Borsa İstanbul’da Kote Bireysel Emeklilik, Hayat Ve Hayat-Dışı Sigorta Şirketlerinin Hisse Senedi Fiyat Tahmininde Box-Jenkıns Yöntemi

Abstract

This study is about insurance sector in Turkey is aimed to be guide to investors, examiners and to be informed people about to insurance companies at stock market. General past of in Turkey insurance sector and insurance companies and individual pension companies expected positions at past and future which active in BIST is analysed by the stock price. Box-Jenkins method which is used in analysis, is the best process aimed ARIMA data produced. The Box-Jenkins / ARIMA method computes the future value of the variable from the past values of the time series and past forecast mistakes. In this study, stock closing prices of the five companies listed on the Stock Exchange Istanbul is analyzed and price estimates made for the future. Anadolu Hayat Emeklilik, Anadolu Anonim Türk Sigorta Şirketi and Güneş Sigorta A.Ş.'s stock prices are used in this study for estimating future values and method gives the correct results for these companies. (English) [ABSTRACT FROM AUTHOR]