Μελέτη συμπεριφοράς αποδόσεων μέτοχων ευρωπαϊκών αυτοκινητοβιομηχανιών
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Keywords
Αυτοκινητοβιομηχανία ; Χρηματιστήριο ; Χρηματιστηριακοί δείκτες ; Μοντέλο Αποτίμησης Κεφαλαιακών Στοιχείων CAPM ; Συντελεστής beta ; Απόδοση μετοχώνAbstract
In the context of this thesis, an attempt was made to analyze and apply the capital asset valuation model (CAPM) on shares of the automotive industry, a sector that, from its creation until today, continues to develop and constantly evolve financially and technologically. More specifically, in the first chapter of the thesis, the automotive sector was studied, as well as some of the most important companies in the sector in Europe. Subsequently, in the second chapter, the mode of operation of the stock market was developed and a reference was made to the stock markets of the countries in which the examined automobile manufacturers are listed. Then, in the third chapter of this diploma thesis, the theory of the portfolio, which was the precursor of the CAPM model, the capital asset pricing model (CAPM), as well as the beta coefficient, were initially presented in detail. Finally, an analysis of the shares of European car manufacturers was carried out and the conclusions drawn were commented on.