Abstract
The study aimed to analyze the volatility of financial assets of companies in the industrial sector listed on the Quito Stock Exchange. An econometric model was used to determine the causes of price variation that affect the returns on variable income financial assets according to a quantitative-correlational strategy. Of the five companies taken as a sample, it was evident that most have a positive beta coefficient of less than 1. This result conveyed that asset fluctuations are below market demand, and they conceive behavior dependent on it. The study concluded that volatility has not shown notable fluctuations in the Ecuadorian stock market due to the minimal movements generated in the negotiations on the Quito Stock Exchange.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.