Sökning: "OMXSPI"

Visar resultat 1 - 5 av 46 uppsatser innehållade ordet OMXSPI.

  1. 1. ESG rating, a booster of stock performance during the Covid-19 pandemic in Sweden?

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Lovis Björkil; Malvina Martinsson; [2021-02-26]
    Nyckelord :ESG; Sustainability; Stock Return; Panel Data; OMXSPI;

    Sammanfattning : The purpose of this study is to analyze if ESG rating of sustainability have an influence on the stock return of Swedish firms during the Covid-19 pandemic. The aim is to contribute to the research field by conducting a study on the Swedish market, where sustainability aspects are known to be of great influence. LÄS MER

  2. 2. 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); 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

  3. 3. Värdeinvestering på Stockholmsbörsen : En kvantitativ studie om den effektiva maknadshypotesen och värdeinvesteringsstrategier på Stockholmsbörsen

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

    Författare :Filip Bramell; Alexander Östlund; [2021]
    Nyckelord :Effektiva marknadshypotesen; Investeringsstrategier; Värdeinvestering; The Magic Formula; The Acquirer’s Multiple; OMXSPI; Jensen ́s alpha; sharpe kvot; CAPM; riskjusterad avkastning; volatilitet;

    Sammanfattning : This study examines the total cumulative return and the total risk-adjusted return for OMXSPI and the two investment strategies The Magic Formula and The Acquirer’s Multiple. The aim is to find out if it’s possible to beat the market over time in contradiction to the efficient market hypothesis. LÄS MER

  4. 4. Analyzing investments made in conjunction with the announcement of rights issues between 2014-2018

    Kandidat-uppsats,

    Författare :Joakim Jangrell; Joel Wärnberg; [2020-07-03]
    Nyckelord :Rights Issue; CAAR; BHAR;

    Sammanfattning : Rights issues are a common way for companies to attain funding. The rights to buy stocks are usually sold with a discount to the investor. The goal of this essay is to study price movements associated with the announcement that a company will undertake a rights issue and the stocks 1-year return. LÄS MER

  5. 5. Kan cyklisk konsumtion förutspå förvantad avkastning? En studie utförd på Stockholmsbörsen

    Kandidat-uppsats,

    Författare :Johan Atterholm; Alfred Rydsmo; [2020-07-03]
    Nyckelord :;

    Sammanfattning : This thesis aims to further contribute to the studies on the inverse relationship between the consumption-based variable, cyclical consumption, and future expected return, introduced by Atanasov, Møller and Priestley (2019). The authors examine this relationship on the American stock market, and find empirical evidence for the predictive power of cyclical consumption for multiple indices and industries. LÄS MER