HA339 : Financial performance predictive power analysis baxsed on principal component analysis: Evidence from companies listed on the Tehran Stock Exchange
Thesis > Central Library of Shahrood University > Industrial Engineering & Management > MSc > 2021
Authors:
Saiede Mryam Hosseini Fadaki [Author], Abdolhamdi Abodlbaghi Ataabadi[Supervisor], Mohsen Lotfi[Advisor]
Abstarct: The purpose of this study is to analyze the predictive power of financial performance baxsed on the analysis of key components of companies listed on the Tehran Stock Exchange. The statistical sample used includes 98 companies listed on the Tehran Stock Exchange during the years 1390 to 1398. Also to obtain the main components of the fundamental variables including return on assets, return on capital, net profit margin, operating profit margin, total assets turnover, instantaneous closure, debt ratio, current ratio, financial cost to net profit, financial cost to net profit Fixed Asset Turnover, Financial Expense to Operating Profit, Fixed Asset Return, Gross Profit Margin, Profit Coverage Ratio, Liquidity Ratio, Loan Financial Ratio Ratio, Material and Inventory Rate, Loan Rate Measurement, Receivables Period, Long-Term Debt Ratio to Ownership, debt coverage ratio, cash flow ratio used and principal component estimation were performed with Eviews and Spss software. To predict financial performance baxsed on principal component analysis, according to the results obtained from the five main components, its four main components have a significant effect on returns. baxsed on the results of logistic regression test, the main components have a positive and significant effect on the probability of high efficiency.
Keywords:
#Return #Investment #Logistics #Quantum #Principal Component Analysis Method Keeping place: Central Library of Shahrood University
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