Creating alpha via FA, TA and NA

Fundamental, technical and news analysis are the commonly used strategies by market analysts to identify alpha stocks in the stock market. In this paper, these three analyses were merged to examine the effectiveness in stock investing. Studies of quantitative and qualitative exploration form the ran...

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Main Author: Leow, Clarence Kai Siang
Other Authors: Wong Jia Yiing, Patricia
Format: Final Year Project
Language:English
Published: Nanyang Technological University 2023
Subjects:
Online Access:https://hdl.handle.net/10356/167852
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Institution: Nanyang Technological University
Language: English
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spelling sg-ntu-dr.10356-1678522023-07-07T18:06:40Z Creating alpha via FA, TA and NA Leow, Clarence Kai Siang Wong Jia Yiing, Patricia School of Electrical and Electronic Engineering EJYWong@ntu.edu.sg Engineering::Electrical and electronic engineering Fundamental, technical and news analysis are the commonly used strategies by market analysts to identify alpha stocks in the stock market. In this paper, these three analyses were merged to examine the effectiveness in stock investing. Studies of quantitative and qualitative exploration form the ranking methodology based on fundamental analysis for the stocks in the Telecommunication Services sector. Chart patterns, moving average, relative strength index and volume weightage were introduced to perform technical analysis on the stocks of these companies. Economic, political, and business news were also used to analyze the stock trend information. It was determined that the analytical approach of employing fundamental analysis to look into stock fundamentals and technical and news analysis to look into anomalies in price movement was practical and efficient. Bachelor of Engineering (Electrical and Electronic Engineering) 2023-06-01T05:14:43Z 2023-06-01T05:14:43Z 2023 Final Year Project (FYP) Leow, C. K. S. (2023). Creating alpha via FA, TA and NA. Final Year Project (FYP), Nanyang Technological University, Singapore. https://hdl.handle.net/10356/167852 https://hdl.handle.net/10356/167852 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 Engineering::Electrical and electronic engineering
spellingShingle Engineering::Electrical and electronic engineering
Leow, Clarence Kai Siang
Creating alpha via FA, TA and NA
description Fundamental, technical and news analysis are the commonly used strategies by market analysts to identify alpha stocks in the stock market. In this paper, these three analyses were merged to examine the effectiveness in stock investing. Studies of quantitative and qualitative exploration form the ranking methodology based on fundamental analysis for the stocks in the Telecommunication Services sector. Chart patterns, moving average, relative strength index and volume weightage were introduced to perform technical analysis on the stocks of these companies. Economic, political, and business news were also used to analyze the stock trend information. It was determined that the analytical approach of employing fundamental analysis to look into stock fundamentals and technical and news analysis to look into anomalies in price movement was practical and efficient.
author2 Wong Jia Yiing, Patricia
author_facet Wong Jia Yiing, Patricia
Leow, Clarence Kai Siang
format Final Year Project
author Leow, Clarence Kai Siang
author_sort Leow, Clarence Kai Siang
title Creating alpha via FA, TA and NA
title_short Creating alpha via FA, TA and NA
title_full Creating alpha via FA, TA and NA
title_fullStr Creating alpha via FA, TA and NA
title_full_unstemmed Creating alpha via FA, TA and NA
title_sort creating alpha via fa, ta and na
publisher Nanyang Technological University
publishDate 2023
url https://hdl.handle.net/10356/167852
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