| Abstract [eng] |
SUMMARY VILNIUS UNIVERSITY BUSINESS SCHOOL INTERNATIONAL BUSINESS FINANCE STUDENT GINTARĖ ULČINAITĖ FORMATION OF AN INVESTMENT PORTFOLIO IN USA STOCK EXCHANGE Work manager – Prof. Dr. Tadas Gudaitis. The work was done – in 2022, Vilnius. Scope of work – 67 pages. Number of tables – 27 pcs. Number of pictures – 18 pcs. Number of literature and sources – 61 pcs. Short job description: In the final master's work fundamental and technical analysis, investment portfolio formation theoretical analysis, the research methodology and investment portfolios are made. An analysis of the industries in the United States has been carried out according to the phases of fundamental analysis and 4 sectors were selected. 2 most profitable companies, which are listed on the New York Stock Exchange were selected from the selected sectors, giving priority to earnings per share. Changes in stock prices are determined through technical analysis. Following technical and fundamental analyzes, and based on the results obtained, investment portfolios formed using the theories of H. Markowitz and W. Sharpe. Optimal investment portfolio selected from the received portfolios. The selected investment portfolio analyzed for the period from 2009 to 2021. Work objective. After analyzing the scientific literature, to select and apply various portfolio formation methodologies to form an investment portfolio from companies listed on the New York Stock Exchange. Work tasks: 1. To reveal the values of technical and fundamental analysis, to systematize the theoretical aspects of the investment portfolio. 2. To select companies listed on the New York Stock Exchange based on technical and fundamental analysis methods. 3. Build investment portfolios using Markowitz and Sharpe portfolio theories. Methods used in the work. Scientific literature, indicator calculations, technical and fundamental analysis, Markowitz and Sharpe theories. |
