Estadística multivariada aplicada a la clasificación de empresas que cotizan en la Bolsa Mexicana de Valores
| Autor: | Ana Isabel Ordóñez Parada, Carlos Cristian De la Rosa Flores, Viviana Berroterán Martínez, Cristina Cabrera Ramos |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: |
Multivariate statistics
Mauchly's sphericity test lcsh:K4430-4675 estadística multivariada análisis cluster Similarity (network science) Stock exchange 0502 economics and business lcsh:Finance lcsh:HG1-9999 Econometrics lcsh:Public finance General Environmental Science Mathematics lcsh:HB71-74 05 social sciences Sampling (statistics) lcsh:Economics as a science Market liquidity razones financieras Principal component analysis General Earth and Planetary Sciences 050211 marketing Profitability index 050203 business & management análisis de componentes principales |
| Zdroj: | Revista Mexicana de Economía y Finanzas Nueva Época REMEF, Vol 16, Iss 1, Pp 1-23 (2021) |
| ISSN: | 2448-6795 |
| Popis: | Multivariate statistics applied to the classification of companies listed on the Mexican Stock Exchange The objective was to demonstrate the effectiveness of multivariate statistics to compact, analyze and classify information obtained from financial performance indicators. A principal component analysis (PCA), justified by the Kaiser-Meyer-Olkin (KMO) measurement test and the Barlett sphericity test, was applied to 14 financial reasons of each of the 21 companies selected by sampling probabilistic, which were listed on the Mexican Stock Exchange during 2017, to finally apply a hierarchical and a non-hierarchical cluster analysis. In the results, 3 main components were obtained, capable of summarizing the total variability in 76%, which allowed a classification of lower to higher level of liquidity, profitability and activity, in addition to forming clusters of companies in relation to the similarity of Your financial performance We suggest replicating this research in companies that are listed in other markets, such as the NYSE or the NASDAQ. It is concluded that multivariate statistics is capable of generating more compact financial information, optimizing decision making by investors. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|