Sökning: "book-to-market value"

Visar resultat 1 - 5 av 17 uppsatser innehållade orden book-to-market value.

  1. 1. 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

  2. 2. 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

  3. 3. 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

  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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