一个市场模型对中国石油公司发行股票的预测能力。

Revista economica Pub Date : 2021-12-30 DOI:10.56043/reveco-2021-0057

Laura-Mădălina Iacob (Pîrșcoveanu), Cornelia-Cristina Pirscoveanu

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引用次数: 0

摘要

本文的研究范围是对美国经济学家夏普(william Sharpe, 1963)在投资组合简化思想基础上提出的市场模型进行实证分析。在本文中，我们检验了市场模型对Petrom S.A.公司发行的股票的预测能力。结果表明，该市场模型可以用来预测证券的盈利能力，预测误差不显著。本文的研究结果可以帮助投资者决定何时投资。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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THE FORECASTING ABILITY OF A MARKET MODEL FOR SHARES ISSUED BY PETROM S.A.

The scope of this paper is to make an empirical analysis regarding the market model introduced by the American economist Wiliam Sharpe (1963), a research developed based on the idea of portfolio simplification. In this paper, we tested the ability to predict a market model for shares issued by Petrom S.A. company. The result shows that the market model can be used to predict the profitability of a security, the forecast errors being insignificant. The results of this paper can help the investors to decide when to invest.

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Revista economica

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