جستجوی مقالات مرتبط با کلیدواژه "hold" در نشریات گروه "مالی"

The present research has been carried out aiming at comparing the return and risk in selected technical methods, using two strategies of reinvestment and rebalancing, and a buy and hold method as an inactive investment method, in Tehran Stock Exchange during the years between 2006 and 2012. After data collection about 15 active firms, Excel broadsheet software was used to categorize information and calculate the variables. Finally the resulted data were analyzed through the use of SPSS software. In this research, risk and return of the selected technical methods including moving average, two moving averages, money flow index, trading range breakout, and money flow index were calculated by using the two strategies and then the return and risk of the selected technical methods were compared using buy and hold method. Results showed that the return of technical methods with two strategies of reinvestment and balancing do not have meaningful differences. Meanwhile, the risk of reinvestment method has had a meaningful difference with the risk of balancing investment method and in most results; the risk of technical method with reinvestment strategy has been less that the same technical method with balancing strategy. On the contrary, the technical method with two strategies posed for return of buy and hold method has been different from technical methods with reinvestment and balancing strategies and this difference has been more for technical method with balancing strategy than reinvestment strategy. On the whole, in most selected technical methods, the returns of the selected technical method have been less than buy and hold method with a trivial difference. And the return of buy and hold method has been less than technical method used with balancing investment strategy. Regarding risk, most results gained showed that the risk of the selected technical method with reinvestment strategy has been less than the risk of buy and hold method and risk of buy and hold method has been more than the technical method used with rebalancing investment strategy.

Gain more return is the main purposes of investors in financial markets. Base on Tehran stock Exchange is non-efficient market, technical analysis is one the useful tools and techniques to buy and sell. In this research trading based on technical indicators are used with fuzzy logic decision making and optimization and decision making by hybrid fuzzy genetic modelThe period of research is between Mar 2009 to Feb 2013 and 4 years for learning and 1 year for test. Samples are 50 most active trading stocks in TSE select by optimization. final sample is the symbol that the rank of technical indicator return have no significant differences in learning during learning phase .the best indicator for trading are selected based on historical data and learning phase. Trading done by powerfulness of signals. The results shown that fuzzy and fuzzy genetic have more and significant return in compare of buy and hold.

Use of proved scientific techniques help to two basic goals in the security and exchange market, Firstly apply of this techniques cause increase of the scale of productivity and profitable of the investors, Secondly this issue cause improvement of the invest market operation and propelling the market toward efficiency. By attention to the following issue, in this text we were dealing to investigate the transaction methods. In this research we attempt to comparison of various methods for price forecast in stock market and investigate tow methods, which named buy and hold and moving market average of the market peripatetic and observe the place of each tow methods and process of predication of price portion, and by how much scale crate profitability for investors? And then offer the best state to investor. the sample companies are through the list of the active companies in Tehran Stock Exchange during the period 2001 to 2008. The results declare in the long term investment period the average return of buy and hold method is greater than from moving market average method, and also in the period of the short term investment of the buy and hold method is prior to moving market average method.