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master's thesis
Tehnička analiza i njena primjena na indeksu S&P 500
Diplomski rad
Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics in Osijek, 2020. urn:nbn:hr:145:939629
Suhi, Antonio
Josip Juraj Strossmayer University of Osijek
Faculty of Economics and Business in Osijek
Chair of Finance and Accounting

Institutional repository: EFOS REPOSITORY

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Suhi, A. (2020). Tehnička analiza i njena primjena na indeksu S&P 500 : Diplomski rad (Master's thesis). Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek. Retrieved from https://urn.nsk.hr/urn:nbn:hr:145:939629

Suhi, Antonio. "Tehnička analiza i njena primjena na indeksu S&P 500 : Diplomski rad." Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, 2020. https://urn.nsk.hr/urn:nbn:hr:145:939629

Suhi, Antonio. "Tehnička analiza i njena primjena na indeksu S&P 500 : Diplomski rad." Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, 2020. https://urn.nsk.hr/urn:nbn:hr:145:939629

Suhi, A. (2020). 'Tehnička analiza i njena primjena na indeksu S&P 500 : Diplomski rad', Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, accessed 23 November 2024, https://urn.nsk.hr/urn:nbn:hr:145:939629

Suhi A. Tehnička analiza i njena primjena na indeksu S&P 500 : Diplomski rad [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek; 2020 [cited 2024 November 23] Available at: https://urn.nsk.hr/urn:nbn:hr:145:939629

A. Suhi, "Tehnička analiza i njena primjena na indeksu S&P 500 : Diplomski rad", Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, Osijek, 2020. Available at: https://urn.nsk.hr/urn:nbn:hr:145:939629

Metadata
TitleTehnička analiza i njena primjena na indeksu S&P 500 : Diplomski rad
Title (english)TECHNICAL ANALYSIS AND ITS APPLICATION FOR THE S&P 500 INDEX : Graduate paper
AuthorAntonio Suhi
MentorDomagoj Sajter (mentor)
Committee memberJosip Mesarić (predsjednik povjerenstva)
Committee memberIvan Kristek (član povjerenstva)
Committee memberDomagoj Sajter (član povjerenstva)
GranterJosip Juraj Strossmayer University of Osijek
Faculty of Economics and Business in Osijek
(Chair of Finance and Accounting)
Osijek
Defense date and country2020-09-08, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Finance
Abstract
Standard & Poor's 500 je indeks najvećih 500 američkih dioničkih društava čije dionice kotiraju na burzama New York Stock Exchange (NYSE) i Nasdaq te je indeks koji investitori smatraju kao najboljim prikazom američkog tržišta. Upravo na S&P 500 indeksu primijenit će se alati tehničke analize; procjenjuje se uspješnost strategije stiska Bollinger raspona u kombinaciji sa RSI indikatorom u prognoziranju kretanja vrijednost S&P 500 za razdoblje 2016.-2020. Dobiveni rezultati upućuju na uspješnost strategije u prognoziranju kretanja vrijednosti S&P 500 u analiziranom razdoblju. Analiza se provodi na dnevnom grafikonu vrijednosti S&P 500 indeksa na kojem su cijene prikazane japanskim svijećama te se koriste se ETF-ovi koji se temelje na S&P 500. Kao jedna od dvaju temeljnih pristupa analize tržišta, tehnička analiza za razliku od fundamentalne analize se ne fokusira na izračun intrinzične vrijednosti vrijednosnica već pokušava predvidjeti buduća kretanja u cijeni promatrajući povijesne grafikone cijena analiziranih vrijednosnica ili tržišta. Indikatori, alati i strategije tehničke analize u kombinaciji sa fundamentalnom analizom mogu biti izrazito vrijedni za aktivnog investitora kojemu je cilj ostvarivati iznad prosječne prinose.
Abstract (english)
S&P 500 or Standard & Poor's 500 is a stock market index of the 500 largest U.S. companies which are publicly traded on either New York Stock Exchange or Nasdaq. It's an index which many investors consider to be the best representation of the whole U.S stock market. Technical analysis will be applied on the S&P 500 index (SPX). Success rate of Bollinger bands squeeze strategy in combination with RSI indicator in predicting the movement of SPX from 2016. to 2020. is analyzed. Analysis is applied on a daily candlestick chart of the S&P 500 index. Results point to strategy's successful prediction of SPX value over a given time period. ETF's are used for application of this investing strategy because directly investing in SPX is not possible.Unlike fundamental analysts, technical analysts are not trying to find out the intrinsic value of the analyzed security. Rather, they are trying to predict future movements in price by analyzing historical price patterns or trends in a security. Indicators, tools and strategies of technical analysis in combination with fundamental analysis can be of great value to every active investor who has a goal of achieving above average returns.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:145:939629
Study programmeTitle: Financial Management
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra ekonomije (magistar/magistra ekonomije)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2021-06-28 12:19:23