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Cluster analysis |
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Cluster analysisA statistical technique that identifies clusters of stocks whose returns are highly correlated within each cluster and relatively uncorrelated across clusters. Cluster analysis has identified groupings such as growth, cyclical, stable, and energy stocks.Cluster analysis Similar MatchesQuantitative analysisQuantitative analysisAn assessment of specific measurable securities or investment factors, such as cost of capital, value of assets; and projections of sales, costs, earnings, and profits. Combined with more subjective or qualitative considerations (such as management effectiveness), quantitative analysis can enhance investment decisions and portfolios. Regression analysisRegression analysisAnalysis which examines the correlation between two or more variables in a mathematical model and attempts to prove whether or not the past relationships will be the same in the future. Regression analysis is used in the Black-Scholes option pricing model, portfolio theory and the capital asset pricing model. Technical analysisTechnical analysisSecurity analysis that seeks to detect and interpret patterns in past security prices. Ex post analysisEx post analysisAnalysis of the effects of a policy, such as trade liberalization or formation of a PTA, based on information available after the policy has been implemented and its performance observed. Also retrospective analysis. Credit analysisCredit analysisEvaluating information on companies and bond issues in order to estimate the ability of the issuer to live up to its future contractual obligations. Related: Default risk. Further SuggestionsScenario analysisElectronic Data Gathering, Analysis and Retrieval System Rescaled Range (R or S) Analysis Decision Break Point Analysis Discriminate analysis Regression analysis Common size analysis fundamental analysis Horizontal analysis Cross sectional analysis Comparative market analysis Break even analysis Qualitative analysis Regression analysis Comparative credit analysis Factor analysis Retrospective analysis Common base year analysis Quantitative analysis technical analysis Market analysis Trend Ratio Analysis Multiple discriminant analysis (MDA) Mean variance analysis Ex ante analysis |
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