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Title : Presenting a Synthesis-weighted Index for Selecting the Portfolio on Stock Market
Author(s) : Meysam Haddadi, Amir Abbas Shojaie, Mina Moghaddaszadeh
Author affiliation : School of Industrial Engineering, Islamic Azad University, Tehran South Branch, Tehran, Iran
Corresponding author img Corresponding author at : Corresponding author img  

One way for prediction the behavior of a share price in the Stock Market is utilizing the technical analysis method. Using indices is the main instrument for technical analysis. Every index in this analysis has some defects which cause sending wrong signals, for reducing this error in the market; we proposed a new consolidated index by weighting indices based on the profit and loss in capital market. The dealing according to new index is more reliable. Over the time, change in weighting the new index is possible and it cause changing prices flow in capital market.

Key words:technical analysis; index; stock price; weighting

Cite it:
Meysam Haddadi, Amir Abbas Shojaie, Mina Moghaddaszadeh, Presenting a Synthesis-weighted Index for Selecting the Portfolio on Stock Market, Advances in Industrial Engineering and Management, Vol.3, No.2, 2014, pp.37-42, doi: 10.7508/AIEM-V3-N2-37-42

Full Text : PDF(size: 178.61 kB, pp.37-42, Download times:352)

DOI : 10.7508/AIEM-V3-N2-37-42

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