000 04045nam a2200301Ia 4500
001 73907
003 ft5368
005 20251030135240.0
008 180910n 000 0 eng d
040 _erda
041 _aengtag
050 _aHG4501 T58 2015
082 _a.
100 _aCarlo B. Tiu, Cristina B. Nepay, Pamela Ann B. Peleo, Mac Clifford M. Quisay, Junigem Fernan B. Reyes, Ma. Veronica R. Sales, Irish T. Sartin, and Paul Justine M. Young.
245 0 _aLeveraging on macroeconomic determinants of prices of stocks in optimizing capital gains using top 30 blue chip entities
264 _aManila:
_bPLM,
_c2015
300 _bResearch Paper: (BSBA major in Finance and Treasury Management) - Pamantasan ng Lungsod ng Maynila.
336 _b.
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_2rdacontent
337 _30
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338 _b.
_avolume
_2rdacarrier
505 _aABSTRACT: The main purpose of this study is to determine the correlation and influence of macroeconomic variables to the prices of stocks of the Top 30 Blue Chip Entities, as well as the Foreign Stock Indices to the Philippines Stock Exchange Index. This study aims to exchange a framework on how macroeconomic determinants of prices of stocks can be leveraged in optimizing capital gains using the Top 30 Blue Chip Entities. To obtain information concerning the effect of the macroeconomic variables on prices of stocks, and the quarterly reports for the years 2010-2014, historical method of research is used. The information and data gathered were treated under various statistical tools such as Pearson’s Product Moment Correlation and Test of Significance to establish the relationship between those variables. This study reveals that macroeconomic variables such as Exchange Rate, Inflation Rate, Interest Rate, Money Supply, Real GDP, and Unemployment Rate has a significant correlation to the movement of stock prices of Top 30 Blue Chip Entities, as well as the Foreign Stock Indices such as Dow Jones, Hang Seng Index, London Interbank Offered Rate (LIBOR), NASDAQ, New York Stock Exchange Composite Index, Nikkei, and S&P 500 to the Philippine Stock Exchange Index. This means that the understanding of the influence of these macroeconomic variables can be served as a guideline to every market players in their stock selection and help them hit their target which is to acquire the optimum returns possible.
506 _a5
520 _aABSTRACT: The main purpose of this study is to determine the correlation and influence of macroeconomic variables to the prices of stocks of the Top 30 Blue Chip Entities, as well as the Foreign Stock Indices to the Philippines Stock Exchange Index. This study aims to exchange a framework on how macroeconomic determinants of prices of stocks can be leveraged in optimizing capital gains using the Top 30 Blue Chip Entities. To obtain information concerning the effect of the macroeconomic variables on prices of stocks, and the quarterly reports for the years 2010-2014, historical method of research is used. The information and data gathered were treated under various statistical tools such as Pearson's Product Moment Correlation and Test of Significance to establish the relationship between those variables. This study reveals that macroeconomic variables such as Exchange Rate, Inflation Rate, Interest Rate, Money Supply, Real GDP, and Unemployment Rate has a significant correlation to the movement of stock prices of Top 30 Blue Chip Entities, as well as the Foreign Stock Indices such as Dow Jones, Hang Seng Index, London Interbank Offered Rate (LIBOR), NASDAQ, New York Stock Exchange Composite Index, Nikkei, and S&P 500 to the Philippine Stock Exchange Index. This means that the understanding of the influence of these macroeconomic variables can be served as a guideline to every market players in their stock selection and help them hit their target which is to acquire the optimum returns possible.
526 _aF
540 _a5
655 _aacademic writing
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