Analyzing stock categorization in Southeast Asian equities: Integrating discriminant function and factor analysis

This study explores stock categorization in Southeast Asian equities markets, focusing on the industrial and services sectors. Employing Discriminant Function Analysis (DFA) and Factor Analysis, the influence of financial variables on stock categorization is examined, utilizing quarterly data source...

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Main Author: Antonio, Rosemarie M.
Format: text
Language:English
Published: Animo Repository 2024
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Online Access:https://animorepository.dlsu.edu.ph/etdm_finman/12
https://animorepository.dlsu.edu.ph/context/etdm_finman/article/1015/viewcontent/Analyzing_stock_categorization_in_Southeast_Asian_equities__Integ__1_.pdf
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Institution: De La Salle University
Language: English
id oai:animorepository.dlsu.edu.ph:etdm_finman-1015
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spelling oai:animorepository.dlsu.edu.ph:etdm_finman-10152024-06-04T05:16:33Z Analyzing stock categorization in Southeast Asian equities: Integrating discriminant function and factor analysis Antonio, Rosemarie M. This study explores stock categorization in Southeast Asian equities markets, focusing on the industrial and services sectors. Employing Discriminant Function Analysis (DFA) and Factor Analysis, the influence of financial variables on stock categorization is examined, utilizing quarterly data sourced from the Refinitiv database. The analysis involves model-based imputations, structural break analysis, and logistic regression, conducted in the R programming language. Descriptive statistics highlight significant variations in financial metrics across countries, with distinct patterns observed in factors influencing stock categorization. Logistic regression models reveal the collective impact of financial variables on sector differentiation, supporting tailored approaches for each country. The integration of DFA and Factor Analysis enhances prediction accuracy, emphasizing the importance of country-specific factors in financial analysis. The study underscores the significance of geopolitical events and data quality in understanding market dynamics and informs recommendations for stakeholders and policymakers in navigating dynamic financial landscapes. 2024-04-18T07:00:00Z text application/pdf https://animorepository.dlsu.edu.ph/etdm_finman/12 https://animorepository.dlsu.edu.ph/context/etdm_finman/article/1015/viewcontent/Analyzing_stock_categorization_in_Southeast_Asian_equities__Integ__1_.pdf Financial Management Master's Theses English Animo Repository Stocks—Southeast Asia Finance—Southeast Asia Business Finance and Financial Management
institution De La Salle University
building De La Salle University Library
continent Asia
country Philippines
Philippines
content_provider De La Salle University Library
collection DLSU Institutional Repository
language English
topic Stocks—Southeast Asia
Finance—Southeast Asia
Business
Finance and Financial Management
spellingShingle Stocks—Southeast Asia
Finance—Southeast Asia
Business
Finance and Financial Management
Antonio, Rosemarie M.
Analyzing stock categorization in Southeast Asian equities: Integrating discriminant function and factor analysis
description This study explores stock categorization in Southeast Asian equities markets, focusing on the industrial and services sectors. Employing Discriminant Function Analysis (DFA) and Factor Analysis, the influence of financial variables on stock categorization is examined, utilizing quarterly data sourced from the Refinitiv database. The analysis involves model-based imputations, structural break analysis, and logistic regression, conducted in the R programming language. Descriptive statistics highlight significant variations in financial metrics across countries, with distinct patterns observed in factors influencing stock categorization. Logistic regression models reveal the collective impact of financial variables on sector differentiation, supporting tailored approaches for each country. The integration of DFA and Factor Analysis enhances prediction accuracy, emphasizing the importance of country-specific factors in financial analysis. The study underscores the significance of geopolitical events and data quality in understanding market dynamics and informs recommendations for stakeholders and policymakers in navigating dynamic financial landscapes.
format text
author Antonio, Rosemarie M.
author_facet Antonio, Rosemarie M.
author_sort Antonio, Rosemarie M.
title Analyzing stock categorization in Southeast Asian equities: Integrating discriminant function and factor analysis
title_short Analyzing stock categorization in Southeast Asian equities: Integrating discriminant function and factor analysis
title_full Analyzing stock categorization in Southeast Asian equities: Integrating discriminant function and factor analysis
title_fullStr Analyzing stock categorization in Southeast Asian equities: Integrating discriminant function and factor analysis
title_full_unstemmed Analyzing stock categorization in Southeast Asian equities: Integrating discriminant function and factor analysis
title_sort analyzing stock categorization in southeast asian equities: integrating discriminant function and factor analysis
publisher Animo Repository
publishDate 2024
url https://animorepository.dlsu.edu.ph/etdm_finman/12
https://animorepository.dlsu.edu.ph/context/etdm_finman/article/1015/viewcontent/Analyzing_stock_categorization_in_Southeast_Asian_equities__Integ__1_.pdf
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