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master's thesis
MJERENJE RIZIČNOSTI ULAGANJA U ODABRANE DIONICE KORIŠTENJEM VALUE-AT-RISK METODOLOGIJE
Diplomski rad
2022. urn:nbn:hr:145:951735
Šibonjić, Jelena
Josip Juraj Strossmayer University of Osijek
Faculty of Economics and Business in Osijek
Chair of Finance and Accounting

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Šibonjić, J. (2022). MJERENJE RIZIČNOSTI ULAGANJA U ODABRANE DIONICE KORIŠTENJEM VALUE-AT-RISK METODOLOGIJE : Diplomski rad (Master's thesis). Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek. Retrieved from https://urn.nsk.hr/urn:nbn:hr:145:951735

Šibonjić, Jelena. "MJERENJE RIZIČNOSTI ULAGANJA U ODABRANE DIONICE KORIŠTENJEM VALUE-AT-RISK METODOLOGIJE : Diplomski rad." Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, 2022. https://urn.nsk.hr/urn:nbn:hr:145:951735

Šibonjić, Jelena. "MJERENJE RIZIČNOSTI ULAGANJA U ODABRANE DIONICE KORIŠTENJEM VALUE-AT-RISK METODOLOGIJE : Diplomski rad." Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, 2022. https://urn.nsk.hr/urn:nbn:hr:145:951735

Šibonjić, J. (2022). 'MJERENJE RIZIČNOSTI ULAGANJA U ODABRANE DIONICE KORIŠTENJEM VALUE-AT-RISK METODOLOGIJE : Diplomski rad', Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, accessed 03 May 2024, https://urn.nsk.hr/urn:nbn:hr:145:951735

Šibonjić J. MJERENJE RIZIČNOSTI ULAGANJA U ODABRANE DIONICE KORIŠTENJEM VALUE-AT-RISK METODOLOGIJE : Diplomski rad [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek; 2022 [cited 2024 May 03] Available at: https://urn.nsk.hr/urn:nbn:hr:145:951735

J. Šibonjić, "MJERENJE RIZIČNOSTI ULAGANJA U ODABRANE DIONICE KORIŠTENJEM VALUE-AT-RISK METODOLOGIJE : Diplomski rad", Master's thesis, Josip Juraj Strossmayer University of Osijek, Faculty of Economics and Business in Osijek, Osijek, 2022. Available at: https://urn.nsk.hr/urn:nbn:hr:145:951735

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Metadata
TitleMJERENJE RIZIČNOSTI ULAGANJA U ODABRANE DIONICE KORIŠTENJEM VALUE-AT-RISK METODOLOGIJE : Diplomski rad
Title (english)MEASURING THE RISK OF INVESTING IN SELECTED STOCKS BY USING THE VALUE-AT-RISK METHODOLOGY : Graduate paper
AuthorJelena Šibonjić
MentorDomagoj Sajter (mentor)
Committee memberIvana Bestvina Bukvić (predsjednik povjerenstva)
Committee memberDomagoj Karačić (član povjerenstva)
Committee memberDomagoj Sajter (član povjerenstva)
GranterJosip Juraj Strossmayer University of Osijek
Faculty of Economics and Business in Osijek
(Chair of Finance and Accounting)
Osijek
Defense date and country2022-09-30, Croatia
Scientific / art field,
discipline and subdiscipline		SOCIAL SCIENCES
Economics
Finance
Abstract
Prije samog ulaganja, vrlo je važno procijeniti rizike koji potencijalno mogu nastupiti. Stoga, svrha ovog rada je znati prepoznati rizike, pokušati ih mjeriti i suzbiti te ulagati u dionice koje su najmanje rizične. Cilj rada je istražiti kretanje cijena dionica tvrtke Apple Inc. i Samsung Electronics Co. u razdoblju od 01.01.2017. do 01.01.2021. godine te odlučiti u koje dionice je manje rizično ulagati. U teorijskom dijelu rada pobliže su određene mjere tržišnog rizika, prednosti i nedostatci korištenja Value-at-Risk metode kao mjere rizika. U istraživačkom dijelu rada, analizirane su dionice dvije rivalske, tehnološke tvrtke, a to su Apple Inc. i Samsung Electronics Co. Prethodno navedene tvrtke posluju u istom sektoru te su konkurenti. Mjerena je rizičnost ulaganja u odabrane dionice primjenom rizične vrijednosti, odnosno primjenom metode varijance-kovarijance i povijesne metode. Rizična vrijednost prethodno navedenih tvrtki mjerena je na temelju povijesnih podataka te je donesen zaključak da je za investitora manje rizično ulagati u dionice tvrtke Apple Inc. jer je manji rizik odnosno manje su rizične vrijednosti tvrtke Apple Inc. u odnosu na rizične vrijednosti tvrtke Samsung Electronics Co.
Abstract (english)
Before investing, it is very important to assess the risks that can potentially happened. Therefore, the purpose of this thesis is to know how to recognize risks, try to measure and suppress them, and invest in stocks that are the least risky. The aim of the thesis is to investigate the price movement of Apple Inc. shares. and Samsung Electronics Co. in the period from 01.01.2017. until 01.01.2021. and decide which shares are less risky to invest in. In the theoretical part of the thesis, market risk measures, advantages and disadvantages of using the Value-at-Risk method as a risk measure are specified. In the research part of the thesis were analyzed the shares of two rival technology companies, Apple Inc and Samsung Electronics Co. The companies operate in the same sector and they are competitors. The riskiness of investing in selected shares was measured by applying the value at risk, by applying the variance-covariance method and the historical method. The risk value of the companies was measured on the basis of historical data and it was concluded that it is less risky for an investor to invest in shares of Apple Inc..
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:145:951735
Study programmeTitle: Financial Management
Study programme type: university
Study level: graduate
Academic / professional title: sveučilišni magistar/magistra ekonomije (sveučilišni magistar/magistra ekonomije)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2023-06-05 17:28:11