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1. Backtesting the Magic Formula in the Brazilian Stock Market
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This thesis performs a backtest of the Magic Formula for the Brazilian stock market in the period between 2006 and 2015. The Magic Formula methodology is a stock picking strategy that combines Return on Capital and Earnings Yield factors in a ranking system aiming to outperform the market average. LÄS MER
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