Sökning: "Magic Formula Investing"

Visar resultat 11 - 15 av 19 uppsatser innehållade orden Magic Formula Investing.

  1. 11. 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

  3. 12. Combining Value and Quality on the Swedish Equity Market: Does it hold over time?

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

    Författare :Jacob Hesslevik; Victor Wolf; [2019]
    Nyckelord :Magic Formula; Value Investing; Abnormal Returns; Efficient Market Hypothesis; Portfolio Management;

    Sammanfattning : The ultimate goal of many investors is to achieve alpha. Yet, most of them are unable to do this on average. Strategies achieving anomalous effects relating to e.g. LÄS MER

  4. 13. En magisk Formel? : Magic Formula på den europeiska marknaden.

    Magister-uppsats, Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Magnus Ekqvist; Robin Steen; [2018]
    Nyckelord :Magic Formula; Investment Strategy; EMH; Value Investing; Magic Formula; Investeringsstrategi; EMH; Värdeinvestering;

    Sammanfattning : Bakgrund: Den effektiva marknadshypotesen är ett vida accepterat begrepp inom den finansiella sfären men trots sin centrala roll har den fått motstå mycket kritik. Ett flertal anomalier har identifierats vilka är en kritik till marknadens effektivitet. I takt med anomaliernas framväxt har intresset för investeringsstrategier ökat. LÄS MER

  5. 14. Magic Formula Investing and The Swedish Stock Market

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Oskar Strömberg; Oscar Gustavsson; [2018]
    Nyckelord :Magic Formula; Efficient Market Hypothesis; Fama and French three-factor model; CAPM; Swedish stock market; Business and Economics;

    Sammanfattning : The purpose of this paper is to contribute to the existing research within the subject of the Magic Formula. The investment strategy will be tested on historical data for companies on the Stockholm stock exchange during the period 2007-04-01 to 2017-03-31. The return will be benchmarked against OMXS30 as an indicator of the market return. LÄS MER

  7. 15. Value investing; A quest for alpha in the Nordic region - Back-testing the strategies developed by Joel Greenblatt and Joseph Piotroski

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

    Författare :Jonas Wahlström; Alfons Jagut; [2017]
    Nyckelord :Value Relevance of Accounting Measures; F-Score; MFI; Value Investing; Fama French s three-factor model;

    Sammanfattning : This thesis evaluates the performance of the Magic formula and F-score. The investment strategies are applied to the entire Nordic region over the period of 2005-2015 and the returns evaluated using the CAPM and Fama & French's three-factor model. LÄS MER