FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSIS
In this article, we will cover various models for forecasting the stock price of global companies, namely the DCF model, with well-reasoned financial analysis and the ARIMA model, an integrated model of autoregression − moving average, as an econometric mechanism for point and interval forecasting....
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
RS Global Sp. z O.O.
2020-05-01
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| Series: | International Journal of Innovative Technologies in Economy |
| Subjects: | |
| Online Access: | https://rsglobal.pl/index.php/ijite/article/view/1362 |
| _version_ | 1818256448419790848 |
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| author | Olena Nikolaieva Anzhela Petrova Rostyslav Lutsenko |
| author_facet | Olena Nikolaieva Anzhela Petrova Rostyslav Lutsenko |
| author_sort | Olena Nikolaieva |
| collection | DOAJ |
| description | In this article, we will cover various models for forecasting the stock price of global companies, namely the DCF model, with well-reasoned financial analysis and the ARIMA model, an integrated model of autoregression − moving average, as an econometric mechanism for point and interval forecasting. The main goal is to compare the obtained forecasting results and evaluate their real accuracy. The article is based on forecasting stock prices of two companies: Coca-Cola HBC AG (CCHGY) and Nestle S.A. (NSRGF). At the moment, it is not determined which approach is better for predicting the stock price − the analysis of financial indicators or the use of econometric data analysis methods. |
| first_indexed | 2024-12-12T17:27:55Z |
| format | Article |
| id | doaj.art-32c68764fcbd450ea2eee3bfac1d2376 |
| institution | Directory Open Access Journal |
| issn | 2412-8368 2414-1305 |
| language | English |
| last_indexed | 2024-12-12T17:27:55Z |
| publishDate | 2020-05-01 |
| publisher | RS Global Sp. z O.O. |
| record_format | Article |
| series | International Journal of Innovative Technologies in Economy |
| spelling | doaj.art-32c68764fcbd450ea2eee3bfac1d23762022-12-22T00:17:29ZengRS Global Sp. z O.O.International Journal of Innovative Technologies in Economy2412-83682414-13052020-05-012(29)334110.31435/rsglobal_ijite/31052020/70671362FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSISOlena Nikolaieva0Anzhela Petrova1Rostyslav Lutsenko2Associate Professor, Cand. Phys.-Mat. of science Ukraine, V.N. Karazin Kharkiv National University; Department of Economic Cybernetics and Applied EconomicsAssociate Professor, Cand. Phys.-Mat. of science Ukraine, V.N. Karazin Kharkiv National University; Department of Economic Cybernetics and Applied EconomicsBusiness Development Assistant, Singularex Limited Liability Company, Ukraine, KharkivIn this article, we will cover various models for forecasting the stock price of global companies, namely the DCF model, with well-reasoned financial analysis and the ARIMA model, an integrated model of autoregression − moving average, as an econometric mechanism for point and interval forecasting. The main goal is to compare the obtained forecasting results and evaluate their real accuracy. The article is based on forecasting stock prices of two companies: Coca-Cola HBC AG (CCHGY) and Nestle S.A. (NSRGF). At the moment, it is not determined which approach is better for predicting the stock price − the analysis of financial indicators or the use of econometric data analysis methods.https://rsglobal.pl/index.php/ijite/article/view/1362dcf-modelarima-modelautoregressionforecastingfinancial analysis |
| spellingShingle | Olena Nikolaieva Anzhela Petrova Rostyslav Lutsenko FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSIS International Journal of Innovative Technologies in Economy dcf-model arima-model autoregression forecasting financial analysis |
| title | FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSIS |
| title_full | FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSIS |
| title_fullStr | FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSIS |
| title_full_unstemmed | FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSIS |
| title_short | FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSIS |
| title_sort | forecasting of the stock rate of leading world companies using econometric methods and dcf analysis |
| topic | dcf-model arima-model autoregression forecasting financial analysis |
| url | https://rsglobal.pl/index.php/ijite/article/view/1362 |
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