Sökning: "Momentum Strategy"

Visar resultat 1 - 5 av 126 uppsatser innehållade orden Momentum Strategy.

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 Impact of ESG-Scores on Portfolio Performance - A quantitative study on sustainable investments.

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Max Ehrnström; Yacob Nehmé; [2023-06-29]
   Nyckelord :ESG investing; Abnormal returns; Sustainable investing and Financial performance;

   Sammanfattning : This report examines the relationship between ESG-scores and portfolio returns using the Fama-French five-factor and Carhart four-factor models. The data is collected from Refinitiv (2023) between 2003 and 2021 and consists of firms listed on the NYSE and NASDAQ stock exchange. LÄS MER

4. 3. Unveiling the Relevancy of Momentum Strategies- A study on the Swedish Equity Market

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Oscar Bodin; Pär Börjeson; [2023-06-29]
   Nyckelord :;

   Sammanfattning : This study investigates the performance of the traditional return momentum strategy and the residual momentum strategy on the Swedish market over the period 1990 to 2022. The residual momentum strategy show higher risk-adjusted return compared to the traditional return momentum strategy in equally weighted portfolios, and the opposite in value-weighted portfolios. LÄS MER

5. 4. UNDERSTANDING THE WEAK LINK BETWEEN EU’S FARM TO FORK STRATEGY AND THE REALITY - A case study in the Netherlands

   Magister-uppsats, Göteborgs universitet/Statsvetenskapliga institutionen

   Författare :Sharon Wilts Jansen; [2023-05-05]
   Nyckelord :Food transition; Farm to Fork; planetary boundaries; IPCC; sustainable development; Climate Change; EU; Sustainable Food Systems; The Netherlands;

   Sammanfattning : The aim of this thesis is to understand how the Farm to Fork Strategy is being implemented in the Netherlands, what dilemma’s are being discussed on national level and what role the government and MP’s play. The research is done through the lens of Multi Level Perspective in socio-technical transitions. LÄS MER

7. 5. Exploring Momentum: The Hidden Drivers of Stock Returns in the Nordic Market

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

   Författare :Axel Dillner; Johanna Roos; [2023]
   Nyckelord :Momentum; Price Momentum; Earnings Momentum; Earnings Surprises; Standardized Earnings Surprise; SES;

   Sammanfattning : This thesis investigates the relationship between price momentum, earnings momentum, and stock returns in the Nordic region by examining the risk-adjusted performance measures of various momentum strategy portfolios. Inspired by Novy-Marx's 2015 theory that momentum in firm fundamentals explains the performance of price momentum strategies, this study seeks to provide deeper insights into momentum drivers and their implications for investment professionals. LÄS MER