Hybrid analysis method for US-based consumer product stocks during volatile market conditions
The stock market is volatile. It is a mix of factors, events, numbers, and trends. During periods of volatility, it is no trivial matter to analyse stocks. There are three main analysis methods. Fundamental analysis focuses on the underlying business to identify sound long-term investments. Techni...
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sg-ntu-dr.10356-1672152023-07-07T15:44:21Z Hybrid analysis method for US-based consumer product stocks during volatile market conditions Chen, Ruokun Wong Jia Yiing, Patricia School of Electrical and Electronic Engineering EJYWong@ntu.edu.sg Business::Finance::Equity Engineering::General::Economic and business aspects The stock market is volatile. It is a mix of factors, events, numbers, and trends. During periods of volatility, it is no trivial matter to analyse stocks. There are three main analysis methods. Fundamental analysis focuses on the underlying business to identify sound long-term investments. Technical analysis focuses on the actions of market participants to identify buying and selling opportunities. News analysis focuses on events that affect individual companies and the entire stock market. This project explores the effectiveness of each method in the analysis of consumer product stocks listed on the New York Stock Exchange. Using fundamental analysis, we devised a process to separate companies by their performance. Then, a few selected companies are analysed using technical analysis and news analysis to understand how market factors and events can affect their price movements. Back tests of stock portfolios showed promising results in generating excess return relative to the US stock market. Results in this paper highlighted the superior performance of combined analysis over single analysis methods for consumer sector stocks Bachelor of Engineering (Information Engineering and Media) 2023-05-24T13:18:53Z 2023-05-24T13:18:53Z 2023 Final Year Project (FYP) Chen, R. (2023). Hybrid analysis method for US-based consumer product stocks during volatile market conditions. Final Year Project (FYP), Nanyang Technological University, Singapore. https://hdl.handle.net/10356/167215 https://hdl.handle.net/10356/167215 en application/pdf Nanyang Technological University |
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Business::Finance::Equity Engineering::General::Economic and business aspects Chen, Ruokun Hybrid analysis method for US-based consumer product stocks during volatile market conditions |
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The stock market is volatile. It is a mix of factors, events, numbers, and trends. During
periods of volatility, it is no trivial matter to analyse stocks. There are three main analysis
methods. Fundamental analysis focuses on the underlying business to identify sound long-term investments. Technical analysis focuses on the actions of market participants to identify
buying and selling opportunities. News analysis focuses on events that affect individual companies and the entire stock market.
This project explores the effectiveness of each method in the analysis of consumer product
stocks listed on the New York Stock Exchange. Using fundamental analysis, we devised a
process to separate companies by their performance. Then, a few selected companies are
analysed using technical analysis and news analysis to understand how market factors and
events can affect their price movements.
Back tests of stock portfolios showed promising results in generating excess return relative to
the US stock market. Results in this paper highlighted the superior performance of combined
analysis over single analysis methods for consumer sector stocks |
author2 |
Wong Jia Yiing, Patricia |
author_facet |
Wong Jia Yiing, Patricia Chen, Ruokun |
format |
Final Year Project |
author |
Chen, Ruokun |
author_sort |
Chen, Ruokun |
title |
Hybrid analysis method for US-based consumer product stocks during volatile market conditions |
title_short |
Hybrid analysis method for US-based consumer product stocks during volatile market conditions |
title_full |
Hybrid analysis method for US-based consumer product stocks during volatile market conditions |
title_fullStr |
Hybrid analysis method for US-based consumer product stocks during volatile market conditions |
title_full_unstemmed |
Hybrid analysis method for US-based consumer product stocks during volatile market conditions |
title_sort |
hybrid analysis method for us-based consumer product stocks during volatile market conditions |
publisher |
Nanyang Technological University |
publishDate |
2023 |
url |
https://hdl.handle.net/10356/167215 |
_version_ |
1772826995582828544 |