Zhodnocení indexových investic

Abstract

This diploma thesis deals with index investing through ETF funds. The aim of this work is to evaluate index investments using selected factors with a focus on US stock indices Standard & Poor’s 500 and Dow Jones Industrial Average. The influence of selected factors on ETF profitability is assessed using regression models, which are estimated using the least squares method. The models estimated in the application part are subsequently verified and interpreted. Using the results of this thesis, it is possible to draw conclusions about which factors should be primarily monitored when studying the movement of the most popular American indices.