Sökning: "Piotroski"

Visar resultat 21 - 25 av 34 uppsatser innehållade ordet Piotroski.

1. 21. Monkey Strategy : Swinging through the Capital Anomaly Jungle

   Kandidat-uppsats, Företagsekonomiska institutionen

   Författare :Carl Arvidsson; Tim Gudrais; [2013]
   Nyckelord :Market Anomalies; Effecient Market Hypothesis EMH ; Piotroski; F_SCORE; Price-to-earnings; Investment Strategy; Abnormal Return; New York Stock Exchange; Kapitalmarknadsanomalier; Den Effektiva Marknadshypotesen; Piotroski; F_SCORE; Price-to-earnings; Investeringsstrategi; Onormal avkastning; New York Stock Exchange;

   Sammanfattning : The aim of this paper is to test whether an investment strategy originally created by Piotroski (2000), can be refined by combining it with the price-to-earnings-anomaly. In detail, we accomplish this by implementing Piotroskis F_SCORE-model to identify and consequently separate financially weak- and strong firms. LÄS MER

3. 22. Piotroskis F-score : En Grundläggande modell för värdering av aktier

   Kandidat-uppsats, Institutionen för samhällsvetenskaper

   Författare :Robin Falk; Björn Håkansson; [2013]
   Nyckelord :Piotroski; Efficient markets; Fama; Book-to-market; Fundamental analysis; Stock returns;

   Sammanfattning : När man väljer att analysera företag, finns det flera olika värderingsmodeller att använda.En av dessa är Piotroskis F-score. Denna modell har mestadels tidigare använts för att analysera företag på den amerikanska marknaden. LÄS MER

4. 23. I'm going to make you rich! : With a little help of Piotroski

   Master-uppsats, Örebro universitet/Handelshögskolan vid Örebro Universitet

   Författare :Anders Oskarsson; Christian Uhlander; [2012]
   Nyckelord :Piotroskis F_SCORE; Value Investing; A_SCORE;

   Sammanfattning : Master thesis in Business Administration, Swedish Business School at Örebro University, spring semester 2012 Authors: Anders Oskarsson & Christian Uhlander Title: I’m going to make you rich! -With a little help from Piotroski Research objective: This paper examines whether a simple account-based analysis strategy, F_SCORE, can improve returns earned by an investor. The results show that F_SCORE generated a 69,7 % annual return between 2001-2010 at the Swedish market, which was better than the further developed model A_SCORE. LÄS MER

5. 24. Value Investment Strategy : Robustness test and application of Piotroski’s model in 4 different markets

   Magister-uppsats, Handelshögskolan vid Umeå universitet (USBE)

   Författare :Patrick Jiang; Robin Moén; [2012]
   Nyckelord :Piotroski; Value Investment; Efficient market Hypothesis;

   Sammanfattning : Background A common goal for many investors is to beat the market. However, only a few are able to do so consistently over a long time. The random walk theory and the efficient market hypothesis are two widely accepted theories that state that it should not be possible to consistently generate abnormal returns in an efficient market. LÄS MER

7. 25. A Value Relevant Fundamental Investment Strategy : The use of weighted fundamental signals to improve predictability

   Kandidat-uppsats, Företagsekonomiska institutionen

   Författare :Martin Eliasson; Khawar Malik; Benjamin Österlund; [2011]
   Nyckelord :Fundamental analysis; Financial statement analysis; Financial analysis; High book-to-market; quantitative analysis; statistical regression study; investment strategy; longitudinal study; NYSE; New York Stock Exchange; Nasdaq; Piotroski; Rados and Lovric; wieghted and modified Piotroski F_score; F_score; B M investment strategy; fundamental signals correlation; return correlation; rolling window investment strategy; Correlations during macroeconomic up and down periods; historical performance of fundamental signals; Piotroski s F_score; fundamental signals; Fundamental analys; en hög book-to-market investeringsstrategi; finansiell analys; Piotroski; Piotroskis F_score; Rados och Lovric; modifierat F_score; undervärderade företag; Användningen av viktade fundamentala signaler för att förbättra förutsägbarheten; fundamentala signaler;

   Sammanfattning : The aim of this study is to investigate the possibility to improve the investment model defined in Piotroski (2000) and the subsequent research carried out on this model. Our model builds further upon the original fundamental score put forth by Piotroski. LÄS MER