Sökning: "Piotroskis F_score"

Visar resultat 1 - 5 av 24 uppsatser innehållade orden Piotroskis F_score.

1. 1. Can a modern value definition save a struggling investment strategy? A study on the performance of the F-Score when adjusting book-to-market equity for intangibles

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Hampus Johnson; Max Rembe; [2023]
   Nyckelord :Value investing; Piotroski s F-score; Intangible assets; Book-to-market equity;

   Sammanfattning : Studies have found that the immediate expensing of intangible investments has understated the book-to-market metric, which has caused a substantial misclassification of value and glamor stocks in the new economy. This has coincided with a deteriorating performance of Piotroski's F-score, which aims to identify winning stocks among the value group by considering financial signals relevant to these stocks. LÄS MER

3. 2. Does value investing yield abnormal returns?

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Fabian Boberg; Richard Jungner; [2022]
   Nyckelord :Value investing; Piotroski s F-score; Greenblatt s Magic Formula; Efficient Market Hypothesis; Intangible Assets;

   Sammanfattning : Studies suggest that value investing's performance has deteriorated due to the increasing share of intangibles, which has complicated the process of identifying value stocks. We study the value investing strategies Greenblatt's Magic Formula and Piotroski's F-score in the Nordic region from 2012 to 2022. LÄS MER

4. 3. The Recent Downfall of Value Investing - A Study on the Performances of the Magic Formula and the F-Score in the Nordic Market

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Erik Rystedt; Kasper Oldmark; [2021]
   Nyckelord :Value Investing; Magic Formula; F-Score; Fundamental Analysis; Efficient Market Hypothesis;

   Sammanfattning : We have examined if value investing has generated above-market returns and possessed the ability to predict future returns using fundamental analysis in the Nordic market. To address our research question, we have conducted univariate analyses testing the performances of Greenblatt's Magic Formula and Piotroski's F-Score against the MSCI Nordic Countries Net Total Return Index and their respective inverse portfolios. LÄS MER

5. 4. 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

7. 5. 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