Problem: Using your assigned company, I want you to estimate a factor model for the return. For the factor model, you may want to consider macro variables as the additional factors along with the market return. Do not forget to explain your writing in clear English, otherwise you will not get credit.
The equation for the factor model will look like this:
Ri = a + β1* Rm + β2*F1 + β3*F2 +…+βn*Fn + e
In this equation, F1, F2, .., Fn represent additional factors. You should be able to get monthly return for the firm and market from Borsa Istanbul web site. For the additional factors, the sources you can use are Turkish Statistical Institute web site and Central Bank of Turkey web site.
The company
Koç Holding
Var mı yardımcı olucak fikir vericek ben bu işi yaparım diyicek :)
The equation for the factor model will look like this:
Ri = a + β1* Rm + β2*F1 + β3*F2 +…+βn*Fn + e
In this equation, F1, F2, .., Fn represent additional factors. You should be able to get monthly return for the firm and market from Borsa Istanbul web site. For the additional factors, the sources you can use are Turkish Statistical Institute web site and Central Bank of Turkey web site.
The company
Koç Holding
Var mı yardımcı olucak fikir vericek ben bu işi yaparım diyicek :)
Hangi variablelar returnleri etkiledigini dusunuyosan, onlari ekle. Mesela, Merkez bankasi faiz oranlari, Borsa'daki genel hareketler, vs... Ilk olarak Koc holding'i analiz et, Ve nasil bi sirket olduklarindan bahset ( export odakli mi / yoksa ic piyasa mi? Hangi sektorlerde varlar, vs vs)
Buna gore hangi variablelari ekleyeceksen ekle. Her turlu sey olur yani, justificationi verdikten sonra. Mesela enflasyonu bile kullanabilirsin. Makro ekonomik parametrelere bak.
Herhalde estimation yapmayi biliyosun, onu anlatmiyorum artik, ama sorun olursa soyle.
Bozuk Turkce icin herkese Sorry!! :D
march or die
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