Sökning: "5 factor capm"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden 5 factor capm.

  1. 1. EMPIRICAL ANALYSIS OF FACTORS AFFECTING THE EXPECTED RATE OF RETURN FOR ALL-ELECTRIC-VEHICLE MAKERS : USING REGRESSION ANALYSIS TO TEST THE SIGNIFICANCE OF THE CAPM AND FAMA FRENCH FACTORS ON THE CALCULATION OF THE EXPECTED RATE OF RETURN FOR 9 OF THE BIGGEST ALL-ELECTRIC VEHICLE MAKERS.

    Magister-uppsats, Blekinge Tekniska Högskola

    Författare :Dimitrios Felekidis; Sylwia Buczek; [2022]
    Nyckelord :Electric vehicles; All-electric vehicles; Expected return rate; Fama French Three-Factor Model; Fama French Five-Factor Model; CAPM model; Stock;

    Sammanfattning : The All-Electric Vehicle (AEV) industry development has intensified and is connected to governmentefforts to minimize greenhouse gas emissions and encourage people to buy electric vehicles. This hasled to all the lights turning on newly established all-electric vehicle makers and some older players. LÄS MER

  3. 2. Är ESG-investering en intressant investeringsstrategi för privatinvesterare under en turbulent tid på marknaden? : Hur påverkas ESG-portföljer av Rysslands invasion av Ukraina?

    Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

    Författare :Elias Olai; Niklas Nåsell; [2022]
    Nyckelord :ESG; Carhart-4-factor; Environment; Social; Governance; Sustainability; Ukraine; ESG-score; Hållbarhet; Privatinvestering; turbulent marknad; ESG-investering;

    Sammanfattning : Background: Investment in sustainability has long been said to be the future of stock trading. However, according to previous research, this has not proven to be the case. The question then is whether ESG points are significant for private investors' equity portfolios and, if not, which macroeconomic factors are important. LÄS MER

  4. 3. Factor Premiums in Developing Stock Markets: Evidence from Nairobi Securities Exchange

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Agnes Lindvall; [2020]
    Nyckelord :Asset Pricing Models; Fama-French 5-factor Model; Nairobi Securities Exchange; Factor Premium; Business and Economics;

    Sammanfattning : This study tests the Fama-French 5-factor asset pricing model in a developing stock market. The purpose is to investigate whether the size, value, profitability, and investment factor premiums exist in the Nairobi Securities Exchange (NSE). LÄS MER

  5. 4. Testing the Performance of the Capital Asset Pricing Model and the Fama-French Three-Factor Model - A study on the Swedish Stock Market between 2014-2019

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Frida Gustafsson; Robert Gustavsson; [2019-07-12]
    Nyckelord :;

    Sammanfattning : The returns of potential investments are interesting for every investor. In this thesis we compared two financial models that are often used to predict expected returns of portfolios with different financial instruments. LÄS MER

  7. 5. Momentum Returns in Different Market Climates: Evidence from the Pakistani Stock Market

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

    Författare :Ludvig Övergaard; Sebastian Benic; [2019]
    Nyckelord :Momentum Returns; Pakistani Stock Market; Market Climates; Dual Beta;

    Sammanfattning : In our study, we investigate the risk-return relationship under different market-climates for the momentum strategy on the Pakistan stock exchange (PSX) between February 1999 and February 2019. We test three strategies with different formation/holding-periods; 3/3, 6/6 and 12/3. We use a single-factor model (CAPM) to analyze these relationships. LÄS MER