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master's thesis
Beta, volatilnost i prinos odabranih dionica s NYSE-a
Zagreb: University of Zagreb, Faculty of Economics and Business, 2021. urn:nbn:hr:148:424972
Đurđek, Luka
University of Zagreb
Faculty of Economics and Business
Department of Managerial Economics

Institutional repository: REPEFZG

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Đurđek, L. (2021). Beta, volatilnost i prinos odabranih dionica s NYSE-a (Master's thesis). Zagreb: University of Zagreb, Faculty of Economics and Business. Retrieved from https://urn.nsk.hr/urn:nbn:hr:148:424972

Đurđek, Luka. "Beta, volatilnost i prinos odabranih dionica s NYSE-a." Master's thesis, University of Zagreb, Faculty of Economics and Business, 2021. https://urn.nsk.hr/urn:nbn:hr:148:424972

Đurđek, Luka. "Beta, volatilnost i prinos odabranih dionica s NYSE-a." Master's thesis, University of Zagreb, Faculty of Economics and Business, 2021. https://urn.nsk.hr/urn:nbn:hr:148:424972

Đurđek, L. (2021). 'Beta, volatilnost i prinos odabranih dionica s NYSE-a', Master's thesis, University of Zagreb, Faculty of Economics and Business, accessed 28 November 2024, https://urn.nsk.hr/urn:nbn:hr:148:424972

Đurđek L. Beta, volatilnost i prinos odabranih dionica s NYSE-a [Master's thesis]. Zagreb: University of Zagreb, Faculty of Economics and Business; 2021 [cited 2024 November 28] Available at: https://urn.nsk.hr/urn:nbn:hr:148:424972

L. Đurđek, "Beta, volatilnost i prinos odabranih dionica s NYSE-a", Master's thesis, University of Zagreb, Faculty of Economics and Business, Zagreb, 2021. Available at: https://urn.nsk.hr/urn:nbn:hr:148:424972

Metadata
TitleBeta, volatilnost i prinos odabranih dionica s NYSE-a
Title (english)Beta, volatility and return of selected stocks from NYSE
AuthorLuka Đurđek
MentorDavor Zoričić (mentor)
MBZ: 258113
Committee memberDenis Dolinar (predsjednik povjerenstva)
Committee memberEna Pecina (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Economics and Business
(Department of Managerial Economics)
Zagreb
Defense date and country2021-09-24, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Economics of Entrepreneurship
Abstract
Rad prikazuje analizu prinosa, beta koeficijenta i volatilnosti u periodu 2010. do 2020. godine i međuodnos navedenih varijabli. Prije same analize u radu su definirani volatilnost, beta koeficijent i prinos. Kliznim uzorcima kroz vrijeme izračunati su beta koeficijenti, koji su se analizirali u vremenima visoke i niske volatilnosti S&P500 indeksa što je pokazalo veću reprezentativnost beta koeficijenta u periodima niske volatilnosti. Viši prinos u periodu niske volatilnosti ostvarilo je 7 od 9 dionica, te je istih 7 od 9 dionica u viši prinos ostvarilo u periodu kada im je prosječni beta koeficijent bio viši.
Abstract (english)
The paper presents an analysis of beta coefficient, return and volatility in the period from 2010 to 2020 and the relationship between the variables. Before the analysis the paper defines what is beta coefficient, return and volatility. Beta coefficient was calculated in sliding patterns and analyzed in periods of low and high volatility of the S&P500 index. Periods of lower volatility showed higher returns for 7 out of 9 stocks, the same 7 out of 9 stocks had a higher return in periods of lower volatility and higher beta coefficient.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:148:424972
Study programmeTitle: Business Economics; specializations in: Finance, Accounting, Marketing, Organization and management, Trade, Tourism, Analysis and Business planning, Business informatics
Course: Analysis and Business planning
Study programme type: university
Study level: graduate
Academic / professional title: diplomirani/a ekonomist/ekonomistica (diplomirani/a ekonomist/ekonomistica)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Embargo expiration date: 2023-09-29
Terms of useLicence Attribution-NonCommercial-ShareAlike 3.0 Unported (CC BY-NC-SA 3.0) icon
Created on2021-09-28 16:22:02