Sökning: "Morningstar Rating"

Visar resultat 21 - 25 av 39 uppsatser innehållade orden Morningstar Rating.

  1. 21. A Study on the Relationship Between a Mutual Fund’s Risk-Adjusted Return and Sustainability : Do Mutual Funds with High Sustainability Scores Outperform Those with Low Ones?

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Frida Värnlund; Max Bacco; [2019]
    Nyckelord :Applied mathematics; regression analysis; sustainability; mutual funds; Morningstar; Sharpe ratio; ESG; Tillämpad matematik; regressionsanalys; hållbarhet; fonder; Morningstar; riskjusterad avkastning; Sharpe ratio; ESG;

    Sammanfattning : During the past few decades, social responsible investing (SRI) has rapidly grown to become a renowned investment strategy. Because of the contradictory findings on how successful this strategy is in terms of financial return, the aim of this thesis is to compare the performance of sustainable and conventional funds in four different geographical areas during the last three years. LÄS MER

  3. 22. Stjärntydning - En undersökning av riskaversionsnivåns påverkan på Morningstar Rating och dess konsekvenser för individuella småsparare

    Kandidat-uppsats,

    Författare :Andreas Danielsson; Gustav Hertzberg; [2017-07-05]
    Nyckelord :Morningstar Rating; MRAR; risk aversion; risk-adjusted return; equity fund; retail investor;

    Sammanfattning : This paper investigates whether Morningstar Rating assesses the historical risk of mutual funds in an accurate way with respect to retail investors’ level of risk aversion, or if a higher utility could be reached if the risk aversion coefficient was variable rather than fixed at level 2. The test is conducted through an evaluation of the performance during the financial crisis 2007-2008 for the Swedish open-end funds that performed best according to Morningstar Rating during the five preceding years. LÄS MER

  4. 23. Morgonstjärnornas krig : Morningstar-betyg & fonders framtida avkastning

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Victor Fornander; Oscar Lindquist; [2017]
    Nyckelord :Morningstar; Betyg; Rating; Fonder; Förutspå; Avkastning; Utvärdering; Sharpekvot; Jensen’s Alpha;

    Sammanfattning : Studien undersöker om Morningstars betygssystem för fonder, kan ses som en indikation på fondens riskjusterade avkastning tolv månader framåt i tiden. Hypotesen är att det finns ett positivt samband mellan Morningstar-betyg och framtida riskjusterad avkastning, mätt i Jensen’s Alpha och Sharpekvot. LÄS MER

  5. 24. Efficiency of Swedish equity funds – A DEA approach

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Love Westin; [2017]
    Nyckelord :;

    Sammanfattning : The purpose of this study is to evaluate the efficiency of Swedish equity funds. Funds are evaluated with a model for Data Envelopment Analysis (DEA). The suggested DEA model gives a method to rate equity funds entirely based on economic theory, such as Modern Portfolio Theory and the Efficient Market Hypothesis. LÄS MER

  7. 25. Star Wars: The effect on fund flow due to a change in Morningstar’s star rating

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Anton Johansson; Adam Karlsson; [2016-10-04]
    Nyckelord :Fund Flow; Morningstar; Mutual Fund; Rating Change;

    Sammanfattning : This paper examines whether a change in Morningstar’s star rating has any effect on fund flows within the Swedish mutual fund market. Using an event-­‐study approach on over 2000 Morningstar star rating changes over the period November 2009 to December 2015, we do not document statistically significant abnormal flow following a star rating change. LÄS MER