Sökning: "Holding Period Return."

Visar resultat 1 - 5 av 54 uppsatser innehållade orden Holding Period Return..

  1. 1. Momentum Factor in Swedish Industries A Comprehensive Study during 2016-2022, with Emphasis on the COVID-19 Period

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Alex Holm; Ellioth Tilly; Thomas Eklind; [2023-09-01]
    Nyckelord :Momentum strategies; Volatility; Excess return; Jensen s Alpha; Covid -19. 1;

    Sammanfattning : The momentum strategy is a widely recognized investment approach that aims to generate abnormal returns by buying past winners and selling past losers. The purpose of this thesis is to investigate if the momentum strategy is applicable at Swedish industries and see if there are any differences between a longer and shorter holding and ranking period. LÄS MER

  3. 2. The granddaddy of underreaction events: Post-earnings announcement drift and information noisiness on the Swedish market

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

    Författare :Sofia Berlin; Gustav Sandelin; [2023]
    Nyckelord :Post-earnings announcement drift; market efficiency; earnings surprises; information noisiness; stock price synchronicity;

    Sammanfattning : This paper aims to answer the question of whether there is an existence of post-earnings announcement drift on the Swedish stock market and to what extent it can be explained by information noisiness. A sample of publicly listed firms on the Swedish stock market from 2002 to 2019 is used and the research design includes four different approaches to estimating earnings surprises which is a crucial step in investigating PEAD. LÄS MER

  4. 3. To Merge or Not to Merge: The Shareholder Perspective on M&As

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Gustaf Sandelin; Serge Terzian; [2023]
    Nyckelord :Mergers and acquisitions; determinants of value creation; event studies; European manufacturing industry.; Business and Economics;

    Sammanfattning : This study examines if abnormal return occurs in conjunction with merger announcements in the short-term and compares it with the compounded one-year buy-and-hold abnormal return in the long-interval for European manufacturing firms. In the final sample, the short-term study consisted of 209 firms, while the long-term incorporated 207, both during a sample period of 20 years. LÄS MER

  5. 4. Multipelbaserad investeringsstrategi : Kan en multipelstrategi generera en högre avkastning på den nordiska marknaden

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

    Författare :Daniel Meurling; Oskar Ulvebro Dotevall; [2022]
    Nyckelord :Investment strategy; relative valuation; multiples; P E; P B; EV Sales; EV EBITDA; excess return; Investeringsstrategi; relativvärdering; multiplar; P E; P B; EV Sales; EV EBITDA; överavkastning;  ;

    Sammanfattning : Bakgrund: I den lågräntemiljö som varit under senaste året har allt fler sökt sig till aktiemarknaden för att få avkastning på sina pengar. En teoretisk vattendelare är huruvida det är möjligt att överavkasta marknaden. Detta är ett område som studerats under en längre period där resultat mellan studier skiljer sig. LÄS MER

  7. 5. Applying machine learning to automate stock portfolio management

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Oscar Azrak; Alperen Kinali; Kristian Makadsi; [2022]
    Nyckelord :Fundamental Analysis; Machine Learning; Revenue; Net Income; ROIC; Free Cash Flow; FCF; Debt-To-Equity;

    Sammanfattning : There are multiple ways to analyze stock companies. One way is using fundamental analysis, which means one is analyzing the company’s business key figures, such as revenue, net income and more. LÄS MER