AN ANALYSIS OF STOCK MARKET INDICATORS

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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.

Author(s):
Dunham, Donald J., Jr
Author Organization(s):
NAVAL POSTGRADUATE SCHOOL MONTEREY CA
Descriptive Note:
Master's thesis
Annotation:
An analysis of stock market indicators.
Pagination:
0172

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release, Document Partially Illegible
Distribution Statement:
Availability: Document Partially Illegible.

RECORD

Collection: TR
Identifying Numbers
Monitor Series:
NPS
 Subject Terms
Joint Capability Areas:
JCA_5_Command and Control; JCA_5.3_Planning; JCA_3.2_Engagement; JCA_3_Force Application; JCA_3.2.1_Kinetic Means
Modernization Areas:
Fully Networked C3
Communities of Interest:
C4I
Descriptor(s):
*COMMERCE, *STATISTICAL DATA, BANKING, ECONOMICS, COMPUTER PROGRAMMING, ANALYSIS OF VARIANCE, COSTS, STATISTICAL ANALYSIS, CORRELATION TECHNIQUES, MONEY
Field(s)/Group(s):
Economics and Cost Analysis, Statistics and Probability, Computer Programming and Software
Keyword(s):
FORTRAN, STOCK MARKET
Report Date:
1964 Jan 01