Δημιουργία δεικτών χρησιμοποιώντας ιστορικά δεδομένα
Κολοτούρος, Κωνσταντίνος Α.
The valuation of assets’ returns is a significant process of financial science and analysis, exporting findings of particular practical value to investors and the proper functioning of financial markets. At the same time, grouping of shares into classes with common characteristics constitutes an additional analysis field, while the usual practice until today is to group them into categories according to the sector of the respective listed companies. However, it has been suggested that the grouping can be achieved through alternative and most reliable approaches, focusing on the behavior of returns. Based on this finding, the aim of this research is to create creating new stock indices based on the degree of systematic and non- systematic risk of shares which are included in the S&P 500 index.