Prediction and Identification of Companies with High Bankruptcy probability in Tehran Stock Exchange (Different analysis of models)

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Fakhrehosseini Seyed Fakhreddin; Aghaei Meybodi Omid

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Journal: DECISIONS AND OPERATIONS RESEARCH Year:2019 | Volume:4 | Issue:Special Issue 1 Page(s): 3-14

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Title

Prediction and Identification of Companies with High Bankruptcy probability in Tehran Stock Exchange (Different analysis of models)

Author(s)

Fakhrehosseini Seyed Fakhreddin | Aghaei Meybodi Omid | Issue Writer Certificate

Keywords

Prediction

Bankruptcy

Model

Abstract

The present paper presents the possibility of predicting firms' Bankruptcy with Sprint, Altman, Fulmer, Zmijewski and Mckee Genetic Models among companies in the Tehran Stock Exchange in a different way from previous research with the goal of introducing companies Which has the potential for higher Bankruptcy with a comparative approach among the Models. To achieve this goal, 75 companies that are selected not covered base on 141 of the Commercial law. Required data for the 10-year period (86-95) has been compiled. According to the results in each of the above Models, a number of companies were identified as high risk probability companies, and then companies that were identified as most likely to be bankrupt in most of these Models. The results also show that, with the exception of Mckee Model, in four other Models, three companies with high Bankruptcy probability were included. Among these four Models, Zmijewski Model has a higher coefficient of determination, hence we can say that relative to Other Models have been more accurately predicted for Bankruptcy and have a significant role in corporate Bankruptcy among financial ratios, debt ratios, asset turnover, and asset returns.

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APA: Copy

Fakhrehosseini, Seyed Fakhreddin, & Aghaei Meybodi, Omid. (2019). Prediction and Identification of Companies with High Bankruptcy probability in Tehran Stock Exchange (Different analysis of models). DECISIONS AND OPERATIONS RESEARCH, 4(Special Issue 1 ), 3-14. SID. https://sid.ir/paper/268871/en

Vancouver: Copy

Fakhrehosseini Seyed Fakhreddin, Aghaei Meybodi Omid. Prediction and Identification of Companies with High Bankruptcy probability in Tehran Stock Exchange (Different analysis of models). DECISIONS AND OPERATIONS RESEARCH[Internet]. 2019;4(Special Issue 1 ):3-14. Available from: https://sid.ir/paper/268871/en

IEEE: Copy

Seyed Fakhreddin Fakhrehosseini, and Omid Aghaei Meybodi, “Prediction and Identification of Companies with High Bankruptcy probability in Tehran Stock Exchange (Different analysis of models),” DECISIONS AND OPERATIONS RESEARCH, vol. 4, no. Special Issue 1 , pp. 3–14, 2019, [Online]. Available: https://sid.ir/paper/268871/en

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