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

Increase in number and variety of Mutual fund in the Iranian capital market has caused that these funds as one of the most important financial instruments, will be interest by the many investors and capital market players. funds statutes are one of the most important tools that used to estimate the rate of compliance of a fund with the investment needs of individuals so that investors can easily target their fund according to their investment needs. Therefore, by providing a new and innovative approach, the research seeks to detect that is there compatibility between the style of a Mutual fund with the actual composition of its assets or not?. for this reason, among the different styles of Equity Funds / Growth Funds and Balanced Funds active in the Iranian capital market, six of their most well-known ones were selected and then examined them according to the characteristics and composition of the portfolio. In the following, in order to estimate the scale of price changes of the shares in the portfolios of funds, and forecast their future behavior were used the time series analysis through the R program. The results showed that in funds without sponsor (Income style), there are maximum compatibility between the declared style of mutual funds and composition of fund portfolios. in contrast, composition of funds portfolios with sponsor have been most distence with declared style of mutual fund.

The purpose of this study is to investigate the ability of past earnings, compared to past cash flows, to predict future cash flows. A sample of 69 companies was selected, during the years 2004 to 2017, and regression models were applied to analyze the data, using cross-sectional data and time series analysis. Also, in this study, Markov random methods are used to predict future cash flows. For this purpose, transfer probability matrices were formed and after examining the basic assumptions of the model, the transfer process was estimated and the findings were extracted. The results of the study show that in predicting future operating cash flows, the ability to explain past operating cash flows has been greater than past operating profits. Findings in this method also indicate the superiority of the cash flow forecasting power over operating profit and loss. Other results show that although accruals, as well as their breakdown into smaller components, lack the predictive power of future cash flows, by adding models from past cash flows, they acquire the power of prediction. In short, the findings indicate the prominent role of cash flow, compared to profit and loss, in predicting future cash flows.

 The purpose of this research is Modeling of exchange rate fluctuations with systems dynamics approach. In this research, all the factors affecting the exchange rate have been identified and evaluated their systemic relationships. First, the trend and the exchange rate price were predicted using the system dynamics from 2004 to 2022 , and the results were compared with the trend and real exchange rate of the exchange rate. The results show that the exchange rate trend over the 19-year period has always been with a slight upward slope, but during the years 2012 -2013 and 2018-2017 there was a sharp rise in price and slope that is exactly the same as the real exchange rate trend. Also, comparing the exchange rate data to the market price and the expected exchange rate until 2018 shows that this model has been able to accurately assess the trend and predict possible failures. Key word: Exchange rate, system dynamics, forecast, trend.