Egyptian Stock Exchange (EGX)

This study is based on the historical data for some of the indicators on the Egyptian Stock Exchange (EGX), in order to build a prediction model with high accuracy. Data used in this study are purchased from Egypt for Information Dissemination (EGID) which is a Governmental organization that provides data for EGX. The data contain six stock market indices; for example, EGX-30 index local currency is used for interest estimates and denominated in US dollars. It measures top 30 firms in liquidity and activity. The second index used in this study is EGX-30- Capped which is designed to track performance of the most traded companies in accordance with the rules set for mutual funds. The third index is EGX-70 which aims at providing wider tools for investors to monitor market performance. EGX-100 index as a forth dataset evaluates performance of the 100 active firms, including 30 of EGX-30 index as well as 70 of EGX-70 index. NIlE index avoids concentration on one industry and therefore has a good representation of various industries/sectors in the economy, and the index is weighted by market capitalization and adjusted by free float. The last index is EGX-50-EWI which tracks top 50 companies in terms of liquidity and activity. The index is designed to balance the impact of price changes among the constituents of the index as they will have a fixed weight of 2% at each quarterly review.本研究基于埃及证券交易所（Egyptian Stock Exchange, EGX）部分指标的历史数据，旨在构建高精度预测模型。本次研究使用的数据购自埃及信息传播局（Egypt for Information Dissemination, EGID）——一家为埃及证券交易所提供数据的官方机构。该数据集涵盖6个股票市场指数：例如EGX-30指数，该指数设有本币计价（用于收益估算）与美元计价两种版本，选取流动性与活跃度排名前30的企业作为成分股。本研究采用的第二个指数为EGX-30-Capped指数，该指数旨在遵循共同基金制定的规则，追踪交投最为活跃的企业的市场表现。第三个指数为EGX-70指数，其旨在为投资者提供更丰富的工具以监测市场整体表现。第四个指数为EGX-100指数，该指数用于评估100家活跃度较高的企业的市场表现，其成分股包含EGX-30指数的全部30家企业以及EGX-70指数的全部70家企业。NILE指数（原文为NIlE，疑为拼写失误）规避了单一行业集中的问题，能够较好地代表经济体系内的各类行业与板块；该指数采用市值加权法，并通过自由流通股进行调整。最后一个指数为EGX-50-EWI指数，该指数追踪流动性与活跃度排名前50的企业；其设计初衷是平衡指数成分股的价格波动影响，每季度调样时各成分股均固定为2%的权重。