Sökning: "book-to-market value"
Visar resultat 16 - 20 av 37 uppsatser innehållade orden book-to-market value.
16. Realizing Value - Empirical Evidence on Multivariate Fundamental-based Investment Strategies
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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
17. 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/FöretagsekonomiSammanfattning : 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
18. Firm-Specific Variables and Expected Stock Returns - A study on the German Market -
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : 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
19. Post-SEO Performance in the Recovery Phase of the Financial Crisis
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : This thesis focuses on seasoned equity offerings and aims to examine announcement effects and long-run performance of SEO firms on the Swedish stock exchanges, during the recovery phase of the global financial crisis. Also, an OLS regression is run in order to explain post-SEO performance using the independent variables book-to-market ratio, market capitalization and the firms’ number of SEOs during the time period. LÄS MER
20. Abnormal Returns in the Luxury Goods Industry
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : The study aims to analyse a portfolio comprising of 19 stocks of companies in the luxury goods industry, the biggest market players classified as part of luxury industry by Bloomberg. The thesis analyses the portfolio from two vantage points, i.e. LÄS MER