Sökning: "Piotroski s F-Score"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden Piotroski s F-Score.

  1. 1. Are ESG-ratings related to financial strength? : A panel data analysis of Swedish publicly traded firms

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Vendela Sandström; William Jörding; [2023]
    Nyckelord :ESG; financial strength; Piotroski F-score; Altman´s Z-Score;

    Sammanfattning : In a world facing environmental destruction and social injustices, corporations are called upon to act more sustainably. There has been an upswing in demand for green investments in the last decades, a trend further facilitated by the covid-19 pandemic. LÄS MER

  3. 2. 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

  4. 3. Kan regelbaserad fundamental analys slå marknaden?

    Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Daniel Bromée; Sanna Ruuskanen; Nils Wikström; x x; [2020]
    Nyckelord :The Efficient Market Hypotesis; Three Factor Model; Five Factor Model; F-Score; investment strategies; Business and Economics;

    Sammanfattning : Syfte: Uppsatsens syfte är att undersöka om Piotroskis F-score kan uppnå en riskjusterad överavkastning på den utvecklade europeiska marknaden samt om F-score är effektiv i att separera vinnande från förlorande aktier. Metod: Studien har genomförts med kvantitativ deduktiv metod och undersöker F-score som investeringsstrategi på den europeiska marknaden med hjälp av regressionstest baserade på riskmodeller. LÄS MER

  5. 4. Can You Trust Investment Strategies? : An Empirical Study of Five Easily Available Investment Strategies Suitable for All Investors

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

    Författare :Johanna Strand; Emilia Karlsson; [2019]
    Nyckelord :Investment strategies; The Magic Formula; Dogs of the Dow; Graham Screener; Net- Nets; Piotroski’s F_Score; Risk-Adjusted Return; Three-Factor Model.;

    Sammanfattning : This study examines the Swedish Stock Exchange during the time period of 1998-2016. Where the purpose is to investigate and compare five different investment strategies to see if these investment strategies can create excess return on their investments, after adjustment for risk. LÄS MER

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

    Kandidat-uppsats, 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