Stock market probability: using statistics to predict and optimize investment outcomes
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chicago, Ill. u.a.
Probus
1994
|
| Edition: | Rev. ed. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XV, 231 S. graph. Darst. |
| ISBN: | 1557385645 |
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MARC
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| 264 | 1 | |a Chicago, Ill. u.a. |b Probus |c 1994 | |
| 300 | |a XV, 231 S. |b graph. Darst. | ||
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Record in the Search Index
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| adam_text | Table of Contents
Preface ix
Preface to the First Edition xiii
Acknowledgments xv
CHAPTER 1
Overview 1
CHAPTER 2
The Standard Deviation, the Normal Distribution,
and Natural Logarithms—Concepts Useful for Studying
the Stock Market 5
CHAPTER 3
The Statistical Basis for Estimating Future Probable
Changes in Stock Prices 11
CHAPTER 4
How Knowing the Probability Can Improve Your
Investment Decisions 19
CHAPTER 5
The Dispersion of Stock Prices 23
CHAPTER 6
The Basic Model of the Stock Market 27
CHAPTER 7
Predicting the Distribution of Historical Returns
on the Stock Market 39
CHAPTER 8
How to Reduce Common Stock Portfolio Risk 43
v
vl Table of Contents
CHAPTER 9
Are There Changes in Stock Market Volatility? 49
CHAPTER 10
Predicting Probable Returns from a Single Stock 51
CHAPTER 11
Estimating Probable Returns on a Mutual Fund 55
CHAPTER 12
Predicting the Probability of Loss 59
CHAPTER 13
Predicting Probable Changes in Earnings 65
CHAPTER 14
Predicting Probable Changes in Profit Margins 69
CHAPTER 15
How to Estimate the Average Future Return
from Stocks 73
CHAPTER 16
The Law of the Distribution of Wealth 81
CHAPTER 17
Diversification Across Time 85
CHAPTER 18
Predicting Dividend Changes 89
CHAPTER 19
The Basis for Predicting the Probability of Loss 93
CHAPTER 20
The Importance of Dividends 95
CHAPTER 21
Estimating the Standard Deviation from
High and Low Stock Prices 99
CHAPTER 22
Rescaled Range (R/S) Analysis 105
Table of Contents vii
CHAPTER 23
Options: Estimating Probable Price Changes
in Evaluating Options 111
CHAPTER 24
Betas Don t Work Very Well for Individual Stocks 117
CHAPTER 25
Determining the Probability of Changes
in Bond Yields 123
CHAPTER 26
How to Read the Probability Tables 127
CHAPTER 27
Five Laws of Finance 133
CHAPTER 28
A Summing Up 141
APPENDIX I
Questions on Prediction Answered by the First
Three Laws 145
APPENDIX H
Probability of Various Increases and Decreases
for Different Standard Deviations and Various
at Various Years in the Future 151
APPENDIX HI
Probability of Various Increases and Decreases
for Different Standard Deviations and Various
Days in the Future 161
APPENDIX IV
Distribution of Common Stock Assets Among Different
Stocks in Subsequent Years for Different Standard
Deviations as a Result of the Lognormal Distribution 173
vlll Table of Contents
APPENDIX V
How to Find the Probability from the Z Score 179
APPENDIX VI
Testing the First Three Laws of
Financial Relationships 185
APPENDIX VII
The Effect of the Holding Period, or Time,
on Dispersion 191
APPENDIX VEI
Formulas 197
APPENDIX IX
Notes to Chapters 203
APPENDIX X
Bibliography 215
Index 225
|
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| illustrated | Illustrated |
| indexdate | 2024-07-09T17:42:44Z |
| institution | BVB |
| isbn | 1557385645 |
| language | English |
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| physical | XV, 231 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
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| spelling | Murphy, Joseph E. 1948- Verfasser (DE-588)140620656 aut Stock market probability using statistics to predict and optimize investment outcomes Joseph E. Murphy Rev. ed. Chicago, Ill. u.a. Probus 1994 XV, 231 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Investments Statistical methods Stock price forecasting Prognose (DE-588)4047390-9 gnd rswk-swf Wertpapierbörse (DE-588)4079188-9 gnd rswk-swf Wertpapierbörse (DE-588)4079188-9 s Prognose (DE-588)4047390-9 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006552216&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Murphy, Joseph E. 1948- Stock market probability using statistics to predict and optimize investment outcomes Investments Statistical methods Stock price forecasting Prognose (DE-588)4047390-9 gnd Wertpapierbörse (DE-588)4079188-9 gnd |
| subject_GND | (DE-588)4047390-9 (DE-588)4079188-9 |
| title | Stock market probability using statistics to predict and optimize investment outcomes |
| title_auth | Stock market probability using statistics to predict and optimize investment outcomes |
| title_exact_search | Stock market probability using statistics to predict and optimize investment outcomes |
| title_full | Stock market probability using statistics to predict and optimize investment outcomes Joseph E. Murphy |
| title_fullStr | Stock market probability using statistics to predict and optimize investment outcomes Joseph E. Murphy |
| title_full_unstemmed | Stock market probability using statistics to predict and optimize investment outcomes Joseph E. Murphy |
| title_short | Stock market probability |
| title_sort | stock market probability using statistics to predict and optimize investment outcomes |
| title_sub | using statistics to predict and optimize investment outcomes |
| topic | Investments Statistical methods Stock price forecasting Prognose (DE-588)4047390-9 gnd Wertpapierbörse (DE-588)4079188-9 gnd |
| topic_facet | Investments Statistical methods Stock price forecasting Prognose Wertpapierbörse |
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