Analyzing Stock Market Dynamics for 10 Leading US Companies: A Multi-Dimensional Approach Using Time Series and Correlation Analysis

  • Aleksandra Klaczyk Shanghai University, China
Keywords: Stock prices, Time Series Model, Correlation Analysis, USA, Multi-Dimensional Approach

Abstract

This paper employs detailed time series and correlation analyses to thoroughly explore the stock market dynamics of 10 leading US corporations. Historical stock data from January 2022 to July 2023, on a daily basis, is analyzed with a focus on key indicators such as transaction volumes, price trajectories, and their interactions. The methodology combines data normalization, GARCH modeling, and descriptive statistics to ensure robust and reliable findings. The results reveal strong correlations among price indicators but question the reliability of trading volumes as predictors of price changes. Tesla’s upward price trajectory highlights investor optimism, while Netflix’s volatility underscores sector-specific challenges. These findings emphasize the significance of time series and correlation analysis in forecasting stock market trends and informing strategic decision-making. The study uncovers critical patterns and linkages governing market behavior, offering valuable insights into investor psychology and strategic decision-making processes.

Downloads

Metrics

PDF views
110
Jan 22 '25Jan 25 '25Jan 28 '25Jan 31 '25Feb 01 '25Feb 04 '25Feb 07 '25Feb 10 '25Feb 13 '25Feb 16 '2510
|

References

1. Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. San Francisco: Holden-Day.
2. Campbell, J. Y., Lo, A. W., & MacKinlay, A. C. (1997). The Econometrics of Financial Markets. Princeton, NJ: Princeton University Press.
3. Dunis, C. L., Laws, J., & Naïm, P. (2016). Artificial Intelligence in Financial Markets: Cutting Edge Applications for Risk Management, Portfolio Optimization, and Economics. London: Palgrave Macmillan.
4. Engle, R. F., & Bollerslev, T. (1986). Measuring and Testing the Impact of News on Volatility. The Journal of Finance, 41(5), 1127\u20131158.
5. Fama, E. F. (1965). The Behavior of Stock Market Prices. The Journal of Business, 38(1), 34\u2013105.
6. Graham, B., & Dodd, D. L. (1934). Security Analysis. New York: McGraw-Hill.
7. Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424\u2013438.
8. Grossman, S. J., & Stiglitz, J. E. (1980). On the Impossibility of Informationally Efficient Markets. The American Economic Review, 70(3), 393\u2013408.
Published
2025-01-20
How to Cite
Klaczyk, A. (2025). Analyzing Stock Market Dynamics for 10 Leading US Companies: A Multi-Dimensional Approach Using Time Series and Correlation Analysis. European Scientific Journal, ESJ, 37, 206. Retrieved from https://eujournal.org/index.php/esj/article/view/19015
Section
ESI Preprints