Sökning: "Magic Formula"

Visar resultat 6 - 10 av 45 uppsatser innehållade orden Magic Formula.

  1. 6. The Magic Formula Investing : Att systematiskt överavkasta marknaden?

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

    Författare :Emil George Göranzon; Alexander Hellqvist; [2022]
    Nyckelord :The Magic Formula; EMH; Active portfolio management; Value investing; Overconfidence; Risk perception; Herd behaviour; The Magic Formula; EMH; Aktiv portföljförvaltning; Värdeinvestering; Overconfidence; Riskuppfattning; Flockbeteende;

    Sammanfattning : Bakgrund: Värdestrategier har historiskt sett ofta genererat överavkastning relativt index. Huruvida en värdestrategi lyckas eller ej återspeglas i dess förmåga att identifiera och utnyttja felprissättningar på aktiemarknaden. LÄS MER

  3. 7. Modern Portfolio Theory Combined With Magic Formula : A study on how Modern Portfolio Theory can improve an established investment strategy.

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Axel Ljungberg; Anton Högstedt; [2021]
    Nyckelord :Magic Formula; Modern portfolio theory; efficient frontier; Efficient market hypothesis; Sharpe ratio; risk-adjusted returns; Jensen’s alpha; beta; CAPM; OMXSPI;

    Sammanfattning : This study examines whether modern portfolio theory can be used to improve the Magic Formula investment strategy. With the assets picked by the investment strategy we modify the portfolios by weighting the portfolios in accordance with modern portfolio theory. LÄS MER

  4. 8. Kan Magic Formula generera Alpha på den Svenska aktiemarknaden efter kontroll för marknadsrisk, företagsstorlek och värdefaktor?

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Fredrik Widz; [2021]
    Nyckelord :Magic Formula; Anomalier; Faktorinvesteringar; Joel Greenblatt; Effektiva Marknadshypotesen; Kvantitativt investerande;

    Sammanfattning : This study intends to investigate the use of Joel Greenblatts investing strategy “Magic Formula” on the Swedish stock market for the 10-year period of last of March 2009 to last of March 2019-- a period characterized as a raging bull-market, mainly driven forward by historically low interest rates. This is done by the utilization of back testing, later comparing the returns with a benchmark(OMXSGI) as well as determining if the return can be aptly explained by the asset pricing models CAPM and Fama-French 3 factor with the use of regression analysis. LÄS MER

  5. 9. 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

  7. 10. Portfolio performance in Nordic countries : A quantitative comparison study of investment strategies in Denmark, Finland, Norway and Sweden

    Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

    Författare :Ludwig Brindelid; Tobias Nilsson; [2021]
    Nyckelord :Investment strategies; The Magic Formula; Piotroski’s F-Score; The Stock Market; Nordic countries; Investeringsstrategier; Den Magiska Formeln; Piotroskis F-Score; Aktiemarknaden; Nordiska länder;

    Sammanfattning : The interest in the stock market has increased in the last couple of years whereas those who invest use all kinds of different strategies, or none at all. Some strategies are quite complicated and time consuming, while others are easier to replicate. LÄS MER