Devizno tržište je najveće tržište na svijetu po obujmu dnevnog prometa, čime je privuklo pažnju brojnih investitora i financijskih trgovaca. Trgovanje na deviznom tržištu smatra se rizičnim ulaganjem te je stoga važno dobro poznavanje i kontroliranje rizika kako bi se on sveo na prihvatljivu razinu. Svrha ovog rada je bila ispitati utjecaj odabranih pokazatelja rizika na ostvareni profit portfelja na deviznom tržištu. Ovaj rad promatra varijable omjera prinosa i rizika u portfelju, točnosti portfelja, diversifikacije portfelja, rizika portfelja i profita portfelja na deviznom tržištu na temelju prikupljenih podataka koji su povijesni performans autora iz 2015. godine. Ispitivanje se provodilo metodama korelacijske analize, jednostavne regresijske analize i višestruke regresijske analize. Provođenjem korelacijske analize ustvrđeno je odsustvo korelacije između omjera profita i rizika u portfelju i profita portfelja, srednje jaka pozitivna korelacija između točnosti portfelja i profita portfelja, dok su diversifikacija portfelja i rizik portfelja u slaboj pozitivnoj korelaciji s profitom portfelja. Najvažniji rezultat višestruke regresijske analize je model koji promatra utjecaj točnosti portfelja i rizika portfelja na profit portfelja. Ovim umjereno reprezentativnim modelom je spoznano prosječno povećanje profita portfelja od 3,9179 eura u slučaju kada točnost portfelja poraste za jedan postotni poen, uz pretpostavku da je rizik portfelja konstantan, te prosječno povećanje profita portfelja od 29,0989 eura u slučaju kada rizik portfelja poraste za jedan postotni poen, uz pretpostavku konstantne točnosti portfelja. Ovakvi rezultati mogu poslužiti kao okosnica istraživanja na temelju podataka nekog drugog performansa i, u skladu s analizom distribucija vjerojatnosti valutnih parova, kao temeljita analiza rizika na deviznom tržištu.

The foreign exchange market is the world's largest market in terms of volume of daily turnover, attracting the attention of many investors and financial traders. Trading on the foreign exchange market is considered a risky investment, and it is therefore important to know well and to control the risk in order to reduce it to an acceptable level. The purpose of this thesis was to examine the impact of selected risk indicators on realized portfolio profit on the foreign exchange market. This thesis analyses the variables of portfolio risk and return ratio, portfolio accuracy, portfolio diversification, portfolio risk and profit on the foreign exchange market on the basis of collected data which are the author's historical performance from 2015. The study was conducted using the methods of correlation analysis, simple regression analysis and multiple regression analysis. The correlation analysis showed an absence of correlation between the ratio of profit and risk in the portfolio and portfolio profit, medium strong positive correlation between portfolio accuracy and portfolio profit, while the diversification of portfolio and portfolio risk are in a weak positive correlation with the portfolio profit. The most important result of multiple regression analysis is a model that observes the impact of portfolio accuracy and portfolio risk on portfolio profit. With his moderately representative model, an average increase in portfolio profit of EUR 3.9179 is recognized in the case when portfolio accuracy increases by one percentage point, with the assumption of constant portfolio risk, as well as average increase in portfolio profit of 29,0989 EUR in the case when portfolio risk increases by one percentage point, with the assumption of constant portfolio accuracy. Such results can serve as a backbone of research based on data from another performance and, in accordance with the analysis of distribution of currency pair probabilities, as a thorough risk analysis in the foreign exchange market.