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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Main Author: Chen, Ruokun
Other Authors: Wong Jia Yiing, Patricia
Format: Final Year Project
Language:English
Published: Nanyang Technological University 2023
Subjects:
Online Access:https://hdl.handle.net/10356/167215
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Institution: Nanyang Technological University
Language: English
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spelling 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
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic Business::Finance::Equity
Engineering::General::Economic and business aspects
spellingShingle Business::Finance::Equity
Engineering::General::Economic and business aspects
Chen, Ruokun
Hybrid analysis method for US-based consumer product stocks during volatile market conditions
description 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
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