Sökning: "Stocks outperform"

Visar resultat 1 - 5 av 88 uppsatser innehållade orden Stocks outperform.

  1. 1. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II

    Kandidat-uppsats,

    Författare :Carl Wallquist; Endrit Zymeri; [2023-07-03]
    Nyckelord :Stock recommendations; analyst performance; portfolio construction; rebalancing; regulation MiFID II; trading strategies;

    Sammanfattning : This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on the consensus recommendation for each covered company over four years. LÄS MER

  3. 2. Do Stocks Outperform Treasury Bills? Evidence From a Swedish Setting

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Anton Li; Ricky Yu; [2023]
    Nyckelord :Individual stocks; Treasury bills; Skewness; Buy-and-hold returns; Diversification;

    Sammanfattning : Most Swedish stocks listed since 1983 post lifetime buy-and-hold returns that are less than one-month Swedish Treasury bills. In terms of risk-adjusted returns for the same time horizon, individual Swedish stocks vastly underperform value-weighted benchmarks when measured with a Sharpe ratio. LÄS MER

  4. 3. The Challenges of Sustainable Investing

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Herman Rönnberg; Filip Björkholm; [2023]
    Nyckelord :ESG; sin stocks; Sustainable investing; Russell 3000; Portfolio Construction; Business and Economics;

    Sammanfattning : Over the past decades, investment preferences towards portfolio construction have changed from focusing solely on profit maximization, into a combination of good financial perfor- mance as well as a responsible sustainability outcome. The purpose of this paper is three- fold: first, to investigate whether a sustainable portfolio based on a high environmental, social and governance (ESG) score contributes to positive returns or affects financial per- formance negatively. LÄS MER

  5. 4. 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

  7. 5. En studie av momentumeffekter på OMXS30

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Carl Johansson; Anton Almryd; [2023]
    Nyckelord :Momentum; EMH; Bias; Business and Economics;

    Sammanfattning : This paper investigates the literature concerning market efficiency and how that compares to behavioral finance. The works of Fama (1970) who laid the ground for the efficient market hypothesis and Jegadeesh & Titman (1993) who laid the ground for momentum strategies are both analyzed and compared against each other. LÄS MER