Sökning: "price-to-earnings ratio"

Visar resultat 6 - 10 av 16 uppsatser innehållade orden price-to-earnings ratio.

  1. 6. Momentum in ESG Indexes : A study on the passive capital flows effect on ESG stock prices

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :Levin Heger; Lisa Åkerman; [2021]
    Nyckelord :ESG; Momentum; Passive Investments; Index investments; ETFs; Sustainable Finance; Price-to-earnings; Overvaluation; Herd Investing;

    Sammanfattning : The aim with this thesis is to investigate whether increased capital flows to ESG screened indexes create higher price-to-earnings (P/E) ratios and momentum in the included stocks during the chosen time period of three years, from 2018 to 2020. The thesis will evaluate the capital flows to ESG indexes and compare both performance and P/E ratios between those and their corresponding Mother indexes. LÄS MER

  2. 7. DOES IT PAY TO BE ESG? : An empirical analysis of sustainability in the Nordic countries from a risk and valuation perspective

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Corentin Arnou; Marcus Hammarstedt; [2021]
    Nyckelord :ESG; Cost of equity; Sustainable finance; Price-to-earnings ratio; Price-to-book ratio; Enterprise value to earnings before interest and taxes ratio; Covid-19; Shareholder’s theory; Stakeholder’s theory; Information asymmetry;

    Sammanfattning : In the field of sustainable finance, Environmental-, Social- and Governance-ratings (ESG) have become an acknowledged measurement of a firm's sustainability performance. The increased awareness of sustainability issues in today's society is undeniable. LÄS MER

  3. 8. The Swedish equity market: Anomalies and pricing contributions using portfolio sorting techniques

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Max Hulth; Gustav Nilsson; [2018-07-04]
    Nyckelord :Asset pricing; Anomalies; Portfolio sorting; CAPM; Fama French three-factor model; Carhart four-factor model;

    Sammanfattning : The Capital Asset Pricing Model (CAPM) is a widely used tool to describe the risk-return relationship for stocks. Several studies focusing on asset pricing have during the last decades indicated that the one-factor model CAPM is associated with limitations to explain the cross-sectional and time variation in expected stock returns. LÄS MER

  4. 9. A study of value investment strategies based on dividend yield, price-to-earnings and price-to-book ratios in Swedish stock market

    Magister-uppsats, Högskolan i Jönköping/Internationella Handelshögskolan

    Författare :Drevelius Markus; Jonas Sormunen; [2018]
    Nyckelord :Value investing; dividend yield; price - to - earnings ratio; price - to - book ratio;

    Sammanfattning : As the existence of value premium has been showed in previous studies, this paper focuses on studying strategies for capitalizing this value premium in Swedish stock market. This paper studies the possible gains and risks of value investing strategies constructed with dividend yield, price-to-earnings (P/E) and price-to-book (P/B) ratios in Swedish stock market during 2006-2016. LÄS MER

  5. 10. Value and growth stocks on the Chinese stock market

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

    Författare :Qingqing He; Peilun Li; [2018]
    Nyckelord :Value Investing; Growth Investing; Chinese Equities;

    Sammanfattning : This thesis investigates whether an investor can get superior returns when investing in value stocks compared to investing in growth stocks on the Chinese stock exchange (2009-2017). Value and growth stocks are classified by financial ratios. LÄS MER