Sökning: "Earning Yield"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden Earning Yield.

1. 1. The ROIC Over WACC Measurement

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Adam Sten; Ragnar Turesson; [2021]
   Nyckelord :ROIC; WACC; Portfolios; Efficient Market Hypothesis; stock returns;

   Sammanfattning : McKinsey and Koller et al. (2020) argue that value creation in a company stems from earning a Return on Invested Capital (ROIC) above the Weighted Average Cost of Capital (WACC). This study investigates whether a high ROIC minus WACC measurement is associated with abnormal returns on the OMX Stockholm Large Cap. LÄS MER

3. 2. The Moat of Finance : Does Complexity Reward the Private Investor?

   Kandidat-uppsats, KTH/Fastigheter och byggande

   Författare :Johan Svanberg; Daniel Max; [2019]
   Nyckelord :Price to Earning; Price to Book; Dividend Yield; Multi-ratio Strategies; Efficient Market Hypothesis; Modern Portfolio Theory; Excess Returns; Alpha and Stockholm Stock Market.;

   Sammanfattning : This paper evaluates the ability of single and multi-ratio investment strategies, such as P/E, P/B, Magic Formula and Piotroski F-score, to generate excess returns and positive alpha values on the Stockholm Stock Market. Performances of the strategies tested are compared to the Stockholm Stock Market as a whole, also known as the index “OMXSPI”. LÄS MER

4. 3. Factor Investing on the Swedish Stock Market : A Quantitative Study of a Model Based on Quality and Value

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

   Författare :Teodor Adolfsson; Henrik Domellöf; [2018]
   Nyckelord :Factor Investing; Quality Factor; Value Factor; ROE; Earnings Yield; Efficient Market Hypothesis; Capital Asset Pricing Model; Swedish Stock Market;

   Sammanfattning : Investors and fund managers have, since the start of financial markets, always been on the lookout for new ways of beating the market. However, researchers of the Efficient Market Hypothesis have shown that markets are usually highly efficient, implying that there are few possibilities of earning returns that are higher than the market returns, on a risk adjusted basis. LÄS MER

5. 4. Insider trading and abnormal return on the Swedish stock market

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Philip Ek; Karin Erlinder; [2015]
   Nyckelord :Insider trading; Abnormal Returns; Cluster formations; Event study; Swedish stock market; Business and Economics;

   Sammanfattning : Title: Insider trading and abnormal return on the Swedish stock market Seminar Date: 2015-05-25 Course: FEKN90 Examensarbete på civilekonomprogrammet (30hp) Authors: Philip Ek and Karin Erlinder Advisor: Rikard Larsson Purpose: By using classifications of different kinds of insiders we wish to en-lighten this area of study with empirical evidence of how insiders on the Swedish Stock Exchange yield abnormal returns. Furthermore, and perhaps more importantly, we seek to introduce a classification of insider transaction not used on Swedish data before with cluster transactions. LÄS MER

7. 5. Market Timing Ability of Bond-Equity Yield Ratio : A study of trading strategies in Japan, Malaysia and Singapore

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Ngwe Lin Myat Chit; Feiran Wang; [2014]
   Nyckelord :Bond to Equity Yield Ratio BEYR ; Dividend Yield; Earning Yield; Market Timing Strategy; Active Trading Strategy; Passive Trading Strategy; Extreme Value Strategy; Efficient Market Hypothesis;

   Sammanfattning : Market Timing Strategy is an active investment strategy, which is based on the signals of indicators, for the investors to make their investment decisions. However, there has always been the question on which variable is a good indicator, that would provide superior returns for the investment. LÄS MER