{"title":"THE FORECASTING ABILITY OF A MARKET MODEL FOR SHARES ISSUED BY PETROM S.A.","authors":"Laura-Mădălina Iacob (Pîrșcoveanu), Cornelia-Cristina Pirscoveanu","doi":"10.56043/reveco-2021-0057","DOIUrl":null,"url":null,"abstract":"The scope of this paper is to make an empirical analysis regarding the market model introduced by the American economist Wiliam Sharpe (1963), a research developed based on the idea of portfolio simplification. In this paper, we tested the ability to predict a market model for shares issued by Petrom S.A. company. The result shows that the market model can be used to predict the profitability of a security, the forecast errors being insignificant. The results of this paper can help the investors to decide when to invest.","PeriodicalId":85430,"journal":{"name":"Revista economica","volume":"40 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2021-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Revista economica","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.56043/reveco-2021-0057","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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Abstract
The scope of this paper is to make an empirical analysis regarding the market model introduced by the American economist Wiliam Sharpe (1963), a research developed based on the idea of portfolio simplification. In this paper, we tested the ability to predict a market model for shares issued by Petrom S.A. company. The result shows that the market model can be used to predict the profitability of a security, the forecast errors being insignificant. The results of this paper can help the investors to decide when to invest.
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