| Abstract [eng] |
Master‘s thesis systematized and summarized the fundamental and technical analysis, securities forming the methodological aspects, was carried out in the NASDAQ OMX Baltic Stock Exchange using fundamental and technical analysis listed in companies stock selection based on their results form the optimal investment portfolios. It describes the methodology presented in fundamental and technical analysis, stock investment portfolio construction models strategies methodological aspects. Using fundamental analysis stages accomplished by Baltic macro-economic assessment of the situation in certain sectors. Selected 3 most attractive sectors in each Baltic country, giving priority to the profitability of the sector and all companies from each sector, further financial condition and business operation. With the help of technical analysis, determined changes in share prices. Next on the basis of fundamental and technical analysis, formed the optimal portfolio using H. Markowitz and W. Sharpe models. It is confirmed by the author formulated the hypothesis that W. Sharpe model allows for more efficient investment than investing H. Markowitz model. |
