https://github.com/tsu2000/sgx_ols_perf
A Shiny web app showcasing multiple OLS regressions on SGX company financials to identify key profitability drivers.
https://github.com/tsu2000/sgx_ols_perf
econometrics financial-analysis r-shiny regression-analysis singapore-stocks
Last synced: about 1 year ago
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A Shiny web app showcasing multiple OLS regressions on SGX company financials to identify key profitability drivers.
- Host: GitHub
- URL: https://github.com/tsu2000/sgx_ols_perf
- Owner: tsu2000
- License: mit
- Created: 2025-05-31T06:18:41.000Z (about 1 year ago)
- Default Branch: main
- Last Pushed: 2025-05-31T15:13:23.000Z (about 1 year ago)
- Last Synced: 2025-06-08T08:29:34.732Z (about 1 year ago)
- Topics: econometrics, financial-analysis, r-shiny, regression-analysis, singapore-stocks
- Language: Jupyter Notebook
- Homepage: https://tsu2000.shinyapps.io/sgx_ols/
- Size: 1.02 MB
- Stars: 1
- Watchers: 0
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# 📊 SGX Multiple OLS Regression Analysis
**Link to Web App 👉**: [HERE](https://tsu2000.shinyapps.io/sgx_ols/)
**SGX OLS Analysis** is an interactive R Shiny application that analyzes the financial performance drivers of Singapore Exchange (SGX)-listed companies using comprehensive Ordinary Least Squares (OLS) multiple regression analysis. Built with solid econometric practices including heteroskedasticity-robust standard errors and lagged variables to reduce simultaneity bias, this web app provides deep insights into what drives profitability among SGX firms.
### Why use it?
- Understand which financial factors significantly impact company performance through rigorous statistical analysis
- Explore relationships between lagged financial performance indicators (Debt Ratio, Debt-to-Equity Ratio, Current Ratio, Interest Coverage Ratio, Gross Margin, Net Profit Margin, Asset Turnover, Log Assets) and current profitability measures (ROA, ROE, Operating Margin, Cash Flow Margin)
- Filter analysis by financial year-end and industry sector for targeted insights
- Access comprehensive regression diagnostics including residual plots, Q-Q plots, and heteroskedasticity tests
- Download complete dataset with 1,372 firm-year observations from 473 SGX companies (FY2022-2024)