SREITs analyzer

This abstract provides a comprehensive analysis of the Singapore Real Estate Investment Trusts (S-REITs) divided in different sub-categories using three key approaches – mainly the Fundamental, Technical, and News analysis. Fundamental analysis involves evaluating the qualitative and quantitative o...

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Main Author: Lim, Hong Kai
Other Authors: Wong Jia Yiing, Patricia
Format: Final Year Project
Language:English
Published: Nanyang Technological University 2023
Subjects:
Online Access:https://hdl.handle.net/10356/167183
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Institution: Nanyang Technological University
Language: English
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spelling sg-ntu-dr.10356-1671832023-07-07T15:41:13Z SREITs analyzer Lim, Hong Kai Wong Jia Yiing, Patricia School of Electrical and Electronic Engineering EJYWong@ntu.edu.sg Engineering::Electrical and electronic engineering This abstract provides a comprehensive analysis of the Singapore Real Estate Investment Trusts (S-REITs) divided in different sub-categories using three key approaches – mainly the Fundamental, Technical, and News analysis. Fundamental analysis involves evaluating the qualitative and quantitative of the S-REITs. Key metrics of quantitative such as Lease, Debt and Diversification Profile will be examined through a systematic Criteria Setting. The analysis formulates the overall yield factor and risk factor for investors to make judgement before making an informed decision to sift the good and bad state of S-REITs. On the other hand, Technical analysis examines market trends and patterns to identify potential buying or selling opportunities for investors. During the back-testing experiments on TradingView platform, a total of 3 different technical indicators written in pine script will be tested to monitor the outcomes in terms of net profit margin. In addition, a couple of machine learning models will be demonstrated to predict the price movement of S-REITs. However, investors are strongly advised these methods should only be served as part of the analysis and should be used in conjunction with other analysis to enhance insights and mitigate overall risk factor. Lastly, News analysis involves evaluating the impact of economic, company earnings announcement, ex-dividend effect and after payment of dividend effect on S-REIT’s price. A summary table will be shown to understand market reaction by monitoring the trading volumes, market behavior and duration taken for the changes in price upon releasing different sets of news. Bachelor of Engineering (Electrical and Electronic Engineering) 2023-05-24T05:09:05Z 2023-05-24T05:09:05Z 2023 Final Year Project (FYP) Lim, H. K. (2023). SREITs analyzer. Final Year Project (FYP), Nanyang Technological University, Singapore. https://hdl.handle.net/10356/167183 https://hdl.handle.net/10356/167183 en P1033-212 application/pdf Nanyang Technological University
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic Engineering::Electrical and electronic engineering
spellingShingle Engineering::Electrical and electronic engineering
Lim, Hong Kai
SREITs analyzer
description This abstract provides a comprehensive analysis of the Singapore Real Estate Investment Trusts (S-REITs) divided in different sub-categories using three key approaches – mainly the Fundamental, Technical, and News analysis. Fundamental analysis involves evaluating the qualitative and quantitative of the S-REITs. Key metrics of quantitative such as Lease, Debt and Diversification Profile will be examined through a systematic Criteria Setting. The analysis formulates the overall yield factor and risk factor for investors to make judgement before making an informed decision to sift the good and bad state of S-REITs. On the other hand, Technical analysis examines market trends and patterns to identify potential buying or selling opportunities for investors. During the back-testing experiments on TradingView platform, a total of 3 different technical indicators written in pine script will be tested to monitor the outcomes in terms of net profit margin. In addition, a couple of machine learning models will be demonstrated to predict the price movement of S-REITs. However, investors are strongly advised these methods should only be served as part of the analysis and should be used in conjunction with other analysis to enhance insights and mitigate overall risk factor. Lastly, News analysis involves evaluating the impact of economic, company earnings announcement, ex-dividend effect and after payment of dividend effect on S-REIT’s price. A summary table will be shown to understand market reaction by monitoring the trading volumes, market behavior and duration taken for the changes in price upon releasing different sets of news.
author2 Wong Jia Yiing, Patricia
author_facet Wong Jia Yiing, Patricia
Lim, Hong Kai
format Final Year Project
author Lim, Hong Kai
author_sort Lim, Hong Kai
title SREITs analyzer
title_short SREITs analyzer
title_full SREITs analyzer
title_fullStr SREITs analyzer
title_full_unstemmed SREITs analyzer
title_sort sreits analyzer
publisher Nanyang Technological University
publishDate 2023
url https://hdl.handle.net/10356/167183
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