Aplicação de modelos estocásticos na análise do comportamento de uma ação na bolsa de valores: um estudo de caso

Abstract

This study aims to analyze the behavior of the AMZO34 stock in relation to the AMZN, Dollar and Ibovespa variables, using statistical tools to prove the correlation between them. This is a study with a qualitative and descriptive methodology, which used statistical techniques and stochastic models, to better understand the financial market and contribute to people, in general, having more information about the stock market, allowing them to make better decisions to safely carry out financial planning. To develop this study, data on the variables were collected and analyzed from January to June 2024, disregarding holidays and weekends. Using Pearson's Correlation index, it was possible to identify that all independent variables have a significant degree of relationship with the dependent variable. Therefore, a multiple linear regression was performed, which provided a highly significant model, since the result obtained satisfactorily explains the variation in the data and the strength of the relationship between the variables studied.