Sökning: "Piotroski"
Visar resultat 1 - 5 av 34 uppsatser innehållade ordet Piotroski.
1. Are ESG-ratings related to financial strength? : A panel data analysis of Swedish publicly traded firms
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/FöretagsekonomiSammanfattning : In a world facing environmental destruction and social injustices, corporations are called upon to act more sustainably. There has been an upswing in demand for green investments in the last decades, a trend further facilitated by the covid-19 pandemic. LÄS MER
2. Value Investing on the 21st Century Swedish Stock Market
Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : Does value investing work on the 21-st century Swedish stock market? We examine the performances of the FScore strategy (Piotroski 2000), the V/P strategy (Frankel and Lee 1998), and a combination of these (Li and Mohanram 2019) on the Swedish stock market between 2000-2020. We find that they produce significant and substantial average raw returns during the period, much above the total return of a comparable market index. LÄS MER
3. Portfolio performance in Nordic countries : A quantitative comparison study of investment strategies in Denmark, Finland, Norway and Sweden
Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)Sammanfattning : The interest in the stock market has increased in the last couple of years whereas those who invest use all kinds of different strategies, or none at all. Some strategies are quite complicated and time consuming, while others are easier to replicate. LÄS MER
4. Underprissättning av Börsnoteringar utifrån Piotroski F-Score - Fundamental Aktieanalys av Stockholmsbörsens Nykomlingar
C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This thesis investigates the potential correlation between the financial position of firms, in terms of Piotroski F-Score, and the degree of underpricing at the date of their initial public offering (IPO). The sample studied is based on IPOs listed at the Stockholm Stock Exchange during the period of 2009-2019. LÄS MER
5. Kan regelbaserad fundamental analys slå marknaden?
Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : Syfte: Uppsatsens syfte är att undersöka om Piotroskis F-score kan uppnå en riskjusterad överavkastning på den utvecklade europeiska marknaden samt om F-score är effektiv i att separera vinnande från förlorande aktier. Metod: Studien har genomförts med kvantitativ deduktiv metod och undersöker F-score som investeringsstrategi på den europeiska marknaden med hjälp av regressionstest baserade på riskmodeller. LÄS MER