Algorithm for selection of shares to investment portfolio in modern conditions

Автор: Shkirmanovsky D.E.

Журнал: Экономика и социум @ekonomika-socium

Рубрика: Основной раздел

Статья в выпуске: 6-2 (97), 2022 года.

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The paper considers an algorithm that allows you to select stocks in your investment portfolio that are most suitable in the current economic situation in the stock markets. The object relevance of the work is explained by the unique economic situation in the world, which includes: the consequences of the pandemic, the fuel crisis, the rupture of supply chains and, in addition, the armed conflict in Ukraine, which negatively affects the stock markets. Since the beginning of the year, the Moscow Exchange index has lost about 40%, the Dow Jones Industrial Index and the S&P 500 have lost 10% and 15%, respectively. All these factors have a negative impact on the reputation of the stock market and many investors leave the stock exchange in such crises, there is a so-called "natural selection" in the stock market. The purpose of the study is to develop an author's methodology for selecting shares in an investment portfolio.

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Stocks, stock selection algorithm, investment, stock market

Короткий адрес: https://sciup.org/140299084

IDR: 140299084

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