Returns Relationship between BIG FOUR Bank Stock and the S & P/ASX 200

The Capital Markets progress and magnify, more and more data is formed every day. Market is very sensitive and movement of stock prices is affected by various factors including political, economic, statements of business people, natural calamities and even rumors. Analyzing the behavior of stock market is a serious challenges for investor and corporate stockholders. Technical analysis and fundamental analysis are two main schools of thought when it comes to analyzing the market. The technical analysis looks at the price movement of a security and using the data to predict future movement, on the other hand fundamental analysis looks at economic and financial factors of business that influence the stocks. This article seeks to examine different forecasting techniques to examine the performance of BIG FOUR Banks returns based on historical data of stocks and S& P/ASX 200. The result of the study helps the investor to forecast the returns of securities and they can make investment choices consequently.