Full metadata record
DC FieldValueLanguage
dc.contributor.advisorSvoboda Milan, Ing. Mgr. Ph.D.
dc.contributor.authorFuksa, Pavel
dc.contributor.refereeGangur Mikuláš, Doc. RNDr. Ph.D.
dc.date.accepted2017-6-2
dc.date.accessioned2018-01-15T15:11:35Z-
dc.date.available2016-10-21
dc.date.available2018-01-15T15:11:35Z-
dc.date.issued2017
dc.date.submitted2017-4-24
dc.identifier71888
dc.identifier.urihttp://hdl.handle.net/11025/28948
dc.description.abstractTato diplomova prace se zabyva technickou analyzou akciovych trhu a zameruje se na spolehlivost indikatoru MACD. Hlavnim cilem prace je popis indikatoru a nasledne posouzeni jeho spolehlivosti. Spolehlivost je urcena porovnanim vysledku indikatoru s vysledky dosazenymi konzervativni strategii Kup a drz. Vyzkum je provaden na osmi akciovych titulech, obchodovatelnych na Prazske burze cennych papiru. Analyzovana data pochazeji z desetileteho obdobi 2007-2016. Indikator MACD je v praci pocitan ve trech odlisnych variantach. Vyzkum nejprve analyzuje vyvoj pasivni strategie Kup a drz a nasledne porovnava jednotlive varianty indikatoru MACD s pasivni strategii na trech zakladnich delkach. Nasledne je v praci provedena optimalizace casovych delek (jsou nalezeny nejvynosnejsi delky). V uplnem zaveru je posouzen vliv transakcnich nakladu na dosazene vysledky.cs
dc.format83 s.cs
dc.format.mimetypeapplication/pdf
dc.language.isocscs
dc.publisherZápadočeská univerzita v Plznics
dc.relation.isreferencedbyhttps://portal.zcu.cz/StagPortletsJSR168/CleanUrl?urlid=prohlizeni-prace-detail&praceIdno=71888-
dc.rightsPlný text práce je přístupný bez omezení.cs
dc.subjecttechnicka analyzacs
dc.subjectmacdcs
dc.subjectstrategie kup a drzcs
dc.subjectindikatorycs
dc.titleTechnická analýza akciových trhů - spolehlivost vybraných indikátorůcs
dc.title.alternativeTechnical analysis of equity markets - reliability of chosen indicatorsen
dc.typediplomová prácecs
dc.thesis.degree-nameIng.cs
dc.thesis.degree-levelNavazujícícs
dc.thesis.degree-grantorZápadočeská univerzita v Plzni. Fakulta ekonomickács
dc.thesis.degree-programEkonomika a managementcs
dc.description.resultObhájenocs
dc.rights.accessopenAccessen
dc.description.abstract-translatedThis diploma thesis deals with efficiency of the MACD indicator. The main aim of this paper is to describe the indicator and asses its efficiency. The efficiency is determined by a comparision between the results of the indicator and the conservative "Buy and Hold" strategy. The research was carried out on the basis of daily closing share prices of eight companies, traded on the Prague stock exchange, during the ten-year period from 2007 to 2016. The indicator was calculated by three different methods. At first, the research analyses the development of the passive strategy "Buy and Hold". Afterwards, there is a comparision of the conservative strategy with the MACD indicator for three different time periods. Then, there is an optimalization of the time periods (finding the most profitable time periods). In the end, there is a review of the impact of transaction fees on the results.en
dc.subject.translatedtechnical analysisen
dc.subject.translatedmacden
dc.subject.translatedstrategy buy and holden
dc.subject.translatedindicatorsen
Appears in Collections:Diplomové práce / Theses (KMO)

Files in This Item:
File Description SizeFormat 
DP-PAVEL-FUKSA.pdfPlný text práce3,73 MBAdobe PDFView/Open
Fuksa_v.pdfPosudek vedoucího práce635,13 kBAdobe PDFView/Open
Fuksa_o.pdfPosudek oponenta práce651,17 kBAdobe PDFView/Open
Fuksa_p.pdfPrůběh obhajoby práce185,61 kBAdobe PDFView/Open
Show simple item record


Please use this identifier to cite or link to this item: http://hdl.handle.net/11025/28948

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

search
navigation
  1. DSpace at University of West Bohemia
  2. Vysokoškolské kvalifikační práce / Theses
  3. Fakulta ekonomická / Faculty of Economics
  4. Katedra marketingu, obchodu a služeb / Department of Marketing, Trade and Services
  5. Diplomové práce / Theses (KMO)