Análise de ativos financeiros via grafos de mercado: um estudo no contexto da região sul do Brasil

Abstract

The study of the financial market via graphs has been useful in revealing important information about financial assets. Different studies have performed analyses on indices and sets of assets representative of large markets. However, the absence of studies focusing on a specific region reveals the need of investigations that provide a more accurate view of the regional market and that make it possible to investigate whether general results are valid for less comprehensive contexts. The purpose of this article is to evaluate whether properties detected in general studies are applicable to shares of companies in the southern region of Brazil. Additionally, it is intended to offer valuation metrics for investors and decision-makers. Data from years 2020 to 2022 are analyzed using centrality measurements and cliques of market graphs. The results indicate a significant importance of assets from automotive and transport sectors and a lower influence of assets from textile sector.