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Analysis of dividend yield of the Moscow Exchange index Stocks

Student: Galkov Aleksei

Supervisor: Timofey Shevgunov

Faculty: Graduate School of Business

Educational Programme: Business Informatics (Master)

Year of Graduation: 2019

This work has main task to investigate dividend yield index of Moscow Stock Exchange.. The main stages of work: analysis of possible methods and methodologies for constructing values, building a model for calculation, automating the calculation of the index. When values are obtained, the collected data is examined for the presence of various trends and features. On the basis of the obtained research, a search and selection of a model for predicting the value of dividend yield is carried out. The implementation of the model and its automation by various methods. The results of the work are the obtained values of the dividend yield index for the period from 2012 to 2018. The value for 2019 was also predicted in two different ways and the rationale for the choice of outcome was given.

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