Date of Award

5-2025

Document Type

Thesis

Degree Name

Master of Science (MS)

Department

School of Mathematical and Statistical Sciences

Committee Chair/Advisor

Dr. Jun Luo

Committee Member

Dr. Whitney Huang

Committee Member

Dr. Shyam Ranganathan

Abstract

Evaluating stock market data and public companies' performance is an overwhelming task for day traders and brokers in the United States and internationally. As a financial metric of a company's overall valuation, earnings per share is a commonly researched measure of a company's profitability. We investigate relationships between earnings per share, multiple financial measures reported from company income statements, and classifiers such as market capitalization and sector. Multiple linear regression models are developed and assessed for this data. Results conclude that there is a significant difference between sectors and earnings per share recorded for a given company. Individual stock analysis highlights that research and development and depreciation and amortization are significant predictors relevant to explaining earnings per share for companies with a market capitalization of greater than one trillion. This thesis concludes with a discussion of model results and potential avenues forward for analysis in this field.

Included in

Data Science Commons

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