Sökning: "Earnings Momentum"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden Earnings Momentum.

  1. 1. Exploring Momentum: The Hidden Drivers of Stock Returns in the Nordic Market

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

    Författare :Axel Dillner; Johanna Roos; [2023]
    Nyckelord :Momentum; Price Momentum; Earnings Momentum; Earnings Surprises; Standardized Earnings Surprise; SES;

    Sammanfattning : This thesis investigates the relationship between price momentum, earnings momentum, and stock returns in the Nordic region by examining the risk-adjusted performance measures of various momentum strategy portfolios. Inspired by Novy-Marx's 2015 theory that momentum in firm fundamentals explains the performance of price momentum strategies, this study seeks to provide deeper insights into momentum drivers and their implications for investment professionals. LÄS MER

  3. 2. Momentum in ESG Indexes : A study on the passive capital flows effect on ESG stock prices

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :Levin Heger; Lisa Åkerman; [2021]
    Nyckelord :ESG; Momentum; Passive Investments; Index investments; ETFs; Sustainable Finance; Price-to-earnings; Overvaluation; Herd Investing;

    Sammanfattning : The aim with this thesis is to investigate whether increased capital flows to ESG screened indexes create higher price-to-earnings (P/E) ratios and momentum in the included stocks during the chosen time period of three years, from 2018 to 2020. The thesis will evaluate the capital flows to ESG indexes and compare both performance and P/E ratios between those and their corresponding Mother indexes. LÄS MER

  4. 3. Underreaktion och marknadseffektivitet

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Adam Blomqvist; [2020]
    Nyckelord :Post-earnings-announcement drift; underreaktion; den effektiva marknadshypotesen; kumulativ oväntad medelavkastning; Business and Economics;

    Sammanfattning : Syftet med denna uppsats är att undersöka huruvida ”post-earnings-announcement drift” sker för företagen på OMXS30-indexet. För att testa detta konstrueras en eventstudie som avser att testa om den kumulativa oväntade medelavkastningen skiljer sig från noll i olika tidsperioder före och efter företagen har publicerat kvartalsrapporter. LÄS MER

  5. 4. Factor Investing on the Swedish Stock Market : A Quantitative Study of a Model Based on Quality and Value

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Teodor Adolfsson; Henrik Domellöf; [2018]
    Nyckelord :Factor Investing; Quality Factor; Value Factor; ROE; Earnings Yield; Efficient Market Hypothesis; Capital Asset Pricing Model; Swedish Stock Market;

    Sammanfattning : Investors and fund managers have, since the start of financial markets, always been on the lookout for new ways of beating the market. However, researchers of the Efficient Market Hypothesis have shown that markets are usually highly efficient, implying that there are few possibilities of earning returns that are higher than the market returns, on a risk adjusted basis. LÄS MER

  7. 5. Swedish Post Earnings Announcement Drift: Implications of Past Earnings on Market Anticipation

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

    Författare :Jan Ackermand; Filip Berglönn; [2016]
    Nyckelord :Post Earnings Announcement Drift; Market Anticipation; Market Efficiency; Momentum;

    Sammanfattning : This thesis investigates how the Swedish market realizes the full implications of past earnings for future earnings. This builds on previous studies on Post Earnings Announcement drift and sets out to expand on previous findings on the Swedish market. LÄS MER