ABSTRACT
This paper is aimed to identify the predicted
factors for the world stock market in the last six decades, and up to the first
quarter of 2021 year. The historical data and analysis of trends for volumes,
and prices besides the fundamentals data such as interest rates, currency
exchange rates, inflation rates, trading volume, and annual returns for listed
corporations, used to be the predicted factors available to forecast the
financial stock markets prices and volume, for the listed companies, national
stock index, and regional stock indexes. However, in the last six decades,
other new major factors became more reliable keys for the prediction of future
prices and volume trends, in the world stock markets besides the previous two
factors. These include the options strike rates for underling shares,
psychological price barriers, national, regional and international crises,
irrational and noise trading, and finally the health crisis known as the COVID-19,
as what happened in 2020. This paper discussed these predicted factors which
now dominate in the world stock markets, and suggested stated ratios for the
reliability of each presented measure, during different decades up to April of
2021, and how the reliability of theses indictors was changed from one decade
to another.