Sökning: "OMX30 Stockholm"

Visar resultat 1 - 5 av 18 uppsatser innehållade orden OMX30 Stockholm.

1. 1. Forecasting Stock Prices Using an Auto Regressive Exogenous model

   Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

   Författare :Måns Hjort; Lukas Andersson; [2023]
   Nyckelord :Bachelor thesis; Asset pricing; Quantitative finance; ARX model; OMX30; Finance; Stocks; Predictive models; Time series analysis; mathematical optimization theory; Gurobi Optimization Software;

   Sammanfattning : This project aimed to evaluate the effectiveness of the Auto Regressive Exogenous(ARX) model in forecasting stock prices and contribute to research on statisticalmodels in predicting stock prices. An ARX model is a type of linear regression modelused in time series analysis to forecast future values based on past values and externalinput signals. LÄS MER

3. 2. Beyond Budgeting, en framgångsfaktor? : En studie på om BeyondBudgeting utmärker sig som en framgångsfaktor när det kommer till lönsamhet bland de 30 största bolagen på stockholmsbörsen.

   Kandidat-uppsats, Högskolan i Borås/Akademin för textil, teknik och ekonomi

   Författare :Kim Kärki; Robin Rasanayagam; [2021]
   Nyckelord :Beyond Budgeting; Rolling Budgets; Rolling forecast; Traditional Budgeting; Budgeting Process; OMX30 Stockholm; Stockholm stock exchange.; Budgetlös styrning; Rullande budgetar; Rullande prognoser; Traditionell Budgetering; Budgeteringsprocess; OMX30 Stockholm; Stockholmsbörsen. 3;

   Sammanfattning : Förmågan att kunna anpassa sig efter rådande omständigheter har aldrig varit mer påtagligt än idag. När Coronapandemin lamslog hela världen 2020 var det mycket i det vardagliga livet som förändrades. Det gick inte att gå ut och äta, träffa sina nära och kära eller planera nästa semester på samma sätt som tidigare. LÄS MER

4. 3. Avkastning till vilket pris som helst? : En kvantitativ studie om portföljval ur ett oetiskt perspektiv

   Kandidat-uppsats, Södertörns högskola/Företagsekonomi

   Författare :Jamie Kapell; Alfred Lundholm; [2021]
   Nyckelord :Sin stocks; Nasdaq Stockholm; Risk; Portfolio Theory; Unethical investing; Oetiska företag; Nasdaq Stockholm; Risk; Portföljteori; Oetisk investering;

   Sammanfattning : Purpose: The purpose of this thesis is to analyze how different portfolio compositions on the Stockholm Stock Exchange perform in relation to its risk between the years 2008-2020. The thesis analyzes how an unethical portfolio performs in comparison with a value portfolio, growth portfolio, random portfolio and OMX30 index. LÄS MER

5. 4. Impact of Intellectual Capital on Firm Performance and Market to Book Value - An analysis of the extended VAICTM model on Swedish listed firms within the healthcare sector

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Sang Hoon Sohn; Linus Åhman; [2020-07-01]
   Nyckelord :Intellectual capital; VAICTM; Firm performance; Market to book value; Swedish healthcare sector;

   Sammanfattning : The purpose of this thesis is to research whether IC and the individual components of IC in firms, namely the relational capital, structural capital, innovation capital and human capital, contribute to an increase in financial performance and positive market reaction for listed Swedish healthcare firms listed in Stockholm OMX30 with a time-frame of 10 years from 2009 to 2018. An extended VAICTM model developed from the original VAICTM model proposed by Pulic is used as a proxy for efficient IC usage and a fixed effects regression is performed on the explanatory variables representing firm performance and market perception. LÄS MER

7. 5. The Rise and Fall of the Pre-FOMC Announcement Drift

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

   Författare :Carl Kugelberg; Hannes Hjärne; [2019]
   Nyckelord :Pre-FOMC announcement drift; ; excess return; monetary policy; Sweden;

   Sammanfattning : This thesis builds upon the influential paper "The Pre-FOMC Announcement Drift" by Lucca and Moench that was published in the Journal of Finance in 2015. The authors found that the periods leading up to FOMC announcements were accompanied by large excess returns. LÄS MER