Designing and explaining the stock price forecasting model in real estate mass construction companies in Tehran Stock Exchange using data panel

One of the most important favorite topics for economists and financial analysts is to explain the reason and trend of price fluctuations because a large number of factors affecting profitability in this market are associated with risk.Due to the changes in the industry index in recent years and the complexity of the economic environment of construction in Iran, one of the most important issues for capital market participants and shareholders of the mentioned group is the possibility of forecasting stock prices. Therefore, the purpose of this study is to design and explain the stock price forecasting model in real estate mass construction companies on Tehran Stock Exchange using the data panel regression model. The research is quantitative in terms of the data type and practical in terms of the result and descriptive and exploratory in terms of the purpose.The statistical population of the study consists of all companies listed in the group "Mass Construction and Real Estate" on Tehran Stock Exchange. The results showed that for the overall stock index, both moving average and autoregressive factors have a positive and significant effect with more than 99% certainty and the retrospective trend of the stock index is predictable.