Predictability of Asset Returns on Blue Chip Stocks

DOI

10.2991/978-94-6463-010-7_116How to use a DOI?

Keywords

Blue-Chip; Stocks; Return; Long Term; Asset

Abstract

The research question of this article is whether investing in US indexes (blue chip stocks) under the context of increasing inflation can get a net income after subtracting inflation. The research method is to use quantitative analysis to analyze the long-term return rate of the index through the data of the past ten years. The research objects are the Dow Jones, Nasdaq and S&P 500 indexes in the United States. The data was downloaded from the macrotrends website. Each stock contains a total of more than 3000 pieces of data from 2010 to 2021. The result of the study is that long-term holding of blue-chip stocks (index funds) has a high probability of getting net return (deduct inflation).

Copyright

© 2023 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Dongxuan Pang
PY  - 2022
DA  - 2022/12/02
TI  - Predictability of Asset Returns on Blue Chip Stocks
BT  - Proceedings of the 2022 International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2022)
PB  - Atlantis Press
SP  - 1134
EP  - 1141
SN  - 2589-4919
UR  - https://doi.org/10.2991/978-94-6463-010-7_116
DO  - 10.2991/978-94-6463-010-7_116
ID  - Pang2022
ER  -