Sökning: "Dividend yield"

Visar resultat 1 - 5 av 85 uppsatser innehållade orden Dividend yield.

  1. 1. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Oleksii Chepil; [2024]
    Nyckelord :value investing; quality investing;

    Sammanfattning : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. LÄS MER

  3. 2. Quantitative Investment Strategies on the Swedish Stock Market

    Kandidat-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Jonatan Knutsson; Gabija Telešova; [2023]
    Nyckelord :Quantitative investment strategies; Quantitative trading strategies; Dividend yield strategy; EV EBITDA strategy; Momentum strategy; Equal-weighted portfolios; Value-weighted portfolios; Swedish stock market.;

    Sammanfattning : This thesis explores the implementation of three quantitative investment strategies – the dividend yield strategy, the EV/EBITDA strategy, and the momentum strategy – within the Swedish stock market using Equal-Weighted Portfolios (EWP) and Value-Weighted Portfolios(VWP). The analysis is based on backtesting during the periods 2009 − 2022, 2001 − 2022, and 1992 − 2022, for each strategy respectively. LÄS MER

  4. 3. Credit Where Credit's Due: An Empirical Study of Defaults in the Swedish Corporate Bond Market Between 2004 and 2023

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Kristoffer Östlin; Ludvig Sviberg; [2023]
    Nyckelord :Corporate Bonds; Yield Spread; Default; Swedish Bond Market; Logit Regression Model;

    Sammanfattning : This paper studies the relationship between bond defaults and yield spread, and other bond and company variables observable at issuance using a comprehensive dataset of matured and defaulted bonds from non-financial Swedish firms, covering the period 2004-2023. We find that higher yield spreads are correlated with higher default probabilities, particularly in the high-yield (HY) bond segment. LÄS MER

  5. 4. Unveiling the Cause of NAV-Discounts of Swedish Closed-End Funds

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Eleonor Harrysson; Joel Johansson; [2022-06-30]
    Nyckelord :Closed-end funds; NAV-discount; non-public holdings; portfolio concentration; ownership concentration; dividend yield; past performance; PCSE; panel data study;

    Sammanfattning : Closed-end funds (CEF) have long been a crucial intermediary in the Swedish financial market by providing relatively inexpensive investment opportunities through their portfolio of public and non-public securities. Interestingly, although CEFs worldwide have been traded at a value below the cumulative value of their underlying portfolio, i.e. LÄS MER

  7. 5. THE PREDICTIVE ABILITY OF FINANCIAL RATIOS ON STOCK RETURNS. A study of the S&P Global 100 during 2000 – 2020

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Ninni Ekman; [2022-04-07]
    Nyckelord :Financial ratios; stock return; predictability; regression;

    Sammanfattning : This study examines the predictive ability of ten financial ratios on annual stock returns at a one-year horizon. Ratios and stock returns are observed for the S&P Global 100 Index over the time period 2000 to 2020. The index is chosen for its representativeness stemming from the size and multinationality of its constituents. LÄS MER