Downside risk and profitability ratios: The case of the New York Stock Exchange

A Rutkowska-Ziarko - The North American Journal of Economics and …, 2023 - Elsevier
This article analyses the relationship between the volatility and sensitivity measures
determined based on accounting profitability ratios and those calculated based on rates of …

[HTML][HTML] Market and accounting measures of risk: The case of the Frankfurt Stock Exchange

A Rutkowska-Ziarko - Risks, 2022 - mdpi.com
The main purpose of this study was to explore the relationship between market and
accounting measures of risk and the profitability of companies listed on the Frankfurt Stock …

Impact of liquidity and profitability ratios on the stock market value of Jordan insurance companies

A Al Maani, AS Alawad… - Academy of Accounting …, 2021 - search.proquest.com
This study aims to investigate the impact of liquidity and profitability ratios on the market
value of stocks in Jordanian insurance companies by investigating a sample of five …

[HTML][HTML] Accounting and market risk measures of Polish Energy Companies

A Rutkowska-Ziarko, L Markowski - Energies, 2022 - mdpi.com
Companies in the energy sector, due to their important role in the economy and the
specificity of energy sources, are exposed to many types of risk, ranging from the risk …

Verify the Relationship Between a Company's Earning per Share, Return on Equity, Return on Asset, Sales Growth, Price to Earning Ratio, Current Ratio, Gross Profit …

R Mao - SHS Web of Conferences, 2023 - shs-conferences.org
The purpose of this study is to determine possible effect, which earning per share, return on
equity, return on asset, sales growth, price to earning ratio, current ratio, gross profit margin …

[PDF][PDF] The development of downside accounting beta as a measure of risk

A Rutkowska-Ziarko, C Pyke - Economics and Business review, 2017 - bibliotekanauki.pl
This paper develops a new method for measuring market risk called downside accounting
beta (DAB). To test the validity of DAB the method is applied to the financial data for 14 food …

Profitability ratios in risk analysis

A Rutkowska-Ziarko - Contemporary Trends and Challenges in Finance …, 2020 - Springer
The aim of the study was to examine the correlation between the accounting profitability of
the company and its rate of return on the capital market. In addition, betas and accounting …

[HTML][HTML] A Comprehensive Approach to Bankruptcy Risk Evaluation in the Financial Industry

S Issa, G Bizel, SK Jagannathan… - Journal of Risk and …, 2024 - mdpi.com
The study presents a comprehensive approach to examining the potential risk of
bankruptcies in financial sector organizations. This investigation explores 20 financial sector …

Validating downside accounting beta: Evidence from the Polish construction industry

A Rutkowska-Ziarko, C Pyke - … in Finance: Proceedings from the 3rd …, 2018 - Springer
This paper applies a method for measuring market risk called Downside Accounting Beta
(DAB), previously developed by Rutkowska-Ziarko and Pyke (Econ Bus Rev 3 (4): 55–65 …

Market and accounting risk factors of asset pricing in the classical and downside approaches

A Rutkowska-Ziarko, L Markowski - Annales Universitatis Mariae …, 2020 - cejsh.icm.edu.pl
Theoretical background: The variability of the company's profitability is the result of the
accompanying risk. To compare the profitability of many companies, relative profitability …