Investīcijas Baltijas vertspapīru tirgus akcījas: riska un ienesīguma novērtējums
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Latvijas Universitāte
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Darba temats ir “Investīcijas Baltijas vērtspapīru tirgus akcijās: riska un ienesīguma novērtējums”. Mērķis ir noteikt akcijas, investējot kurās ir nodrošināts lielāks ienesīgums, kā arī novērtēt šo investīciju riska pakāpi.
Darbā tiek analizētas uzņēmumu akciju vērtību izmaiņas pa nozarēm. Ienesīguma novērtēšanai tiek pielietota nepārtrauktās savienošanas metode, riska pakāpes mēram – uz gadu attiecinātas standartnoviržu un VaR vērtības. Rezultāti liecina, ka kopumā investīcijas Rīgas biržas akcijās nodrošina mazāko ienesīgumu, nekā Viļņas un Tallinas biržu akcijās. Laikā no 2009. gada sākuma līdz 2013. gada beigām, augstākais akcijas turēšanas perioda ienesīgums ir bijis farmācijas uzņēmumam Olainfarm.
Darbs ir noderīgs investoriem, kuri vēlās patstāvīgi izvērtēt ieguldījuma iespējas un investēt Baltijas vērtspapīru tirgus akcijās.
The subject of the thesis is "Investment in the Equities Traded on the Baltic Stock Exchange: The Assessment of Risk and Return" The object is to determine the equities which provides the highest return, as well as to assess the risk of such investment. The number of equities are analyzed by sector. Continuous compounding is used to evaluate the return of the equities, but the risk measure is annualized standard deviation and VaR values. The results show that in total investment in the Riga Stock Exchange equities provide lower returns than Vilnius and Tallinn Stock Exchange equities. During the period 2009 - 2013, the pharmaceutical company Olainfarm experienced the largest holding period yield. The thesis may be used by investors who wish constantly to evaluate investment opportunities and as a result to invest in the Baltic stock exchange.
The subject of the thesis is "Investment in the Equities Traded on the Baltic Stock Exchange: The Assessment of Risk and Return" The object is to determine the equities which provides the highest return, as well as to assess the risk of such investment. The number of equities are analyzed by sector. Continuous compounding is used to evaluate the return of the equities, but the risk measure is annualized standard deviation and VaR values. The results show that in total investment in the Riga Stock Exchange equities provide lower returns than Vilnius and Tallinn Stock Exchange equities. During the period 2009 - 2013, the pharmaceutical company Olainfarm experienced the largest holding period yield. The thesis may be used by investors who wish constantly to evaluate investment opportunities and as a result to invest in the Baltic stock exchange.