PCA applied on calculated financial indicators and quotations analysis

Published: 11 October 2016| Version 2 | DOI: 10.17632/s2kny3549v.2
Contributors:
Pedro Papandrea, Anderson Paiva

Description

PCA applied on calculated financial indicators and quotations analysis, Returns and risk calculated. Original quotations and logarithmic returns calculated. Portfolios analysis using PCA and clusters. Listed companies: APPLE INC. ADOBE SYSTEMS INCORPORATED Analog Devices, Inc. Baker Hughes Incorporated BIOGEN IDEC INC. Ball Corporation Coca-Cola Enterprises, Inc. THE CLOROX COMPANY COMERICA INCORPORATED EMC CORPORATION IHS INC. MASCO CORPORATION MetLife, Inc. The Mosaic Company NIKE, INC. QUALCOMM Incorporated SIGMA-ALDRICH CORPORATION SPRINT CORPORATION Molson Coors Brewing Company WYNDHAM WORLDWIDE CORPORATION

Files

Institutions

  • Universidade Federal de Itajuba

Categories

Financial Market, Financial Risk, Portfolio Choice, Portfolio Analysis

Licence