Sökning: "Multi-ratio Strategies"

Hittade 1 uppsats innehållade orden Multi-ratio Strategies.

  1. 1. The Moat of Finance : Does Complexity Reward the Private Investor?

    Kandidat-uppsats, KTH/Fastigheter och byggande; 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