Logistic Regression Model For Predicting Performance of S&P BSE30 Company Using IBM SPSS

  IJMTT-book-cover
 
International Journal of Mathematics Trends and Technology (IJMTT)
 
© 2021 by IJMTT Journal
Volume-67 Issue-7
Year of Publication : 2021
Authors : Mrinalini Smita
  10.14445/22315373/IJMTT-V67I7P515

MLA

MLA Style: Mrinalini Smita  "Logistic Regression Model For Predicting Performance of S&P BSE30 Company Using IBM SPSS" International Journal of Mathematics Trends and Technology 67.7 (2021):118-134. 

APA Style: Mrinalini Smita(2021). Logistic Regression Model For Predicting Performance of S&P BSE30 Company Using IBM SPSS International Journal of Mathematics Trends and Technology, 118-134.

Abstract
Stock price prediction, the method of determining future values of a company’s stocks and other financial values, is an important topic in finance and economics which has captured the interest of researchers over the years to develop predictive models. A stock performance can, do some extent, be analysed based on financial indicators presented in the company’s annual report. Financial ratios help to form the basis of investor stock price expectations and hence, influence investment decision-making. Stock market prediction with the help of binary logistic regression using relation between financial ratios and stock performance has been recognized that financial ratios can enhance an investor’s stock price forecasting ability. The purpose of this study is to apply statistical methods to survey and analyze financial data in order to develop a simplified model for interpretation. The main purpose of the study to apply logistic regression model (binary) model for classifying S&P BSE 30 stocks into two categories GOOD or POOR performance stock. The logistic regression model, by applying variable to logistic curves, can be used to predict the likelihood of good performing stocks.

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Keywords : financial ratios, stock performance, stock price prediction, logistic curves ,logistic regression model.