Accession Number : AD0480859


Title :   AN ANALYSIS OF STOCK MARKET INDICATORS


Descriptive Note : Master's thesis


Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CA


Personal Author(s) : Dunham, Donald J , Jr


Full Text : http://www.dtic.mil/dtic/tr/fulltext/u2/480859.pdf


Report Date : Jan 1964


Pagination or Media Count : 172


Abstract : The Dow-Jones Industrial Average, Standard and Poor (500) Index, and Barron's Confidence Index were tested by various FORTRAN programs, and the results were graphed and printed from the Control Data 1604 tapes. Moving averages of differing periods, exponential smoothing using various smoothing constants and orders, and the Trendex model were used in the analysis. These techniques are discussed and analyzed. The representative programs, printouts and graphs are included to assist in determining whether to concentrate on investment in common stock or to deemphasize this portion of the portfolio and replace it in whole or in part with cash or bonds.


Descriptors :   *COMMERCE , *STATISTICAL DATA , BANKING , ECONOMICS , COMPUTER PROGRAMMING , ANALYSIS OF VARIANCE , COSTS , STATISTICAL ANALYSIS , CORRELATION TECHNIQUES , MONEY


Subject Categories : Economics and Cost Analysis
      Statistics and Probability
      Computer Programming and Software


Distribution Statement : APPROVED FOR PUBLIC RELEASE