EVALUATION OF FLUCTUATIONS IN THE STANDARD & POOR’S 500 SECTORAL INDEX PRICES

Aleksejus Sosidko, Ligita Gasparėnienė

Abstract


This article evaluates fluctuations in the Standard & Poor’s 500 sectoral index prices, taking into account the impact of fundamental macroeconomic stock price determinants assessed by individual expectation categories. Models for stock price prognostication have also been developed and verified. In this research, fluctuations in the Standard & Poor’s 500 sectoral index prices are evaluated, taking into account each fundamental macroeconomic determinant and a separate expectation category. This research has enabled the identification of indices with high price fluctuations. Statistically reliable prognostication models have been empirically verified, and the most reliable prognostication models for indicating rise or declines in index prices have been identified.

Keywords


index, price, fluctuation, stock

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DOI: https://doi.org/10.13165/IE-17-11-1-01

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"Intellectual Economics" ISSN online 1822-8038 / ISSN print 1822-8011