Factor analysisA statistical procedure that seeks to explain a certain phenomenon, such as the return on a common stock, in terms of the behavior of a set of predictive factors.
Regression analysisRegression analysis
Analysis 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.
Fundamental analysisFundamental analysis
An approach to investment that focuses on analysis of a company's financial and business strengths, and how its performance has been converted into share price movements in the past.So fundamental analysis is primarily concerned with:turnovercompetitive advantagemanagementprofitabilityassetscash flowearningsrelative strength of the share priceOn the basis of these, analysts forecast:the future growth rate of a company's earningshow long the expected growth rate will lastWith those figures, the analysts predict the stream of future dividends from the company, discount them backwards to get their current value, and arrive at a figure for what the shares are currently worth.Critics of this sort of analysis argue that the figures are highly conjectural given that no-one knows how quickly a company will grow, nor how long it will carry on growing.Fundamental analysis is often contrasted with technical analysis which focuses less on the business per se than on pure share price movements and how they are influenced by market sentiment. As far as technical analysts are concerned, the value of a share has less to do with a mathematical computation of future earnings than it does with the mood of the market and 'what people will pay'.
Cluster analysisCluster analysis
A 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.
Break even analysisBreak even analysis
An analysis of the level of sales at which a project would make zero profit.
Electronic Data Gathering, Analysis and Retrieval SystemElectronic Data Gathering, Analysis and Retrieval System
In the US, EDGAR, the Electronic Data Gathering, Analysis, and Retrieval system, performs automated collection, validation, indexing, acceptance, and forwarding of submissions by companies and others who are required by law to file forms with the US Securities and Exchange Commission (SEC). Its primary purpose is to increase the efficiency and fairness of the securities market for the benefit of investors, corporations, and the economy by accelerating the receipt, acceptance, dissemination, and analysis of time-sensitive corporate information filed with the agency.
Further SuggestionsDecision Break Point Analysis
Force Field Analysis
Comparative market analysis
Rescaled Range (R or S) Analysis
Multiple discriminant analysis (MDA)
Common size analysis
Mean variance analysis
Common base year analysis
Ex post analysis
Comparative credit analysis
Cross sectional analysis
Ex ante analysis
Time series analysis