scholarly journals Study on the Volatility of Stock Price of Suzhou's High-Tech Enterprise by Fractal Analysis Method

Author(s):  
Ming Chen
2017 ◽  
Vol 9 (2) ◽  
pp. 37-43
Author(s):  
Sri Dewi Anggadini ◽  
Eva Tarsiah

 This research have purpose to examine empirically the effect on Net Profit Margin and Liquidity (Current Ratio) to Stock Price on Sub Sector Pharmaceutical Company Listed on IndonesiaStock Exchange Period 2012-2016. The problems that occur in Sub Sector Pharmaceutical Companyis the decrease of Stock Price but not followed by the increase of Net Profit Margin. Then the companyhas descreased Stock Price but not followed by the increase of Liquidity (Current Ratio). The research uses descriptive verification analysis method with population 10 companies from Sub Sector Pharmaceutical Companies. Sample selected by using purposive sampling, so thesample obtained to 8 companies with 40 financial reports from Sub Sector Pharmaceutical CompanyListed in Indonesia Stock Exchange Period 2012-2016. Technical of data analysis is multiple linearregression with SPSS 16.0 version as the application.  The result of the analysis showed that Net Profit Margin has positive and significant effect to Stock Price, and Liquidity which measured by Current Ratio has Positive dan significant effect toStock Price.


Author(s):  
Derya OZTURK

Urban sprawl is one of the most important problems in urban development due to its negative environmental and societal impacts. Therefore, the spatial pattern of urban growth should be accurately analyzed and well understood for effective urban planning. This paper focuses on urban sprawl analysis in the Atakum, Ilkadim and Canik districts of Samsun, Turkey. In this study, urban sprawl was examined over a period of 24 years using Shannon's entropy and fractal analysis based on remote sensing and Geographic Information System (GIS). The built-up areas in 1989, 2000 and 2013 were extracted from Landsat TM/ETM+/OLI images using the maximum likelihood classification method, and urban form changes in the 1989–2013 period were investigated. The Shannon's entropy method was used to determine the degree of urban sprawl, and a fractal analysis method based on box counting was used to characterize the urban sprawl. The results show that Atakum, Ilkadim and Canik experienced important changes and have considerable sprawl and complex characteristics now. The study also revealed that there is no monotonic relationship between Shannon's entropy and fractal dimension.


2018 ◽  
Vol 3 (1) ◽  
pp. 011
Author(s):  
Didi Rahmat

In this research, we investigate impact of Inflation Rate, Interes Rate and Earning per Share as independent variable to the PT. Bank Mandiri (persero) Tbk. stock price. We use causality research with multiple regression analysis method to answer the hypothesis. As conclusion that find, all independent variabel have impact significantly to the stock price in 0.78%. In partial, inflation has no impact to the stock price. In other way, interest rate have significantly influence to the stock price. But the influence is negative. EPS fositive have influence significantly to stock price.


Author(s):  
Seyed Mohammad Asadzadeh ◽  
Roberto Galeazzi

This study proposes an integrated methodology for modelling and predicting ballast degradation in turnouts by exploiting loaded track geometry data. The rate of increase in track irregularities with respect to the cumulative loading of the track is the index of ballast degradation to be predicted. The methodology combines the fractal analysis method with probabilistic modeling and Bayesian inference to design a prognostic tool that forecasts the expected ballast degradation rate over a period of three months. The foundation of the proposed method is a universal degradation model for the ballast in turnouts, which fuses technological, operational, and environmental information to prognose the rate of ballast deterioration. The methodology has been verified on 15 different turnouts of the Danish railway infrastructure.


Materials ◽  
2021 ◽  
Vol 14 (4) ◽  
pp. 860
Author(s):  
Qingshan Duan ◽  
Jiejie An ◽  
Hanling Mao ◽  
Dongwu Liang ◽  
Hao Li ◽  
...  

The work is intended to summarize the recent progress in the work of fractal theory in packaging material to provide important insights into applied research on fractal in packaging materials. The fractal analysis methods employed for inorganic materials such as metal alloys and ceramics, polymers, and their composites are reviewed from the aspects of fractal feature extraction and fractal dimension calculation methods. Through the fractal dimension of packaging materials and the fractal in their preparation process, the relationship between the fractal characteristic parameters and the properties of packaging materials is discussed. The fractal analysis method can qualitatively and quantitatively characterize the fractal characteristics, microstructure, and properties of a large number of various types of packaging materials. The method of using fractal theory to probe the preparation and properties of packaging materials is universal; the relationship between the properties of packaging materials and fractal dimension will be a critical trend of fractal theory in the research on properties of packaging materials.


2020 ◽  
Vol 9 (2) ◽  
pp. 233-246
Author(s):  
Baiq Wardah

This research uses a quantitative approach using descriptive methods. The population of this research is all stocks that are included in the largest market capitalization for the period January - March 2020 with a total of 50 shares. The sampling technique used in this study was purposive sampling method, so that 28 stocks were obtained as the research sample. The variables of this research are stock price, JCI, Bi 7-Day Repo Rate, Return, Risk, Selected Shares and Proportion of Funds. The data analysis method used in this study is the Single Index Model. Based on the research results, it is concluded that there are 3 stocks that meet the criteria for optimal portfolio formation and the proportion of funds for each of these stock, namely PT. Fajar Surya Wisesa Tbk. (FASW) 53.40%, 45.48% stock of PT. Bayan Resources Tbk. (BYAN) by 45.48% and stock of PT. Pollux Properti Indonesia Tbk. (POLL) by 1.12%. The implication of this research is to provide an overview or information for investors about the advantages and disadvantages of Islamic stocks during the Covid-19 pandemic.   Penelitian ini menggunakan pendekatan kuantitatif dengan menggunakan metode deskriptif. Populasi penelitian ini adalah seluruh saham yang masuk dalam kapitalisasi pasar terbesar periode Januari – Maret tahun 2020 dengan jumlah 50 saham. Teknik pengambilan sampel pada penelitian ini menggunakan metode purposive sampling, sehhingga diperoleh 28 saham sebagai sampel penelitian. Variabel penelitian ini adalah harga saham, IHSG, Bi 7-Day Repo Rate, Return, Risiko, Saham Terpilih dan Proporsi Dana. Metode analisis data yang digunakan pada penelitian ini adalah Model Indeks Tunggal. Berdasarkan hasil penelitian diperoleh kesimpulan, bahwa terdapat 3 saham yang memenuhi kriteria pembentukan portofolio optimal dan besar proporsi dana masing-masing saham tersebut, yakni saham PT. Fajar Surya Wisesa Tbk. (FASW) sebesar 53,40%, 45,48% saham PT. Bayan Resources Tbk. (BYAN) sebesar 45,48% dan saham PT. Pollux Properti Indonesia Tbk. (POLL) sebesar 1,12%. Implikasi dari penelitian ini adalah memberikan gambaran atau informasi bagi para investor tentang potensi keuntungan dan kerugian saham syariah pada saat masa pandemi Covid-19.


2014 ◽  
Vol 1017 ◽  
pp. 187-192
Author(s):  
Qiu Yan Wang ◽  
Zhi Qiang Liang ◽  
Xi Bin Wang ◽  
Wen Xiang Zhao ◽  
Yong Bo Wu ◽  
...  

Conventional characterization methods of grinding surface using surface roughness parameters, e.g., Ra, depend on either the resolution of the measuring instrument or the length of the sample. But fractal dimension (FD) as a scale-independent fractal parameter is effective to evaluate the ground surface at any length scale and represent lots of surface phenomenon at its relevant length scales. In this paper, a three-dimensional (3D) box-counting fractal analysis method is used to investigate ground surface morphology of monocrystal sapphire by calculating 3D fractal dimension of the ground surface. The results obtained show that fractal dimension decreases with the increasing surface roughness. For the ground surface with higher fractal dimension, its microtopography is more exquisite with minor defects. Once the fractal dimension become smaller, deep cracks and pronounced defects are exhibited in ground surface. Moreover, the ground surface obtained in ductile mode has much higher fractal dimension than that in brittle mode. Therefore, the fractal analysis method has the potential to reveal the ground surface characteristics of monocrystal sapphire.


2005 ◽  
Vol 08 (02) ◽  
pp. 235-250
Author(s):  
Chiung-Ju Liang ◽  
Ming-Li Yao ◽  
Jung-Chu Lin

In recent years, the formation of strategic alliances has become an increasingly common trend among developing countries around the world. In spite of this, the numerous attempts to comprehensively review the research on the correlation between these strategic alliances and stock prices over the years have, by and large, limited their discussion to how the stock price of a corporation responds to its announcement that it is forming a strategic alliance. Only a few studies have, however, discussed the announcement's indirect impact on the stock prices of investing companies that have entered into such strategic alliances. It is for this reason that we conduct an event study and develop an empirical model to measure that indirect impact on the stock prices of investing companies engaging in strategic alliances with Taiwan's high-tech industry from 1998 to 2002, while also discussing the market's different responses in their stock prices according to various industrial types that have been used to classify these investing companies.


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