These are usually the macroeconomic risks which tend to affect the whole market. Example of systematic risk include –
De-growth in GDP
Interest rate tightening
Inflation
Fiscal deficit
Geo political risk
how are these calculated and affect the market?
real economy influences the secondary stock market, but influences only. separate both n analyze how much the real economy figures going to affect long term trend or short term shocks.
Karthik
February 20, 2017, 5:22am
3
This one is a complex task and you cannot really assess the impact accurately. However, you could try the following -
Download the historical time series data of a particular macro
Download the Index data for the same time period
Check for correlation
You can also venture into a more advanced statistical approach employing something called as the ‘Principal Component Analysis’ - https://en.wikipedia.org/wiki/Principal_component_analysis
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