TRABALHOS DE FIM DE CURSO @PUC-Rio
| Título: | PIOTROSKI F-SCORE ANALYSIS APPLIED TO THE IBRX50 | ||||||||||||
| Autor(es): |
JOÃO GUILHERME SANCHES BRAGA |
||||||||||||
| Colaborador(es): |
MARCELO CABUS KLOTZLE - Orientador |
||||||||||||
| Catalogação: | 05/JAN/2026 | Língua(s): | PORTUGUESE - BRAZIL |
||||||||||
| Tipo: | TEXT | Subtipo: | SENIOR PROJECT | ||||||||||
| Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
||||||||||||
| Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=74710@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=74710@2 |
||||||||||||
| DOI: | https://doi.org/10.17771/PUCRio.acad.74710 | ||||||||||||
| Resumo: | |||||||||||||
|
This study aims to apply the Piotroski F-Score model to the companies that
compose the B3 s IBRX-50 index, seeking to evaluate whether this
fundamentalist indicator can distinguish firms with better financial performance
and potential for appreciation in the Brazilian capital market. The research uses
accounting and market data to calculate the F-Score and compare the results
obtained with the stocks performance over the period analyzed. The
methodology involves applying quantitative metrics to identify patterns between
the financial score, the companies return, and their volatility, in addition to
comparing the Piotroski F-Score s performance with other fundamentalist
multiples traditionally used in investment analysis, such as P E, P B, EV EBITDA,
and EV/EBIT. In this way, the study seeks to investigate the model s
effectiveness as a tool to support investment decision-making. The expected
results suggest that companies with a higher F-Score tend to exhibit better
financial and market performance, thus confirming the usefulness of Piotroski s
method in the Brazilian context.
|
|||||||||||||
|
|||||||||||||
