Modelo e Análise de Previsão de Desempenho pela Metodologia de Análise Multivariada de Dados: um estudo empírico do setor de energia elétrica

Abstract

The present work aims at empirically estimating an equation with the simultaneous use of the performance prediction of the Brazilian energy companies. The study involves 40 companies, using their financial statements of 2003 found at the Securities and Exchange Commission and at São Paulo Stock Exchange. The methodology adopted was composed of the many-varied data analysis techniques added to factor analysis and discriminating analysis. The software Statical Package for the Social Sciences (SPSS) version 10.0 was used. In the theoretical background the many-varied techniques were exhaustively scrutinized as well as some papers recently presented in conferences. The results obtained demonstrated the efficacy of the model for the performance prediction, thus contributing for the analysis of credit undertaken by the rating companies.