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Activity Number: 199 - Computation Meets Testing for Financial Data
Type: Contributed
Date/Time: Monday, August 8, 2022 : 2:00 PM to 3:50 PM
Sponsor: Business and Economic Statistics Section
Abstract #323098
Title: Fundamental Power Index in the Assessment of Listed Companies
Author(s): Malgorzata Ludmi?a Tarczynska-Luniewska* and Monika Rozkrut
Companies: University of Szczecin and University of Szczecin
Keywords: FPI index; multivariate methods; risk management; fundamental strength of the companies,; fundamental factors; financial data
Abstract:

The evaluation of enterprises can be performed using various methods. One of them is the Fundamental Strength (Power) Index (FPI). FPI is a multidimensional category whose scope of practical use is very wide. This indicator measures the fundamental strength of enterprises. The basis for its construction should be seen in two areas: fundamental analysis and multidimensional methods. A crucial issue in the process of FPI building is data. The study aims to analyze companies in terms of the level of the FPI index and companies' fundamental strength factors differentiation. The study used the methodology of estimating the FPI established by Tarczy?ska-?uniewska in The Methodology of assessing the fundamental strength of companies (listed and over-the-counter), Zapol 2013. Besides, select statistical methods were used to test the differentiation of the fundamental strength factors. The study covers 2016-2021 and refers to selected listed companies from the European market. The first results indicate the existence of differentiation in terms of the fundamental strength of listed companies measured by FPI and the factors of fundamental strength for companies.


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