Evaluation of Determining Parameters in Iran Stock Market

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Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:
Developing and growing markets and financial tools, markets financial complexity and specialization of investment, made investors and financial markets employees to have tools, methods and modes to help them choose the best way of investment. Momentum method is based on company profit movement assessment (rate tenor and amount of profit movement). Momentum has multifarious essence and it has traditionally relation with physical condition. This method acclaims that, market will response to all of profit movement, specially by buying or selling stock at best time. It also suggests that the growing profit will continue steady in the future. At this survey, we tried to study and define the determinant elements of momentum stock prices in Iran. Therefore, companies profit investments in stock markets has been evaluated. At this study, profit of Trades methods has been assessed according to current and last inputs and prices. We also tried to explain more about these standards and to explain, if we can explain the increase of stock input by this method or not?  The findings of this study revealed that trade methods based on stock price momentum are the main effective things. So, momentum strategy trade could be a great statistic for stock price. The findings determined that coefficient variant of stock price was 0/00171 and it revealed the negative effect of coefficient variant on momentum strategy. According to T statistic, the coefficient variant of stock is certainly 95%, there is also a great and meaningful relation between momentum strategy trade and input, on the other hand, by applying momentum strategy trade, stock input will be increased. Finally, by proving amount of trades and stock input relation by momentum strategy, the lookout of investors and beneficiaries to financial market and structures will be cleared.
Language:
Persian
Published:
Financial Engineering and Protfolio Management, Volume:11 Issue: 43, 2020
Pages:
431 to 450
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