The effect of internal and external determinants on stock performance using the logistic regression model

Presented by

Mais Emad Kahdum

To The Council of College of Administration and

Economics at Karbala University, as Partial Fulfillment for the Requirements of Master’s degree in Finance and Banking Sciences.

Under the supervision of Assistant Professor

Dr. Mohammed Faez Hasan

The main objective of this study is to use the binary logistic regression model, which is an advanced input in the field of data analysis to predict the share performance of the companies listed in the Iraq Stock Exchange in light of a number of determinants that have a direct impact on the performance of the shares, by identifying the financial ratios that affect significantly On the performance of the share in the Iraq Stock Exchange The importance of this study lies in understanding and analyzing the data for the companies listed in the Iraq Stock Exchange It also works to find
and develop a logistical model to test the performance of the shares of those companies The study sample included a group of selected companies listed in the Iraq Stock Exchange consisting of (33) companies within different
sectors and for a period of six years during the period from (2016-2021), the study relied on the performance of stocks as a dependent variable and determinants of performance as independent variables, which included a set of financial ratios that directly affect the performance of stocks and work to know their impact using the binary logistic regression model (Artificial Intelligence) And the most important conclusions that I reached, despite the estimation of the logistical models, were that they were of low power of distinction Which is between (53.8%) and (74.2%) as a
maximum, however, it was acceptable for the logistic model. The current study recommends that the Iraqi investor monitor the situation and direction of the market in terms of whether it is an upward or downward market, and develop plans for each direction, since this condition will change many determinants of stock performance and in terms of the prevailing trend. 2021, which was within the scope of the study sample.

The effect of internal and external determinants on stock performance using the logistic regression model

Presented by

Mais Emad Kahdum

To The Council of College of Administration and

Economics at Karbala University, as Partial Fulfillment for the Requirements of Master’s degree in Finance and Banking Sciences.

Under the supervision of Assistant Professor

Dr. Mohammed Faez Hasan

The main objective of this study is to use the binary logistic regression model, which is an advanced input in the field of data analysis to predict the share performance of the companies listed in the Iraq Stock Exchange in light of a number of determinants that have a direct impact on the performance of the shares, by identifying the financial ratios that affect significantly On the performance of the share in the Iraq Stock Exchange The importance of this study lies in understanding and analyzing the data for the companies listed in the Iraq Stock Exchange It also works to find
and develop a logistical model to test the performance of the shares of those companies The study sample included a group of selected companies listed in the Iraq Stock Exchange consisting of (33) companies within different
sectors and for a period of six years during the period from (2016-2021), the study relied on the performance of stocks as a dependent variable and determinants of performance as independent variables, which included a set of financial ratios that directly affect the performance of stocks and work to know their impact using the binary logistic regression model (Artificial Intelligence) And the most important conclusions that I reached, despite the estimation of the logistical models, were that they were of low power of distinction Which is between (53.8%) and (74.2%) as a
maximum, however, it was acceptable for the logistic model. The current study recommends that the Iraqi investor monitor the situation and direction of the market in terms of whether it is an upward or downward market, and develop plans for each direction, since this condition will change many determinants of stock performance and in terms of the prevailing trend. 2021, which was within the scope of the study sample.