خود همبستگی(Auto correlation) سری زمانی در داده هاي سري زماني، مشکل شايع خود همبستگي يا همبستگي پياپي است كه بر روي جملات اخلال در دوره هاي مختلف وجود دارد. يکي از دلايل وجود همبستگي پياپي يا خود همبستگي اين است كه عوامل موثر از سري زماني حذف شده است، عواملي كه مانند متغيرهاي موجود در مدل مهم و با يکديگر ارتباط دارند. import matplotlib.pyplot as plot import numpy as np # Time series data data = np.array([24.40,10.25,20.05,22.00,16.90,7.80,15.00,22.80,34.90,13.30]) plot.acorr(data, maxlags=9) plot.title('Autocorrelation of XYZ stock price data') plot.xlabel('Lag') plot.ylabel('Autocorrelation') plot.show() #پایتون_مالی #همبستگی_سری_زمانی #سری_زمانی
خود همبستگی(Auto correlation) سری زمانی در داده هاي سري زماني، مشکل شايع خود همبستگي يا همبستگي پياپي است كه بر روي جملات اخلال در دوره هاي مختلف وجود دارد. يکي از دلايل وجود همبستگي پياپي يا خود همبستگي اين است كه عوامل موثر از سري زماني حذف شده است، عواملي كه مانند متغيرهاي موجود در مدل مهم و با يکديگر ارتباط دارند. import matplotlib.pyplot as plot import numpy as np # Time series data data = np.array([24.40,10.25,20.05,22.00,16.90,7.80,15.00,22.80,34.90,13.30]) plot.acorr(data, maxlags=9) plot.title('Autocorrelation of XYZ stock price data') plot.xlabel('Lag') plot.ylabel('Autocorrelation') plot.show() #پایتون_مالی #همبستگی_سری_زمانی #سری_زمانی
Among the actives, Ascendas REIT sank 0.64 percent, while CapitaLand Integrated Commercial Trust plummeted 1.42 percent, City Developments plunged 1.12 percent, Dairy Farm International tumbled 0.86 percent, DBS Group skidded 0.68 percent, Genting Singapore retreated 0.67 percent, Hongkong Land climbed 1.30 percent, Mapletree Commercial Trust lost 0.47 percent, Mapletree Logistics Trust tanked 0.95 percent, Oversea-Chinese Banking Corporation dropped 0.61 percent, SATS rose 0.24 percent, SembCorp Industries shed 0.54 percent, Singapore Airlines surrendered 0.79 percent, Singapore Exchange slid 0.30 percent, Singapore Press Holdings declined 1.03 percent, Singapore Technologies Engineering dipped 0.26 percent, SingTel advanced 0.81 percent, United Overseas Bank fell 0.39 percent, Wilmar International eased 0.24 percent, Yangzijiang Shipbuilding jumped 1.42 percent and Keppel Corp, Thai Beverage, CapitaLand and Comfort DelGro were unchanged.
At a time when the Indian stock market is peaking and has rallied immensely compared to global markets, there are companies that have not performed in the last 10 years. These are definitely a minor portion of the market considering there are hundreds of stocks that have turned multibagger since 2020. What went wrong with these stocks? Reasons vary from corporate governance, sectoral weakness, company specific and so on. But the more important question is, are these stocks worth buying?