Sökning: "Rickard Bergman"

Hittade 1 uppsats innehållade orden Rickard Bergman.

  1. 1. Economic Value Added® applied on the American Stock Market : Can the EVA® fundamental analysis increase the returns to a hedge-portfolio strategy with stocks sorted after book-to-market valuation and size?

    Kandidat-uppsats, Företagsekonomiska institutionen

    Författare :Rickard Bergman; Philip Gunnarsson; [2010]
    Nyckelord :Economic Value Added; EVA; fundamental analysis; hedge-portfolio; abnormal return; book-to-market;

    Sammanfattning : In this paper, the popular fundamental analysis model Economic Value Added is tested for any ability to generate returns above that explained by book-to-market effects on American large cap stocks. A zero net-investment hedge portfolio-test was undertaken where the Economic Value Added® fundamental analysis was applied on a sample of large cap stocks, sorted into quintiles after book to market valuation. LÄS MER