For our stock market analysis project, we selected a range of companies to explore how market dynamics influence stock volatility. Microsoft (MSFT) was chosen for its diversified revenue from cloud services, productivity tools, and personal computing. Oracle (ORCL) provides an interesting contrast due to its heavy reliance on cloud and software solutions, making it a more specialized tech player. Woodside Energy was selected for its high exposure to commodity prices, particularly in liquefied natural gas, offering insight into energy price fluctuations. TechnipFMC operates across the energy value chain, benefiting from energy companies’ investments in technology and infrastructure. Suncor stands out due to its integrated business model in oil production, refining, and retail, which provides a natural hedge against oil price volatility. Saab offers a unique perspective as a defense company with a focus on advanced technologies and a strong position within NATO, potentially benefiting from increased defense spending. Lastly, Aselsan is Turkey's leading defense electronics company, with growing international contracts and exposure to the geopolitical dynamics of Turkey’s military ambitions.
This project uses time series modeling to analyze stock data from these companies to better understand volatility and predict future price movements through ARMA and GARCH models.