قياس و تحليل المخاطر الاستثمارية في سوق العراق للأوراق المالية للمدة ( 2005-2017) و التنبؤ بها للمدة ( 2017-2026)
Joint Authors
ميثم عيسى جاسب
طيب عثمان عبد الرزاق
Source
Issue
Vol. 1, Issue 18 (31 Mar. 2020), pp.83-114, 32 p.
Publisher
Iraqi University College of Economics and Administration
Publication Date
2020-03-31
Country of Publication
Iraq
No. of Pages
32
Main Subjects
Topics
Abstract EN
The research seeks to measure and analyze the Iraqi Stock Exchange - ISX data for the period (2005-2017) by analyzing the extent of its change in the direction by using the historical data as a time series.
Through the use of indicators of the ISX of the annual data in measuring the investment risk of the market in both Systematic Risk & Unsystematic Risk، And this is important in determining the nature and direction of the size of the risks associated with investment in the ISX، ، As the risk increase or decrease negative or positive reflection on the size of investment in the market، ، Which requires addressing the negatives by facing the market risks with the correct investment methods and the exploitation of the pros through monitoring and analyzing market indicators to capture investment opportunities.
In order to measure the investment risks، the indicators of the Iraqi market for securities were based on the annual data.
The beta was extracted each year through monthly data for the market during the months of the year، from January to December.
(ISX - Index)، the number of shares traded during each month، and the volume of trading for each month; to reach the value of the market beta at the end of each year representing the systemic risk، And to arrive at the standard deviation at the end of each year representing Unsystematic Risk.
The results extracted as a time series that predicts risks for the coming years.
The research concluded that the value of beta and the SD of market risk could be calculated for the duration of the study، which enabled it to determine its impact and then to be able to predict it.
American Psychological Association (APA)
طيب عثمان عبد الرزاق وميثم عيسى جاسب. 2020. قياس و تحليل المخاطر الاستثمارية في سوق العراق للأوراق المالية للمدة ( 2005-2017) و التنبؤ بها للمدة ( 2017-2026). مجلة الدنانير،مج. 1، ع. 18، ص ص. 83-114.
https://search.emarefa.net/detail/BIM-1293579
Modern Language Association (MLA)
طيب عثمان عبد الرزاق وميثم عيسى جاسب. قياس و تحليل المخاطر الاستثمارية في سوق العراق للأوراق المالية للمدة ( 2005-2017) و التنبؤ بها للمدة ( 2017-2026). مجلة الدنانير مج. 1، ع. 18 (2020)، ص ص. 83-114.
https://search.emarefa.net/detail/BIM-1293579
American Medical Association (AMA)
طيب عثمان عبد الرزاق وميثم عيسى جاسب. قياس و تحليل المخاطر الاستثمارية في سوق العراق للأوراق المالية للمدة ( 2005-2017) و التنبؤ بها للمدة ( 2017-2026). مجلة الدنانير. 2020. مج. 1، ع. 18، ص ص. 83-114.
https://search.emarefa.net/detail/BIM-1293579
Data Type
Journal Articles
Language
Arabic
Notes
-
Record ID
BIM-1293579