Sökning: "Pontus Bardh"

Hittade 1 uppsats innehållade orden Pontus Bardh.

  1. 1. An Investment Approach Built on Systematic Risk : A performance analysis based on the characteristics of defensive and cyclical sectors on the Swedish stock market.

    Kandidat-uppsats, Jönköping University/IHH, Nationalekonomi

    Författare :Pontus Bardh; Jacob Haglund; [2021]
    Nyckelord :Defensive; Cyclical; Sectors; CAPM; Beta; Systematic risk; Alpha; Sharpe ratio; Performance; Stock market;

    Sammanfattning : This thesis investigates and compares the performance and characteristics of defensive and cyclical sectors on the Swedish stock market during 2003-2020 and the financial crisis in2007-2008, taking monthly price developments from nine sectors. The purpose is to examine the differences in sector performances based on the estimations of systematic risk. LÄS MER