20.500.12556/DKUM-82827 Analiza indikatorjev dna na borznem trgu Analysis of bottom market indicators Namen magistrske naloge je predstaviti pomembne indikatorje borznega dna v času medvedjih trendov in preučiti njihovo napovedno moč na primeru indeksa S&P 500 v času dot-com balona, velike recesije in krize zaradi koronavirusa. Osredotočamo se na indikatorje razpoloženja, indikatorje tehnične analize in makroekonomska indikatorja ter indeks volatilnosti in multiplikator čistega dobička. Ugotavljamo, da je edini indikator, ki je pravilno napovedal vsa tri borzna dna, indikator razpoloženja individualnih investitorjev, vendar le z enim izmed treh uporabljenih kriterijev. Uspešna napovedovalca pa sta bila tudi indeks volatilnosti VIX in multiplikator čistega dobička. Ocenili smo tudi tri probit modele za napovedovanje borznega trenda, vendar je njihova natančnost pri določanju borznega dna v primerjavi z uporabo izbranih indikatorjev slabša. Na podlagi zbranih rezultatov ugotavljamo, da je mogoče na podlagi treh omenjenih indikatorjev zanesljivo napovedati borzno dno. The purpose of this master's thesis is to present important indicators of the stock market bottom during bearish trends and to examine their predicted strength on the example of the S&P 500 index during the dot-com bubble, the great recession and, the covid crisis. We focus on sentiment indicators, technical analysis indicators, and macroeconomic indicators, as well as volatility index and price-to-earnings ratio. We find that the only indicator that correctly predicted all three stock market bottoms is the sentiment indicator of individual investors, but with only one of the three criteria used. The VIX volatility index and the price-to-earnings ratio were also successful predictors. We also evaluated three probit models for predicting the stock market trend, but their accuracy in determining the stock market bottom is worse than to the use of the selected indicators. Based on the results, we determine whether it is possible to reliably predict the bottom of the stock market based on the three mentioned indicators. S&P 500 borzni trend indikatorji razpoloženja indikatorji tehnične analize makroekonomski indikatorji S&P 500 stock market trend sentiment indicators technical analysis indicators macroeconomic indicators true true false S. Plečko Slovenski jezik Angleški jezik Magistrsko delo/naloga 2022-09-05 10:04:11 2022-10-25 13:55:05 2022-10-26 03:24:31 0000-00-00 00:00:00 2022 0 [Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 330.4:336.76 127056899 MAG_Plecko_Samuel_2022.pdf MAG_Plecko_Samuel_2022.pdf 1 28E818B1CCC094328FAC363916522597 924e0290517ea84c19099b5647b8670c909fc9644fbb5afe2bc39ac2779051c0 15f6c7e4-34d9-11ed-8b31-00155d000105 https://dk.um.si/Dokument.php?lang=slv&id=162752 Ekonomsko-poslovna fakulteta 0 0 0