Application of the value averaging investment method on the US stock market

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F15%3A43907035" target="_blank" >RIV/62156489:43110/15:43907035 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.11118/201563062151" target="_blank" >http://dx.doi.org/10.11118/201563062151</a>

DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Application of the value averaging investment method on the US stock market

Popis výsledku v původním jazyce

The paper focuses on empirical testing and the use of the regular investment, particularly on the value averaging investment method on real data from the US stock market in the years 1990 - 2013. The 23-year period was chosen because of a consistently interesting situation in the market and so this regular investment method could be tested to see how it works in a bull (expansion) period and a bear (recession) period. The analysis is focused on results obtained by using this investment method from the viewpoint of return and risk on selected investment horizons (short-term 1 year, medium-term 5 years and long-term 10 years). The selected aim is reached by using the ratio between profit and risk. The revenue-risk profile is the ratio of the average annual profit rate measured for each investment by the internal rate of return and average annual risk expressed by selective standard deviation. The obtained results show that regular investment is suit-able for a long investment horizon or

Název v anglickém jazyce

Application of the value averaging investment method on the US stock market

Popis výsledku anglicky

The paper focuses on empirical testing and the use of the regular investment, particularly on the value averaging investment method on real data from the US stock market in the years 1990 - 2013. The 23-year period was chosen because of a consistently interesting situation in the market and so this regular investment method could be tested to see how it works in a bull (expansion) period and a bear (recession) period. The analysis is focused on results obtained by using this investment method from the viewpoint of return and risk on selected investment horizons (short-term 1 year, medium-term 5 years and long-term 10 years). The selected aim is reached by using the ratio between profit and risk. The revenue-risk profile is the ratio of the average annual profit rate measured for each investment by the internal rate of return and average annual risk expressed by selective standard deviation. The obtained results show that regular investment is suit-able for a long investment horizon or

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

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Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

ISSN

1211-8516

e-ISSN

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Svazek periodika

63

Číslo periodika v rámci svazku

6

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

10

Strana od-do

2151-2160

Kód UT WoS článku

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EID výsledku v databázi Scopus

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