Volatility and investment parameters of the national stock market

In the period of crisis phenomena in the national and world economies, increasing the relevance of the analysis of the degree of volatility in the market value of the securities. This article describes an approach to modeling the effect of a wide range of factors on the volatility of the stock market. As indicators of volatility, change is the set of indicators characterizing the state of the national economy, stock and currency market conjuncture and dynamics of commodity markets. Investment activity requires constant analysis of volatility and rating instruments of the securities market that allows you to better shape the investment portfolio from the point of view of liquidity, risk and profitability of the investment object. The most common and numerous tools portfolio investors are corporate securities, particularly stocks. The action is very flexible, so its price may for a month to vary by several tens of percent. Therefore, the main reason for the purchase of shares is a profit opportunity due to its volatility, which is the main reason that attracts investors and other professional market participants. The greatest interest attracted to stocks that have a high rating. Shares of companies with high criterion values are the most important investment parameters: liquidity, profitability, and reliability. These companies are quite different, the size of the share capital, net asset value, profit. Shares of the largest companies called the action “first tier” or “blue chips” (“bluechips”). The article presents data characterizing the current state of the stock market, considered the investment options of the stock market. Revealed macro - and microeconomic factors that influence the volatility of the stock.