The macroeconomic variables effects on the U.S. Stock Market Index (S&P 500) / Mohammad Hikal Mohammad Salim

The Standard & Poors 500 (S&P 500) stock market index is one of the stock market indices for the United States (US). The S&P 500 tracks the stocks of 500 large companies in the US stock market. A stock market index is key in determining whether or not the stock market of a country is in...

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Main Author:	Mohammad Salim, Mohammad Hikal
Format:	Thesis
Language:	English
Published:	2022
Subjects:	Macroeconomics
Online Access:	https://ir.uitm.edu.my/id/eprint/96705/1/96705.pdf
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spelling	my-uitm-ir.967052024-08-05T15:46:11Z The macroeconomic variables effects on the U.S. Stock Market Index (S&P 500) / Mohammad Hikal Mohammad Salim 2022 Mohammad Salim, Mohammad Hikal Macroeconomics Stock price indexes. Stock quotations The Standard & Poors 500 (S&P 500) stock market index is one of the stock market indices for the United States (US). The S&P 500 tracks the stocks of 500 large companies in the US stock market. A stock market index is key in determining whether or not the stock market of a country is in a bull or a bear market. However, there are a lot of variables that influence the stock market index. The study is conducted in order to determine The Macroeconomic Variables Effects on the U.S Stock Market Index (S&P 500). The macroeconomic variables that are included in the study in order to determine the effects of S&P 500 annual returns are the Annual Gross Domestic Product (GDP) Growth Rate of the U.S, Industrial Production Index (IPI) of the U.S, Inflation Rate of the U.S, US Dollar Index (USDX) and Unemployment Rate of the U.S. The period of the study is from the year of 2000 till the year 2020. The data that is used in the study is collected from secondary data source such as reputable website from macrotrends, Trading Economics, The World Bank, MarketWatch and Federal Reserve Economic Data (FRED). The model of the study that is used is time series model. The findings from the result of the study concluded that out of the five macroeconomic variables, there are only one that is significant and has a negative relationship which is inflation rate. Others such as Annual Gross Domestic Product (GDP) Growth Rate of the U.S, Industrial Production Index (IPI) of the U.S and unemployment rate are insignificant and has a negative relationship with the S&P 500 with an exception of IPI which has a positive relationship with the S&P 500. 2022 Thesis https://ir.uitm.edu.my/id/eprint/96705/ https://ir.uitm.edu.my/id/eprint/96705/1/96705.pdf text en public degree Universiti Teknologi MARA, Johor Faculty of Business and Management Johan, Nurul Haida Hamzah, Nor Haliza
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Johan, Nurul Haida Hamzah, Nor Haliza
topic	Macroeconomics Macroeconomics
spellingShingle	Macroeconomics Macroeconomics Mohammad Salim, Mohammad Hikal The macroeconomic variables effects on the U.S. Stock Market Index (S&P 500) / Mohammad Hikal Mohammad Salim
description	The Standard & Poors 500 (S&P 500) stock market index is one of the stock market indices for the United States (US). The S&P 500 tracks the stocks of 500 large companies in the US stock market. A stock market index is key in determining whether or not the stock market of a country is in a bull or a bear market. However, there are a lot of variables that influence the stock market index. The study is conducted in order to determine The Macroeconomic Variables Effects on the U.S Stock Market Index (S&P 500). The macroeconomic variables that are included in the study in order to determine the effects of S&P 500 annual returns are the Annual Gross Domestic Product (GDP) Growth Rate of the U.S, Industrial Production Index (IPI) of the U.S, Inflation Rate of the U.S, US Dollar Index (USDX) and Unemployment Rate of the U.S. The period of the study is from the year of 2000 till the year 2020. The data that is used in the study is collected from secondary data source such as reputable website from macrotrends, Trading Economics, The World Bank, MarketWatch and Federal Reserve Economic Data (FRED). The model of the study that is used is time series model. The findings from the result of the study concluded that out of the five macroeconomic variables, there are only one that is significant and has a negative relationship which is inflation rate. Others such as Annual Gross Domestic Product (GDP) Growth Rate of the U.S, Industrial Production Index (IPI) of the U.S and unemployment rate are insignificant and has a negative relationship with the S&P 500 with an exception of IPI which has a positive relationship with the S&P 500.
format	Thesis
qualification_level	Bachelor degree
author	Mohammad Salim, Mohammad Hikal
author_facet	Mohammad Salim, Mohammad Hikal
author_sort	Mohammad Salim, Mohammad Hikal
title	The macroeconomic variables effects on the U.S. Stock Market Index (S&P 500) / Mohammad Hikal Mohammad Salim
title_short	The macroeconomic variables effects on the U.S. Stock Market Index (S&P 500) / Mohammad Hikal Mohammad Salim
title_full	The macroeconomic variables effects on the U.S. Stock Market Index (S&P 500) / Mohammad Hikal Mohammad Salim
title_fullStr	The macroeconomic variables effects on the U.S. Stock Market Index (S&P 500) / Mohammad Hikal Mohammad Salim
title_full_unstemmed	The macroeconomic variables effects on the U.S. Stock Market Index (S&P 500) / Mohammad Hikal Mohammad Salim
title_sort	macroeconomic variables effects on the u.s. stock market index (s&p 500) / mohammad hikal mohammad salim
granting_institution	Universiti Teknologi MARA, Johor
granting_department	Faculty of Business and Management
publishDate	2022
url	https://ir.uitm.edu.my/id/eprint/96705/1/96705.pdf
_version_	1811768870260703232

The macroeconomic variables effects on the U.S. Stock Market Index (S&P 500) / Mohammad Hikal Mohammad Salim

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