Sökning: "Alexander Gunnar Juliao de Paula"

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  1. 1. Backtesting the Magic Formula in the Brazilian Stock Market

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Alexander Gunnar Juliao de Paula; [2016-10-06]
    Nyckelord :Magic Formula; Value Investing; Joel Greenblatt; E cient Market Hypothesis EMH ; Capital Asset Pricing Model CAPM ;

    Sammanfattning : This thesis performs a backtest of the Magic Formula for the Brazilian stock market in the period between 2006 and 2015. The Magic Formula methodology is a stock picking strategy that combines Return on Capital and Earnings Yield factors in a ranking system aiming to outperform the market average. LÄS MER