Sökning: "Kasper Oldmark"

Hittade 1 uppsats innehållade orden Kasper Oldmark.

  1. 1. The Recent Downfall of Value Investing - A Study on the Performances of the Magic Formula and the F-Score in the Nordic Market

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

    Författare :Erik Rystedt; Kasper Oldmark; [2021]
    Nyckelord :Value Investing; Magic Formula; F-Score; Fundamental Analysis; Efficient Market Hypothesis;

    Sammanfattning : We have examined if value investing has generated above-market returns and possessed the ability to predict future returns using fundamental analysis in the Nordic market. To address our research question, we have conducted univariate analyses testing the performances of Greenblatt's Magic Formula and Piotroski's F-Score against the MSCI Nordic Countries Net Total Return Index and their respective inverse portfolios. LÄS MER