Integrated Evaluation of Mutual Funds Indices and Surrounding Factors (article in Lithuanian)

Algis Žvirblis, Vilma Rimkevičiūtė


This paper deals with an integrated evaluation of mutual funds functioning in the country’s financial markets. The paper discusses background of the evaluation of factors surrounding stock mutual funds (primarily stock mutual funds) as well as the capital changes. The article presents a classification of mutual funds, the review of changes in Lithuania’s mutual funds market. The existing research and methodological potential (also evaluation methods of mutual funds important indices) has been analysed; this analysis serves as a basis for determining the directions of subsequent improvement of integrated evaluation. In the case of complex evaluation of mixed mutual funds, in addition to calculation of the revenue and risk parameters, Sharpe ratio and forecasting of stock prices within the portfolio, it is proposed to include evaluation of significant surrounding factors. This is a particularly topical issue under the conditions of dynamic changes in surrounding factors.


mutual fund; surrounding factors; integrated evaluation; forecasting the volume of capital; multicriteria methods

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"Societal studies" ISSN online 2029-2244 / ISSN print 2029-2236