student
This article examines the impact of macroeconomic environment factors on the competitiveness of MTS PJSC as one of the leaders in the high-tech sector in Russia. The study covers such parameters as the dynamics of exchange rates, the inflation rate, the key interest rate, as well as sanctions restrictions that form the external economic environment. Using a multiple regression model, the author identified significant factors that determine fluctuations in the value of shares and the competitive position of the company. In addition, short-term stock price forecasting is presented using the Prophet model, which allows considering trends, seasonality and the impact of macroeconomic shocks. The results of the study emphasize the need for flexible adaptation of management strategies aimed at increasing sustainability and investment attractiveness in conditions of economic and geopolitical instability. The article may be useful for the formation of anti-crisis strategies in high-tech business.
high-tech companies, time series forecasting, macroeconomic factors, financial stability, stock price, competitiveness, Prophet model
1. Berk J., DeMarzo P. Corporate Finance, Global Edition. 3rd ed. Pearson Education Limited, 2014.
2. Damodaran A. Capital Expenditures by Sector (US) // NYU Stern. URL: https://pages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/capex.html (data obrascheniya: 20.01.2025).
3. Intanie Dewi V. The impact of macroeconomic factors on firm’s profitability (evidence from fast moving consumer good forms listed on Indonesian stock exchange) // Academy of Accounting and Financial Studies Journal. URL: https://repository.unpar.ac.id/bitstream/handle/123456789/9396/artsc437_Vera_The%20Impact%20of%20Macroeconominc-p.pdf?sequence=1&isAllowed=y (data obrascheniya: 22.01.2024).
4. Mitra G., Gupta V., Gupta G. Impact of macroeconomic factors on firm performance: Empirical evidence from India // Investment Management and Financial Innovations. 2023. T. 20, № 4. S. 1–12.
5. Nowicki J., Ratajczak P., Szutowski D. Impact of Macroeconomic Factors on Financial Liquidity of Companies: A Moderation Analysis // MDPI. URL: https://www.mdpi.com/2071-1050/16/11/4483 (data obrascheniya: 22.01.2025).
6. Klyuchevaya stavka Banka Rossii i inflyaciya za period s 2014 po 2024 g. // Bank Rossii. URL: https://www.cbr.ru/hd_base/infl/ (data obrascheniya: 24.01.2025).
7. Programmnyy interfeys k ISS // Moskovskaya birzha. URL: https://www.moex.com/a2193 (data obrascheniya: 24.01.2025).
8. Taylor, S. J., & Letham, B. (2018). Forecasting at scale // The American Statistician, 72(1), 37-45 / URL: https://www.tandfonline.com/doi/full/10.1080/00031305.2017.1380080 (data obrascheniya 01.04.2025)
9. Hyndman, R. J. Forecasting: Principles and Practice 3rd ed. // Melbourne, Australia : OTexts, 2021, p. 231-236 (data obrascheniya 02.04.2025)
10. De Livera, A. M., Hyndman, R. J., & Snyder, R. D. (2011). Forecasting time series with complex seasonal patterns using exponential smoothing // Journal of the American Statistical Association / URL: https://robjhyndman.com/papers/ComplexSeasonality.pdf (data obrascheniya 04.04.2025)