prikaz prve stranice dokumenta Analiza metodologija izračuna tržišnih indeksa
  Download
PDF 674.53 KB
master's thesis
Analiza metodologija izračuna tržišnih indeksa
Zagreb: University of Zagreb, Faculty of Economics and Business, 2024. urn:nbn:hr:148:735477
Brezni, Reni
University of Zagreb
Faculty of Economics and Business
Department of Managerial Economics

Institutional repository: REPEFZG

Cite this document

Brezni, R. (2024). Analiza metodologija izračuna tržišnih indeksa (Master's thesis). Zagreb: University of Zagreb, Faculty of Economics and Business. Retrieved from https://urn.nsk.hr/urn:nbn:hr:148:735477

Brezni, Reni. "Analiza metodologija izračuna tržišnih indeksa." Master's thesis, University of Zagreb, Faculty of Economics and Business, 2024. https://urn.nsk.hr/urn:nbn:hr:148:735477

Brezni, Reni. "Analiza metodologija izračuna tržišnih indeksa." Master's thesis, University of Zagreb, Faculty of Economics and Business, 2024. https://urn.nsk.hr/urn:nbn:hr:148:735477

Brezni, R. (2024). 'Analiza metodologija izračuna tržišnih indeksa', Master's thesis, University of Zagreb, Faculty of Economics and Business, accessed 19 November 2024, https://urn.nsk.hr/urn:nbn:hr:148:735477

Brezni R. Analiza metodologija izračuna tržišnih indeksa [Master's thesis]. Zagreb: University of Zagreb, Faculty of Economics and Business; 2024 [cited 2024 November 19] Available at: https://urn.nsk.hr/urn:nbn:hr:148:735477

R. Brezni, "Analiza metodologija izračuna tržišnih indeksa", Master's thesis, University of Zagreb, Faculty of Economics and Business, Zagreb, 2024. Available at: https://urn.nsk.hr/urn:nbn:hr:148:735477

Metadata
TitleAnaliza metodologija izračuna tržišnih indeksa
Title (english)Analysis of Market Index Calculation Methodologies
AuthorReni Brezni
MentorSilvija Vlah Jerić (mentor)
Committee memberSilvija Vlah Jerić (predsjednik povjerenstva)
Committee memberDenis Dolinar (član povjerenstva)
Committee memberEna Pecina (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Economics and Business
(Department of Managerial Economics)
Zagreb
Defense date and country2024-09-19, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Quantitative Economics
Abstract
Praćenje kretanja tržišta kapitala ključno je za razumijevanje globalnih trendova i kretanja. Kako bi se na jednostavan način prikazala promjena na tržištima kapitala, osmišljeni su tržišni indeksi. Tržišni indeksi predstavljaju košaricu ili portfelj vrijednosnih papira koji predstavljaju određen segment tržišta ili tržište u cijelosti. Vrsta, broj te udio vrijednosnica koje se nalaze u tržišnom indeksu uređeni su određenim pravilima koje nazivamo metodologijama izračuna vrijednosti tržišnih indeksa. U ovome radu prikazane su i objašnjene tri najpoznatije metodologije izračuna tržišnih dioničkih indeksa: metoda ponderiranja prema cijeni, metoda ponderiranja prema tržišnoj kapitalizaciji te metoda jednakih pondera. Konstruirani su različiti indeksi prema navedenim metodologijama, koristeći podatke o 30 dionica kojima se trguje na uređenim američkim tržištima. Performanse svake od metoda analizirane su kroz različite vremenske periode koristeći metrike povrata i rizika. Provedene analize pokazuju utjecaj pojedine metodologije na kretanje indeksa te njegov povrat tijekom određenog vremenskog razdoblja.
Abstract (english)
Monitoring capital market trends is essential for understanding global trends and movements. To simply represent changes in capital markets, market indices were developed. Market indices represent a portfolio of securities that reflect a specific market segment or the market as a whole. The type, number, and share of securities included in a market index are regulated by specific rules, known as index calculation methodologies. This thesis presents and explains the three most well-known methodologies for calculating stock market indices: the price-weighted method, the market capitalization-weighted method, and the equal-weighted method. Various indices were constructed according to these methodologies, using data for 30 stocks traded on regulated U.S. markets. The performance of each method was analyzed over different time periods using return and risk metrics. The conducted analyses demonstrate the impact of each methodology on the index's movement and its return during a specific time period.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:148:735477
Study programmeTitle: Business economics
Study programme type: university
Study level: integrated undergraduate and graduate
Academic / professional title: sveučilišni magistar ekonomije/sveučilišna magistra ekonomije (sveučilišni magistar ekonomije/sveučilišna magistra ekonomije)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence Attribution-NonCommercial-ShareAlike 3.0 Unported (CC BY-NC-SA 3.0) icon
Created on2024-09-21 15:12:34