LQ45 stocks and updating periods because stock performance is cyclical. Contribution & Value Added: This research contributes to the analysis of LQ45 stock performance based on five methods including Sortino and Information Ratio that are rarely used and show differences in the results of the five stock performance indices.

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Nalurita, Febria. "THE EFFECT OF PROFITABILITY RATIO, SOLVABILITY RATIO, MARKET RATIO ON STOCK RETURN." Business and Entrepreneurial Review 15, no. 1 (August 30, 2017): 73. http://dx.doi.org/10.25105/ber.v15i1.2080.

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This research performed in order to test influence of fundamental factor (ROA, DER and PER) on stock return both simultaneously and partially, on Property, Real Estate and Construction companies that listed in Indonesia Stock Exchange for period 2010-2014.<br />Secondary data is used and collected based on time series and cross section from 2010 up to 2014. The total study sample was 38 Property, Real Estate and Construction companies that is determined through purposive sampling. The research uses panel data regression model and processed with the EVIEWS 9 program. Hausman test used in this study shows Random Effect Model (REM) as data estimation technique.<br />The result of this research, the partial inferred Debt to Equity Ratio (DER)have significant effect on stock return. Return on Asset (ROA) and Price Earning Ratio (PER) don’t have significance effect on stock return. Result of this research indicate that fundamental factor performance Debt to Equity Ratio (DER) used by investor to predict stock return of Property, Real Estate and Construction companies that listed in Indonesia Stock Exchange at period 2010-2014.<br />Simultaneously the fundamental factors Return on Assets (ROA), Debt to Equity Ratio (DER) and Price Earning Ratio (PER) significantly effect the stock return on the Property, Real Estate and Construction companies.<br />The sample in this study only Property, Real Estate and Construction companies that only has a specification in the type of business sample firms, then the influence of the independent variables only describe the affect specifically on the Property, Real Estate and Construction sectors.

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Bogdan, Siniša, Suzana Bareša, and Saša Ivanović. "Measuring liquidity on stock market: impact on liquidity ratio." Tourism and hospitality management 18, no. 2 (2012): 183–93. http://dx.doi.org/10.20867/thm.18.2.2.

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The purpose – It is important to emphasize that liquidity on Croatian stock market is low, the purpose of this paper is to test empirically and find out which variables make crucial role in decision making process of investing in stocks. Design – This paper explores the impact of various liquidity variables on liquidity ratio since it is still insufficiently researched topic. Methodology –This research uses secondary and primary data available from Croatian stock market. Considering primary data this paper use daily data from Zagreb stock exchange for 196 stocks traded in one year, with the purpose of finding the key variables that make up some stocks more attractive to investors. Liquidity is measured with Amihud's liquidity ratio, which shows the amount of capital sufficient to change price by 1%. Approach – With more than 61.035 input data, using the method of multiple regression, this paper examined the influence of different variables on the stock liquidity on Croatian capital market. Findings – Key findings of this paper indicate that size of firm measured by market capitalization, number of issued stocks and achieved volume affects liquidity ratio. This paper uses multiple regression, and correlation matrix to show dependence among liquidity variables. There is strong correlation coefficient among liquidity variables and liquidity ratio, results are statistically significant. The originality of this research – The originality of this work rises from the obtained research results and the fact that this is first paper that studies problem of stock liquidity on Croatian capital market.

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Sari, Eka Maya, and Tri Gunarsih. "Apakah Kinerja Saham Syariah Lebih Baik Dibandingkan Saham Non-Syariah pada Tahun 2018-2019?" Telaah Bisnis 21, no. 1 (April 16, 2021): 57. http://dx.doi.org/10.35917/tb.v21i1.202.

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There are two considerations that investors need to notice if they want to invest in the capital market, namely, return and risk. An investor needs to diversify to gain benefits and minimize risk by forming the optimal stock portfolios. This research analyzes the differences between Islamic stock (based on JII) and non-Islamic stock (based on LQ45) stock portfolio investment using the single index model. The samples were consistently listed on the JII and LQ45 stock indices in January 2018-December 2019. There are 35 stocks for the LQ45 stock index and 25 stocks on the JII stock index. Sharia stocks' optimal portfolio comprises three stocks, while the optimal portfolio of non-Islamic stocks shall consist of four stocks. The Independent Sample T-Test was implemented to analyze the differences between the Islamic (JII) and non-Islamic (LQ45) optimal stock portfolios based on the Sharpe Ratio, Jensen Ratio, and Treynor Ratio. The results show that there is no significant difference between Islamic and non-Islamic stocks.

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Soraya, Elly, and Anis Lutfiati. "PENGARUH DEVIDEN PAYOUT RATIO, LEVERAGE, DAN SUKU BUNGA TERHADAP BETA SAHAM." Kinerja 3, no. 1 (March 4, 2021): 139–48. http://dx.doi.org/10.34005/kinerja.v3i1.1283.

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This study aims to determine the effect of Dividend Payout Ratio (DPR), Leverage, and Interest Rates on Stock Beta in stocks listed on the Jakarta Islamic Index for the 2013-2019 period. The object of this research is the stocks that are consecutively included in the top 30 during the 2013-2019 period and always publish annual financial reports, namely 10 companies that are sampled. The results of this study indicate that simultaneously the dividend payout ratio (DPR), Leverage, and Interest Rate variables have a significant effect on Stock Beta. Partially Payout Ratio (DPR), Leverage, and Interest Rate have a significant effect on Stock Beta. The coefficient of determination (R Square), Dividend Payout Ratio (DPR), Leverage, and Interest Rate on Stock Beta is 41%. This shows that the Dividend Payout Ratio (DPR), Leverage, and Interest Rate can explain 41% of Stock Beta, while the remaining 59% is influenced by other factors.

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Li, George. "Growth options, dividend payout ratios and stock returns." Studies in Economics and Finance 33, no. 4 (October 3, 2016): 638–59. http://dx.doi.org/10.1108/sef-08-2015-0195.

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Purpose This paper aims to examine the impact of the dividend payout ratio on future stock returns and momentum strategies. Design/methodology/approach The author uses the portfolio sorting approach used in the momentum literature to examine this impact. Findings First, the author shows that the returns for the winner stocks tend to be the largest if no dividends are paid and then decrease with the dividend payout ratio; the returns for the loser stocks tend to have an inverted U-shaped relationship with the dividend payout ratio, but the zero-dividend loser stocks have the smallest return; and the returns for the stocks between the winners and the losers tend to remain similar, regardless of the dividend payout ratio. Second, the author shows that momentum profit is the largest for the stocks that do not make dividend payment but appear similar for the stocks that pay dividends. The author's empirical findings imply that stock price momentum is a function of the dividend payout ratio, growth stock momentum tends to be much stronger than value stock momentum and no-dividend stock momentum beats dividend stock momentum. In fact, when the dividend payout ratio is considered, momentum profit can be improved by up to 63 per cent. Originality/value This paper is the first one to examine the impact of dividend payout ratios on future stock returns and momentum profit, and it obtained many interesting empirical results. In addition, unlike most studies in the momentum literature that use behavioral theory to explain empirical findings, this paper uses the growth option idea to present a rational explanation for the empirical results in this paper.

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Ramadani, Suci, Sri Mulyati, and Icih Icih. "PENGARUH DIVIDEN PAYOUT RATIO, FINANCIAL LEVERAGE DAN PROFITABILITAS TERHADAP BETA SAHAM." TSARWATICA (Islamic Economic, Accounting, and Management Journal) 1, no. 01 (July 12, 2019): 29–44. http://dx.doi.org/10.35310/tsarwatica.v1i01.79.

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Jakarta Islamic Index is an index comprised of stocks that meet various criteria sharia. Islamic stocks beta is a measure of the risk of the shares belonging to sharia. This study aims to examine and determine the influence of fundamental factors to Islamic stock beta. Object of this research is the company that makes the Jakarta Islamic Index years 2011-2013, with purposive sampling technique gained 12 companies as the study sample. The independent variabel in this study is dividend payout ratio (DPR), financial leverage (FL) and profitability. This research using multiple regression analysis to test the hypotesis. Result showed that the variables dividen payout ratio has no effect on beta Islamic stock. Variable financial leverage and profitability variables significant positive effect on beta Islamic stock. Simultaneous dividen payout ratio, financial leverage and profitability significantly to the beta having an Islamic stock

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Abd-Alla, Mustafa Hussein. "COVID-19 crisis as a systematic risk: an empirical study in the egyptian stock market." Journal of Financial Studies 5, no. 9 (November 15, 2020): 94–108. http://dx.doi.org/10.55654/jfs.2021.5.9.08.

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"This paper examines the ability of beta (β) to measure the systematic risks posed by the COVID-19 crisis and analyzes the impact of the COVID-19 crisis on stock returns for a sample of 50 stocks, grouped on the basis of size and value in the Egyptian Stock Market. CAPM beta of the stock was used to represent the systematic risk stocks, market capitalization was used to construct the large and small stocks portfolios and the book-to-market equity ratio was used to construct high medium and small portfolios. The results showed that systematic risks measured by beta increased after COVID-19 crisis for all sample stocks, the portfolios consisting of stocks with high and medium B/M ratio and the portfolios consisting of small capitalization stocks and big capitalization stocks. However, the COVID-19 crisis has no effect on systematic risks for the portfolio consisting of stocks with low B/M ratio. The results also indicated that stock returns decreased after the COVID-19 crisis for all sample stocks, the portfolios consisting of stocks with low B/M ratio and the portfolios consisting of big stocks. However, the COVID-19 crisis does not affect stock returns for the portfolios consisting of stocks with high and medium B/M ratio and the portfolios consisting of small stocks. "

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Dissertations / Theses on the topic "Stock ratio"

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Jeon, Kyung-Seong. "An examination of stock market properties : vector autoregression approach /." free to MU campus, to others for purchase, 1997. http://wwwlib.umi.com/cr/mo/fullcit?p9841304.

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Altaf, Saadia, and Ghenadie Cospormac. "Demutualization of stock exchanges : A case study : London Stock Exchange and Hong Kong Stock Exchange." Thesis, University of Skövde, School of Technology and Society, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-3129.

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The focus of this study is to evaluate the impact of corporate ownership structure on the overall performance of stock exchanges. This study distinguishes in particular mutual versus demutualized ownership. London Stock Exchange and Hong Kong Stock Exchange are chosen as study cases, because London Stock Exchange is one of the world leading stock exchanges and Hong Kong Stock Exchange is definitely one of the most important emerging market stock exchanges. That is why the results obtained by comparing these two stock exchanges could serve as good indicator in understanding the effects of demutualization process on the whole stock exchange sector and retain the subtle differences in micro-behavior of the stock exchanges undergone the same transformation.

In this paper the simple descriptive statistics is used as the method of analysis, in association to a profound review of the literature in this area. The data illuminate the fact that demutualized stock exchanges hold a stronger operating performance and a better performance in term of shareholder’s return than mutual exchanges. The result is generally in line with the basic theories in the area of corporate governance and empirical studies in this specific area like Aggarwal (2006), Mendiola and O’Hara (2003) and Hart and Moore (1996).

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Luthuli, Sandile. "A study into the relationship between the price earnings ratio and the price book ratio on the JSE Securities Exchange." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/52143.

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Thesis (MBA)--Stellenbosch University, 2001.
ENGLISH ABSTRACT: Academics, analysts and investors have always been intrigued by, and have always sought to identify with certainty, factors that determine investment returns and share price movements. In 1953 Maurice Kendall, following on the work of Louis Bachelier, made the revelation that share price movements followed a random pattern, i.e. they could not be predicted with certainty. Through continual research, two schools of thought emerged - fundamental and technical analysis. The fundamentalists' perspective is that through thorough due diligence analysis of current and historical data, one will be able to identify good investment prospects.The latter stipulates that future price movements can be predicted from previous price movements, i.e. historical patterns replicate themselves over time. The random walk theory suggested by Kendall was followed by the Capital Asset Pricing Model (CAPM) as developed and refined by Sharpe (1964), Lintner (1965) and Black (1972). The CAPMrecognised risk (beta) as the key explanatory variable of returns. The CAPMremains the backbone of modern financial theory and is the basis against which all new developmentsare measured. Subsequent studies have attempted to find other explanatory variables of return other than beta. Banz (1981) found evidence of a relationship between size and returns later referred to as the size effect. Chen (1981 and 1983) found that after adjusting for risk factors, the size effect did not yield high returns adequately, thus challenging Banz's findings. In 1985, Chan, Chen and Hsieh using macro and micro economic variables found that given more accurate estimates of beta, no sized-based differences in returns could be observed. Reinganumin 1981 found evidence of high earnings-price (EjP) shares yielding abnormally high returns. He further found a strong relationship between size and earnings-to-price (EjP) ratio. Bhandari (1988) suggested that in addition to beta and size, leverage also played an important explanatory role of returns. Related studies by Basu (1977), Chan, Hamao and Lakonishok (1991) and Jegadeesh (1992) found a multi-variable explanation of returns - market equity, beta, EjP ratio, size and other non-market factors. The combination of these factors led to the conclusion that the CAPM model had been misspecified. Fama and French (1992 and 1995) expanded the research and sought to establish the multi-dimensionality of beta. They found, inter alia, that equities with a high book value vis-a-vis their price realised higher returns than their counterparts. They further found profitability to be positively related to size. This led to a new ratio in financial analysis, the price book ratio (PB). The PB ratio has never emerged as a prominent analytical tool in the financial sector and has historically been superseded by the price earnings (PE) ratio. The author therefore seeks to establish the raison d' etre for the status quo by undertaking an empirical study of the JSE Securities Exchange for the period commencing 1989 and ending 1998. Using financial data obtainable from annual financial statements, the author proceeded to calculate PE and PB ratios. Tracing the mathematical derivation of the two ratios and using the Pearson correlation coefficient, trend analysis and the Spearman Rank correlation test, the author found that there exists prima facie evidence to suggest that the PE ratio could be used as a proxy for the PB ratio. This offers a partial explanation of the inconspicuous role of the PB ratio as an explanatory tool.
AFRIKAANSE OPSOMMING: Akademici, analiste en beleggers stel steeds belang in en strewe om faktore wat beleggingsopbrengste en aandeleprysbewegings bepaal, met sekerheid te identifiseer. In 1953 het Maurice Kendal, gebaseer op die werk van Louis Bachelier, getoon dat aandelepryse 'n ewekansige patroon volg en as gevolg hiervan nie met sekerheid voorspel kan word nie. Navorsing het twee denkrigtings tot gevolg gehad naamlik fundamentele ontleding en tegniese analise. Fundamentele ontleding veronderstel dat winsgewende beleggingsgeleenthede vanuit 'n deeglik oorweegde impak analise van huidige en historiese data gemaak kan word. Tegniese analise stel voor dat toekomstige prysbewegings uit vorige prysbewegings afgelei en voorspel kan word, óf anders gestel, dat patrone hulself oor 'n sekere periode herhaal. Die stogastiese lopie teorie van Kendall is gevolg deur die markpryswaarderingsmodel (MPM) wat deur Sharpe (1964), Lintner (1965) en Black (1972) ontwikkel en verfyn is. Die MPM stel risiko (beta) as 'n sentrale veranderlike wat opbrengste voorspel. Die MPM vorm steeds die primêre uitgangspunt van finansiële teorie en die basis waaraan nuwe ontwikkelings gemeet word. Voortspruitend uit die voorafgaande studies, is daar gepoog om verdere veranderlikes anders as beta te ondersoek wat opbrengste voorspel. Banz (1981) toon aan dat daar 'n verhouding bestaan tussen grootte en opbrengste - naamlik die grootte-effek. Chen (1981 en 1983) het die gevolgtrekking gemaak dat die grootte-effek nie genoegsame hoë opbrengste lewer nadat risikofaktore in berekening gebring is nie. Gevolglik is Banz se bevindinge bevraagteken. In 1985 het Chan, Chen en Hsieh deur die gebruik van makro en mikro-ekonomiese veranderlikes bevind dat, gegewe 'n meer akkurate bepaling van beta, geen grootte gebaseerde opbrengste waargeneem kon word nie. Reinganum (1981) bevind dat bewyse bestaan dat aandele met hoë verdienste-prys abnormaal hoë opbrengste getoon het. Sterk verhoudings tussen grootte en die aandeel se prysverdienste verhouding is waargeneem. Bhandari (1988), in verdere navorsing in hierdie verband, stel dat in aanvulling tot die gebruik van die beta-koëffisient en grootte, hefboomwerking ook 'n belangrike bydrae lewer in die bepaling van opbrengste. Verbandhoudende studies deur Basu (1977), Chan, Hamao en Lakonishok (1991) en Jegadeesh (1992) stel dat opbrengste verduidelik kan word aan die hand van verskeie veranderlikes, naamlik markekwiteit, beta, prysverdienste verhouding, grootte en ander nie-markverwante faktore. Die kombinering van hierdie faktore het gelei tot die gevolgtrekking dat die MPM model verkeerd gespesifiseerd was. Fama en French (1992 en 1995) se navorsing poog om die multi-dimensionaliteit van beta te bepaal. Hulle bevind onder andere dat aandele wat 'n hoë boekwaarde teenoor prys, 'n hoër verdienste of opbrengs oplewer as ander aandele. Verder is bevind dat 'n positiewe korrelasie tussen winsgewendheid en grootte bestaan. Dit het gelei tot 'n nuwe verhouding in finansiële analise, naamlik die prys-tot-boek verhouding (PB). Die PB-verhouding het egter nooit in die finansiële sektor gerealiseer as 'n prominente analitiese metode nie en word histories deur die prysverdienste verhouding oorskadu. Die skrywer wil gevolglik die raison d' etre vasstel vir die status quo deur 'n empiriese studie van die Johannesburgse Effektebeurs vir die periode 1989 tot 1998 te onderneem. Deur jaarlikse finansiële state te ontleed, is die prysverdienste en prys-tot-boek verhoudings bereken. Deur 'n wiskundige afleiding van die twee verhoudings te maak, die Pearson korrelasiekoëffisient, tendensanalise en die Spearman rang korrelasiekoëffisienttoets te gebruik, het die skrywer bevind dat daar prima facie getuienis bestaan dat die prysverdienste verhouding ook gebruik kan word as 'n ekwivalent vir die prys-tot-boek verhouding. Dit bied 'n gedeeltelike verklaring van die ontoereikende rol van die prys-tot- boek verhouding as 'n verklarende veranderlike.

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Yam, Chan-yin Rua, and 任燦賢. "Earnings/price ratio anomaly of the Hong Kong stock market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1988. http://hub.hku.hk/bib/B31264190.

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Castro, Andressa Souza Campos Monteiro. "Consumption-wealth ratio and expected stock returns: evidence from panel data." reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/13668.

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This paper investigates the role of consumption-wealth ratio on predicting future stock returns through a panel approach. We follow the theoretical framework proposed by Lettau and Ludvigson (2001), in which a model derived from a nonlinear consumer’s budget constraint is used to settle the link between consumption-wealth ratio and stock returns. Using G7’s quarterly aggregate and financial data ranging from the first quarter of 1981 to the first quarter of 2014, we set an unbalanced panel that we use for both estimating the parameters of the cointegrating residual from the shared trend among consumption, asset wealth and labor income, cay, and performing in and out-of-sample forecasting regressions. Due to the panel structure, we propose different methodologies of estimating cay and making forecasts from the one applied by Lettau and Ludvigson (2001). The results indicate that cay is in fact a strong and robust predictor of future stock return at intermediate and long horizons, but presents a poor performance on predicting one or two-quarter-ahead stock returns.

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Schuster, Tim [Verfasser], Reinhard [Akademischer Betreuer] Stock, and Joachim [Akademischer Betreuer] Stroth. "Hadron ratio fluctuations in heavy-ion collisions / Tim Schuster. Gutachter: Reinhard Stock ; Joachim Stroth. Betreuer: Reinhard Stock." Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main, 2012. http://d-nb.info/1044093579/34.

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Němec, Pavel. "Finanční analýza STOCK Plzeň a.s." Master's thesis, Vysoká škola ekonomická v Praze, 2007. http://www.nusl.cz/ntk/nusl-8797.

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The subject is financial analysis of STOCK Plzeň a.s. The aim of the thesis is propose the analysisi of ekonomical and financial situation of the company. The analysis refers to stage ang progress of the company between the years 2002 - 2006. Especially due to accounting reports.

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Kane, Gregory D. "Accounting data and stock returns across business-cycle associated valuation change periods." Diss., This resource online, 1992. http://scholar.lib.vt.edu/theses/available/etd-07282008-134006/.

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Kougoulis, Periklis Markos. "Essays on a generalized variance-ratio statistic and the comovement of stock returns." Thesis, University of Essex, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.435256.

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Xu, Weijun Banking &amp Finance Australian School of Business UNSW. "Optimal hedging strategy in stock index future markets." Awarded by:University of New South Wales. Banking & Finance, 2009. http://handle.unsw.edu.au/1959.4/43728.

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In this thesis we search for optimal hedging strategy in stock index futures markets by providing a comprehensive comparison of variety types of models in the related literature. We concentrate on the strategy that minimizes portfolio risk, i.e., minimum variance hedge ratio (MVHR) estimated from a range of time series models with different assumptions of market volatility. There are linear regression models assuming time-invariant volatility; GARCH-type models capturing time-varying volatility, Markov regime switching (MRS) regression models assuming state-varying volatility, and MRS-GARCH models capturing both time-varying and state-varying volatility. We use both Maximum Likelihood Estimation (MLE) and Bayesian Gibbs-Sampling approach to estimate the models with four commonly used index futures contracts: S&P 500, FTSE 100, Nikkei 225 and Hang Seng index futures. We apply risk reduction and utility maximization criterions to evaluate hedging performance of MVHRs estimated from these models. The in-sample results show that the optimal hedging strategy for the S&P 500 and the Hang Seng index futures contracts is the MVHR estimated using the MRS-OLS model, while the optimal hedging strategy for the Nikkei 225 and the FTSE 100 futures contracts is the MVHR estimated using the Asymmetric-Diagonal-BEKK-GARCH and the Asymmetric-DCC-GARCH model, respectively. As in the out-of sample investigation, the time-varying models such as the BEKK-GARCH models especially the Scalar-BEKK model outperform those state-varying MRS models in majority of futures contracts in both one-step- and multiple-step-ahead forecast cases. Overall the evidence suggests that there is no single model that can consistently produce the best strategy across different index futures contracts. Moreover, using more sophisticated models such as MRS-GARCH models provide some benefits compared with their corresponding single-state GARCH models in the in-sample case but not in the out-of-sample case. While comparing with other types of models MRS-GARCH models do not necessarily improve hedging efficiency. Furthermore, there is evidence that using Bayesian Gibbs-sampling approach to estimate the MRS models provides investors more efficient hedging strategy compared with the MLE method.

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Books on the topic "Stock ratio"

1

Nisbet, James D. Weathering stock market storms. Jacksonville Beach, FL: Capital Books, 1994.

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Belmonte, Joseph. Buffett and beyond: Uncovering the secret ratio for superior stock selection. Hoboken: Wiley, 2015.

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The S/B stock market ratio: Profiting from legal insider trading. New York, N.Y: New York Institute of Finance, 1988.

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Ling, Zhou. Critical evaluation of the P/E ratio for Chinese stock market. Oxford: Oxford Brookes University, 2003.

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Bera, Anil K. A note on the arch effects in hedge ratio estimation: Stock index futures. Urbana-Champaign, Ill: Bureau of Economic and Business Research, 1986.

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Bhattacharyya, Hrishikes. Total management by ratios: An analytic approach to management control and stock market valuation. 2nd ed. Thousand Oaks: SAGE Publications, 2007.

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Magic numbers for stock investors: How to calculate the 25 key ratios for investing success. Singapore: J. Wiley & Sons (Asia), 2004.

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Beltratti, Andrea. The after-tax dividend-ratio model: Predictable returns and excess returns in the stock market. London: LSEFinancial Markets Group, 1990.

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Martikainen, Teppo. The individual and incremental significance of the economic determinants of stock returns and systematic risk. Vaasa: Universitas Wasaensis, 1990.

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Bhattacharyya, Hrishikes. Total management by ratios: An analytic approach to management control and stock market valuation. 2nd ed. Thousand Oaks: SAGE Publications, 2007.

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Book chapters on the topic "Stock ratio"

1

Dhankar, Raj S. "Variance Ratio Test, ARIMA Model and Stock Price Behaviour." In India Studies in Business and Economics, 95–112. New Delhi: Springer India, 2019. http://dx.doi.org/10.1007/978-81-322-3950-5_6.

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Ultsch, Alfred. "Is Log Ratio a Good Value for Measuring Return in Stock Investments?" In Advances in Data Analysis, Data Handling and Business Intelligence, 505–11. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-01044-6_46.

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Koldanov, A. P., V. A. Kalyagin, and P. M. Pardalos. "Step Down and Step Up Statistical Procedures for Stock Selection with Sharp Ratio." In Lecture Notes in Computer Science, 26–36. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-27926-8_3.

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Arora, Madhu, Miklesh Prasad Yadav, and Smita Mishra. "Random Walk Hypothesis: Evidence from the Top 10 Stock Exchanges Using the Variance Ratio Test." In Advances in Management Research, 161–70. Boca Raton, FL: CRC Press/Taylor & Francis Group, 2020. | Series: Mathematical engineering, manufacturing, and management sciences: CRC Press, 2019. http://dx.doi.org/10.1201/9780429280818-12.

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Ito, Yoshimi. "Tangential Force Ratio and Its Applications to Industrial Technologies: Anti-Vibration Steel Plate for Refrigerator and Derailment of Rolling Stock." In Thought-Evoking Approaches in Engineering Problems, 1–16. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-04120-9_1.

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Tran, Thierry, Adebayo Abass, Luis Alejandro Taborda Andrade, Arnaud Chapuis, Marcelo Precoppe, Laurent Adinsi, Alexandre Bouniol, et al. "Cost-Effective Cassava Processing: Case Study of Small-Scale Flash-Dryer Reengineering." In Root, Tuber and Banana Food System Innovations, 105–43. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-92022-7_4.

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AbstractThe development and scaling out of flash-dryer innovations for more efficient, small-scale production of high-quality cassava flour (HQCF) and starch is described. The diagnoses of cassava-processing SMEs (small and medium enterprises) revealed their energy expenditures for drying were considerably higher than those of large-scale industrial companies, which was mostly due to suboptimal design of flash-drying systems. As a result, small-scale production of cassava starch and HQCF often incurs high production costs, incompatible with market prices of final products. Taking stock of this situation, RTB scientists have developed several innovations to optimize energy efficiency and costs, including a longer drying pipe, reengineered heat exchanger, larger blower for higher air velocity, and a higher product/air ratio. This was based on numerical modelling to determine the key design features of energy-efficient flash dryers, followed by construction and demonstration of a pilot-scale prototype. As a result, improved small-scale flash dryers are now being scaled out to the private sector in various countries, using the Scaling Readiness framework and achieving 10–15% gains in productivity and incomes. A method for diagnosis of process efficiency is also described, to identify technical bottlenecks and to document and measure the outcomes and impacts during the implementation of scaling-out projects.

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Martikainen, Teppo. "Modelling Stock Price Behaviour by Financial Ratios." In Modelling for Financial Decisions, 119–38. Berlin, Heidelberg: Springer Berlin Heidelberg, 1991. http://dx.doi.org/10.1007/978-3-642-76761-6_9.

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Saxena, Krishna G., Kottapalli S. Rao, and Rakesh K. Maikhuri. "Long-Term Tracking of Multiple Benefits of Participatory Forest Restoration in Marginal Cultural Landscapes in Himalaya." In Fostering Transformative Change for Sustainability in the Context of Socio-Ecological Production Landscapes and Seascapes (SEPLS), 61–75. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-33-6761-6_4.

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AbstractThe literature is abound with references to the potential of indigenous and local knowledge (ILK) for sustainable landscape management, but empirical on-the-ground efforts that demonstrate this potential are still lacking. To identify interventions for improving the effectiveness and efficiency of forest restoration, participatory trials were set out in the Indian Himalaya, where per capita degraded land far exceeds per capita cropped/healthy forest land. Treatments were designed based on pooled indigenous and scientific knowledge taking into account farm-forest-livelihood interactions in cultural landscapes. The multipurpose tree-bamboo-medicinal herb mixed restoration plantation reached a state of economic benefit/cost ratio >1 in the eighth year and recovered 30–50% of flowering plant species and carbon stock in intact forest. The communities maintained but did not expand restoration in the absence of policies addressing their genuine needs and aspirations. Transformative change for sustainable restoration would include (1) nesting restoration in participatory, long-term, adaptive and integrated landscape development programmes, (2) formally involving communities in planning, monitoring, bioprospecting, and financial management, (3) assuring long-term funding but limited to the inputs unaffordable for local people, (4) stimulating the inquisitive minds of local people by enriching ILK and cultural heritage, (5) convincing policymakers to provide the scientific rationale behind policy stands, to support the regular interactions of communities with researchers, traders, and industrialists, to commit to genuine payment for ecosystem services in unambiguous terms at multiple spatial (household, village and village cluster) and temporal (short, medium and long-term) scales, and to support long-term participatory action research for development of “landscape restoration models” in varied socio-ecological scenarios.

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Malik, Kamal, and Manisha Malik. "The Prediction of Stock Market Trends Using the Hybrid Model SVM-ICA-GA." In Mobile Radio Communications and 5G Networks, 355–67. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-7130-5_27.

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Wu, Ming-Chya. "Damped Oscillatory Behaviors in the Ratios of Stock Market Indices." In Proceedings of the International Conference on Social Modeling and Simulation, plus Econophysics Colloquium 2014, 51–62. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-20591-5_5.

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Conference papers on the topic "Stock ratio"

1

Afrino, Januar, and Masdupi Erni. "Effect of Profitability Ratio, Solvency, Market Ratio, Andrisk Ratio on Stock Return." In Proceedings of the Third Padang International Conference On Economics Education, Economics, Business and Management, Accounting and Entrepreneurship (PICEEBA 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/piceeba-19.2019.66.

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Tekin, Bilgehan, and Seda Nur Bastak. "The Relationship of Stock Prices and Stock Market Performance Ratios in Companies Trading on Borsa Istanbul: An Application in Companies with the Highest Trading Volume." In International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02599.

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In this study, the effect of certain ratios that investors pay attention to on stock prices in Borsa Istanbul is examined. For this purpose, 30 of the stocks with which the investors traded the most were taken as a sample. In the study, 30 companies with the highest average trading volume in the analysis period were selected according to their transactions in Borsa Istanbul. The study covers the period between 2010: 1Q-2019: 4Q. Variables included in the study are stock market price, P/E ratio, trading volume, market to book ratio, beta, free float percentage. In this study, it has been tried to understand at what level the stock market prices of companies' publicly traded stocks are affected by the indicators that emerge as a result of the transactions realized in the stock exchange, rather than the ratios discussed within the scope of financial analysis and ratio analysis, examples of which are very common in the literature. Panel regression analysis was performed in the study. Before proceeding to the panel regression analysis, preliminary tests were carried out and the model was tried to be given its most suitable form. For this purpose, multicollinearity tests, cross section dependency test, second generation unit root tests, varying variance test, panel regression model selection were made. The model created in the last stage was estimated. As a result of the study, it was seen that the Price/Earnings, Transaction Volume, Market Value/Book Value and Beta variables were significantly effective on the stock market prices of the companies' stocks. Among these variables, BETA affects negatively, while other variables affect positively. The variable with the highest effect on the share price is the negative BETA coefficient and the positive direction is the trading volume.

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Pratama, Peter, and Junino Jahja. "Effect of Financial Ratio on LQ45 2019 Stock Return." In International Conference on Business and Engineering Management (ICONBEM 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.210522.024.

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Sihombing, Dedek Sriulina, and Galumbang Hutagalung. "Debt Ratio, Debt to Equity Ratio, Net Profit Margin and Return Effects on Stock Price Assets." In International Conference on Culture Heritage, Education, Sustainable Tourism, and Innovation Technologies. SCITEPRESS - Science and Technology Publications, 2020. http://dx.doi.org/10.5220/0010335605300535.

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Sari, Ati Retna, and Sulistyo Sulistyo. "Capital Adequacy Ratio, Loan to Deposit Ratio, and Efficiency Ratio on Return on Assets - Banking Companies In Indonesia Stock Exchange." In Annual Conference on Social Sciences and Humanities. SCITEPRESS - Science and Technology Publications, 2018. http://dx.doi.org/10.5220/0007420903720375.

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Yanuarti, Ika, and Helena Dewi. "The Influence of Factors Affecting Dividend Payout Ratio to Stock Price of Firms Listed in Indonesia Stock Exchange." In Proceedings of the 2019 International Conference on Organizational Innovation (ICOI 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/icoi-19.2019.75.

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Aditya Jahja, Jason, and Ika Yanuarti Loebiantoro. "Analysis of optimal hedge ratio and hedging effectiveness in Taiwan stock exchange capitalization weighted stock index (TAIEX) futures." In 15th International Symposium on Management (INSYMA 2018). Paris, France: Atlantis Press, 2018. http://dx.doi.org/10.2991/insyma-18.2018.7.

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Yang, Ya-juan, and Hong Zhang. "Model Analysis for Estimating Optimal Hedging Ratio of Stock Index Futures." In 2017 13th International Conference on Computational Intelligence and Security (CIS). IEEE, 2017. http://dx.doi.org/10.1109/cis.2017.00083.

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Okeke, Hillary, and Okotie Sylvester. "Improved Correlation for Predicting Stock Tank Gas-Oil Ratio in Niger Delta." In SPE Nigeria Annual International Conference and Exhibition. Society of Petroleum Engineers, 2016. http://dx.doi.org/10.2118/184374-ms.

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Lin, Jianwu, Yishen Xu, and Dayu Qin. "Volume ratio prediction model during Price Limits Periods in China stock markets." In 2020 IEEE 18th International Conference on Industrial Informatics (INDIN). IEEE, 2020. http://dx.doi.org/10.1109/indin45582.2020.9442116.

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Reports on the topic "Stock ratio"

1

Linton, Oliver, Seok Young Hong, and Hui Jun Zhang. An investigation into multivariate variance ratio statistics and their application to stock market predictability. Institute for Fiscal Studies, March 2015. http://dx.doi.org/10.1920/wp.cem.2015.1315.

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Campbell, John, and Robert Shiller. Valuation Ratios and the Long-Run Stock Market Outlook: An Update. Cambridge, MA: National Bureau of Economic Research, April 2001. http://dx.doi.org/10.3386/w8221.

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Nechaev, V., Володимир Миколайович Соловйов, and A. Nagibas. Complex economic systems structural organization modelling. Politecnico di Torino, 2006. http://dx.doi.org/10.31812/0564/1118.

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One of the well-known results of the theory of management is the fact, that multi-stage hierarchical organization of management is unstable. Hence, the ideas expressed in a number of works by Don Tapscott on advantages of network organization of businesses over vertically integrated ones is clear. While studying the basic tendencies of business organization in the conditions of globalization, computerization and internetization of the society and the results of the ﬁnancial activities of the well-known companies, the authors arrive at the conclusion, that such companies, as IBM, Boeing, Mercedes-Benz and some others companies have not been engaged in their traditional business for a long time. Their partner networks performs this function instead of them. The companies themselves perform the function of system integrators. The Tapscott’s idea ﬁnds its conﬁrmation within the framework of a new powerful direction of the development of the modern interdisciplinary science – the theory of the complex networks (CN) [2]. CN-s are multifractal objects, the loss of multifractality being the indicator of the system transition from more complex state into more simple state. We tested the multifractal properties of the data using the wavelet transform modulus maxima approach in order to analyze scaling properties of our company. Comparative analysis of the singularity spectrumf(®), namely, the diﬀerence between maximum and minimum values of ® (∆ = ®max ¡ ®min) shows that IBM company is considerably more fractal in comparison with Apple Computer. Really, for it the value of ∆ is equal to 0.3, while for the vertically integrated company Apple it only makes 0.06 – 5 times less. The comparison of other companies shows that this dependence is of general character. Taking into consideration the fact that network organization of business has become dominant in the last 5-10 years, we carried out research for the selected companies in the earliest possible period of time which was determined by the availability of data in the Internet, or by historically later beginning of stock trade of computer companies. A singularity spectrum of the ﬁrst group of companies turned out to be considerably narrower, or shifted toward the smaller values of ® in the pre-network period. The latter means that dynamic series were antipersistant. That is, these companies‘ management was rigidly controlled while the impact of market mechanisms was minimized. In the second group of companies if even the situation did changed it did not change for the better. In addition, we discuss applications to the construction of portfolios of stock that have a stable ratio of risk to return.

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Guy, Charles, Gozal Ben-Hayyim, Gloria Moore, Doron Holland, and Yuval Eshdat. Common Mechanisms of Response to the Stresses of High Salinity and Low Temperature and Genetic Mapping of Stress Tolerance Loci in Citrus. United States Department of Agriculture, May 1995. http://dx.doi.org/10.32747/1995.7613013.bard.

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The objectives that were outlined in our original proposal have largely been achieved or will be so by the end of the project in February 1995 with one exception; that of mapping cold tolerance loci based on the segregation of tolerance in the BC1 progeny population. Briefly, our goals were to 1) construct a densely populated linkage map of the citrus genome: 2) map loci important in cold and/or salt stress tolerance; and 3) characterize the expression of genes responsive to cold land salt stress. As can be seen by the preceding listing of accomplishments, our original objectives A and B have been realized, objective C has been partially tested, objective D has been completed, and work on objectives E and F will be completed by the end of 1995. Although we have yet to map any loci that contribute to an ability of citrus to maintain growth when irrigated with saline water, our very encouraging results from the 1993 experiment provides us with considerable hope that 1994's much more comprehensive and better controlled experiment will yield the desired results once the data has been fully analyzed. Part of our optimism derives from the findings that loci for growth are closely linked with loci associated with foliar Cl- and Na+ accumulation patterns under non-salinization conditions. In the 1994 experiment, if ion exclusion or sequestration traits are segregating in the population, the experimental design will permit their resolution. Our fortunes with respect to cold tolerance is another situation. In three attempts to quantitatively characterize cold tolerance as an LT50, the results have been too variable and the incremental differences between sensitive and tolerant too small to use for mapping. To adequately determine the LT50 requires many plants, many more than we have been able to generate in the time and space available by making cuttings from small greenhouse-grown stock plants. As it has turned out, with citrus, to prepare enough plants needed to be successful in this objective would have required extensive facilities for both growing and testing hardiness which simply were not available at University of Florida. The large populations necessary to overcome the variability we encountered was unanticipated and unforeseeable at the project's outset. In spite of the setbacks, this project, when it is finally complete will be exceedingly successful. Listing of Accomplishments During the funded interval we have accomplished the following objectives: Developed a reasonably high density linkage map for citrus - mapped the loci for two cold responsive genes that were cloned from Poncirus - mapped the loci for csa, the salt responsive gene for glutathione peroxidase, and ccr a circadian rhythm gene from citrus - identified loci that confer parental derived specific DNA methylation patterns in the Citrus X Poncirus cross - mapped 5 loci that determine shoot vigor - mapped 2 loci that influence leaf Na+ accumulation patterns under non-saline conditions in the BC1 population - mapped 3 loci that influence leaf Na+ accumulation paterns during salt sress - mapped 2 loci that control leaf Cl- accumulation patterns under non-saline conditions - mapped a locus that controls leaf Cl- accumulation patterns during salt stress Screened the BC1 population for growth reduction during salinization (controls and salinized), and cold tolerance - determined population variation for shoot/root ratio of Na+ and Cl- - determined levels for 12 inorganic nutrient elements in an effort to examine the influence of salinization on ion content with emphasis on foliar responses - collected data on ion distribution to reveal patterns of exclusion/sequestration/ accumulation - analyzed relationships between ion content and growth Characterization of gene expression in response to salt or cold stress - cloned the gene for the salt responsive protein csa, identified it as glutathione peroxidase, determined the potential target substrate from enzymatic studies - cloned two other genes responsive to salt stress, one for the citrus homologue of a Lea5, and the other for an "oleosin" like gene - cold regulated (cor) genes belonging to five hybridization classes were isolated from Poncirus, two belonged to the group 2 Lea superfamily of stress proteins, the others show no significant homology to other known sequences - the expression of csa during cold acclimation was examined, and the expression of some of the cor genes were examined in response to salt stress - the influence of salinization on cold tolerance has been examined with seedling populations - conducted protein blot studies for expression of cold stress proteins during salt stress and vice versa

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