Sökning: "book-to-market value"

Visar resultat 1 - 5 av 24 uppsatser innehållade orden book-to-market value.

  1. 1. Is Top Line Now Top of Mind? An empirical study on response coefficients on the Stockholm Stock Exchange

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Olle Henning; Erik Björk; [2017]
    Nyckelord :Revenue Response Coefficient; Earnings Response Coefficient; Surprise Earnings; Surprise Revenues; Capital Markets;

    Sammanfattning : This study examines the relationship between abnormal stock returns and surprises in both revenues and earnings on the Stockholm Stock Exchange for the years 2011 - 2015. Previous research has shown a continuously increasing size of the revenue response coefficient, which under certain conditions surpasses the value of the earnings response coefficient. LÄS MER

  2. 2. Piotroski leder vägen : En kvantitativ studie baserad på fundamental analys

    Uppsats för yrkesexamina på avancerad nivå, Karlstads universitet/Fakulteten för humaniora och samhällsvetenskap (from 2013)

    Författare :Lina Sundén; [2017]
    Nyckelord :Fundamental analysis; F-SCORE; Swedish Stock Market; EMH; Fundamental analys; F-SCORE; Svenska aktiemarknaden; B M; EMH;

    Sammanfattning : Syftet med studien är att undersöka huruvida det är möjligt att generera högre avkastning genom fundamental analys med fokus på värdeinvestering och Joseph Piotroskis modell (2000) Fundamental Signal Score (F-SCORE). Modellen testas på den svenska aktiemarknaden under perioden 2007-2015. LÄS MER

  3. 3. Realizing Value - Empirical Evidence on Multivariate Fundamental-based Investment Strategies

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

    Författare :Moritz Wendel; Patrick Mann; [2017]
    Nyckelord :Value Investing; Fundamental Analysis; Empirical Asset Pricing; Market Efficiency;

    Sammanfattning : This thesis examines whether fundamental-based indicators can build the foundation of a zero-cost portfolio strategy that earns statistically significant excess returns. Our empirical analysis can be divided in two steps. LÄS MER

  4. 4. The Performance of Gross-Profit to Asset on the Swedish Stock Market : A comparison to Book-to-Market and Earnings-to-Price in a time frame of 1994-2013

    Master-uppsats, Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Författare :Larissa Emde; Cem Yildirim; [2016]
    Nyckelord :Gross-Profit to Asset; GPA; Book-to-Market; BP; Earnings-to-Price; EP; Swedish Stock Market; portfolio performance; value investing; quality investing;

    Sammanfattning : This thesis examines the performance of portfolios sorted by gross-profit-to-asset (GPA) as a quality investing on the Swedish stock exchange. It constructs long-only portfolios and long-short portfolios sorted by GPA, book-to-market (B/P) and earnings-per-price (E/P). Thus, the thesis includes quality and value investing. LÄS MER

  5. 5. Firm-Specific Variables and Expected Stock Returns - A study on the German Market -

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Dylan Remmits; Viktoria Knittel; [2015]
    Nyckelord :Expected Stock Returns; Fama-MacBeth Cross-Sectional Regression; Risk Premia; German Market; Value Investing; Factor Investing; Portfolio Approach; Conditional Beta; Firm-Specific Variables; Business and Economics;

    Sammanfattning : Purpose: The purpose of this thesis is to investigate which firm-specific variables can explain the cross-section of expected stock returns in the German market. The tested explanatory variables are market beta, firm size, the book-to-market ratio, the earnings-to-price ratio, leverage, the dividend yield, the cash flow-to-price ratio and sales growth. LÄS MER

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