Previsão e Monitoramento do Preço das Ações do Bradesco

Authors

  • Tiomar Ribeiro Pedroso Especialização em Estatística Aplicada/CCNE
  • Adriano Mendonça Souza Departamento de Estatística/CCNE
  • Luciane Flores Jacobi Departamento de Estatística/CCNE

DOI:

https://doi.org/10.5902/2179460X9820

Abstract

The main purpose of this research is to monitor the price ofBradesco stock market to serve as auxiliary tool to the investors at themoment of commercialization, as to identify tendencies and patterns. Themethodology applied to evaluate the stock market will be done by means of control charts where the variability and the process mean will bemonitored, in the first semester of 2005, the price used to thecommercialization is the same used by the Bolsa de Valores de São Paulo.To apply control charts is necessary to follow normality in the data, nocorrelation among the variables and, in the case the variable analyzed iscorrelates, so to apply control charts is impossible. So, the data wheremodeled by ARIMA (1,1,1) and the residues where used to investigate theseries and the forecasting where found to the next periods. The monitoringin the semester was very important to investor plan her/his investments inthe market.

Downloads

Download data is not yet available.

Published

2007-12-10

How to Cite

Pedroso, T. R., Souza, A. M., & Jacobi, L. F. (2007). Previsão e Monitoramento do Preço das Ações do Bradesco. Ciência E Natura, 29(2), 53–68. https://doi.org/10.5902/2179460X9820

Most read articles by the same author(s)

<< < 1 2 3 4 > >>