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

Report Date:

1964-01-01

Pagination or Media Count:

172.0

Abstract:

The Dow-Jones Industrial Average, Standard and Poor 500 Index, and Barrons 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