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INVESTITSIYA PORTFELI MOLIYAVIY RISKLARINI BAHOLASHDA SORTINO KOEFFITSIENTIDAN FOYDALANISH

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MAQOLA ANNOTATSIYASI

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Ushbu maqolada tadqiqot obyekti qilib Oʻzbekistonda faoliyat yuritayotgan 5 ta real sektor korxonasi, yaʼni “Kvarts” Aj (KVTS), “Qizilqumsement” AJ (QZSM), “Qoʻqon mexanika zavodi” AJ (KUMZ), “Oʻzbekiston metallurgiya kombinati” AJ (UZMK), “Olmaliq kon-metallurgiya kombinati” AJ (AGMK) olingan. Tahlil amalga oshirishda aksiyadorlik jamiyatlari va fond indeksining 2017-yildan to 2024 yillardagi fond bozoridagi faoliyati olingan. Pandemiya davridagi keskin oʻzgarishlar tadqiqot aniqlik darajasini pasaytirmasligi uchun uchun tadqiqot davrini pandemiyadan oldingi, pandemiya davri va pandemiyadan keyingi davrlarga ajratilgan holda oʻrganildi. Investitsiya portfeli moliyaviy risklarini baholashda Sortino koeffitsiyentidan foydalanildi, ushbu koeffitsiyentni qoʻllashning afzalliklari va kamchiliklari tahlil qilindi.

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Teglar

# инвестиционный портфель# investment portfolio# investitsiya portfeli# финансовый риск# financial risk# aksiya daromadliligi# доходность акций# moliyaviy risk# Sortino koeffitsiyenti# коэффициент Сортино.# stock return# Sortino coefficient.

Maqolani baholang

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Maqola idintifikatorlari

Foydalanilgan adabiyotlar

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