European Journal of Service Management
Vorher: Zeszyty Naukowe Uniwersytetu Szczecińskiego. Service Management
Investment risk in WIG30 bank sector stocks – assessment of the applicability of theoretical measurement methods
DOI: 10.18276/ejsm.2018.25-02
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| ISSN: | 2450-8535 |
| eISSN: | 2451-2729 |
| Autoren: | Kamila Bednarz-Okrzyńska |
| Schlüsselbegriffe: | risk measures stock companies empirical distributions rate of return |
| Erscheinungsdatum der Ausgabe / Monografie: | 2018 |
| Seitenanzahl: | 7 (15-21) |
| OAI-PMH: | Metadaten |
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Abstract
This paper analyzes the investment risk in WIG30 bank sector stocks based on the period of 3 years from 30.05.2014 to 31.05.2017. As a part of the investment risk analysis the following were determined: basic descriptive distribution parameters, the probability of loss, beta coefficient and interrelated market risk and full risk. Furthermore, the risk-profit graph was created, and the coefficient of relative profit was determined. The aim of this paper is to determine certain measures of investment risk and to compare the scope of their applicability. An additional aim is to assess the applicability of theoretical distributions – the Gaussian, Laplace and GED – in modelling empirical distributions of return rates on WIG30 bank sector stocks.