Sökning: "Treynor index"

Visar resultat 11 - 15 av 40 uppsatser innehållade orden Treynor index.

1. 11. Aktiers avkastning i relation till EV/Sales, EV/EBITDA och P/B : En kvantitativ studie om investeringsstrategier på Nasdaq First North mellan 2010-2021

   Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

   Författare :Adrian Göransson Gilani; Dawid Nizialek; [2021]
   Nyckelord :Investment strategy; multiples; relative valuation; EV Sales; EV EBITDA; P B; First North; excess return; Investeringsstrategi; multiplar; relativvärdering; EV Sales; EV EBITDA; P B; First North; överavkastning;

   Sammanfattning : Bakgrund: Med ett ökande intresse för aktier söker fler efter tips och knep för att åstadkomma det alla investerare strävar efter, att överprestera marknaden. Investeringsstrategier som ämnar slå marknaden har länge studerats på en rad olika marknader och över olika tidsperioder, men få har utförts på Nasdaq First North. LÄS MER

3. 12. Passivt och aktivt förvaltade fonder - En studie om relationen mellan förvaltningsstil och riskjusterad avkastning.

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Viktor Linde; Fredrik Tingets; [2021]
   Nyckelord :fund management; Sharpe Ratio; Treynor Ratio; Jensen s Alpha; Business and Economics;

   Sammanfattning : The purpose of this thesis is to examine whether active fund management gives higher risk adjusted returns in comparison to index funds. This will be done by the use of three different performance measures, Sharpe ratio, Treynor ratio, and Jensen’s Alpha, the aim is to examine 116 mutual funds in the Swedish fund market over the time period of 2016-2021. LÄS MER

4. 13. Active fund management or passive index cruising?

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Joel Johansson; Gustav Osbeck; [2020-08-07]
   Nyckelord :;

   Sammanfattning : How should an investor pick funds to invest in? What is the best strategy, picking active or passive funds? It’s hard to navigate the fund landscape when there is ambiguous evidence and advice coming from different directions. Do fund managers outperform the market and passive funds? Do they bring something extra of value to the table in regards to their high management fees? The question seems almost age-old at this point, from dart throwing monkeys outperforming high profile fund managers to famous investors proclaiming that active fund management is dead, it’s hard to know what is really true about active versus passive fund management. LÄS MER

5. 14. The difference in risk adjusted performance between socially responsible and conventional equity mutual funds - Evidence from Sweden

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Sebastian Alm; Otilia Esping; [2020-07-01]
   Nyckelord :;

   Sammanfattning : This thesis aims to study the difference in risk-adjusted performance between socially responsible (SR) and conventional equity mutual funds from a Swedish perspective. The study uses mutual fund data from the time-period January 2010 to January 2020. LÄS MER

7. 15. A Comparative Study on Green Mutual Equity Fund’s Financial Performance : International vs Domestic Fund Composition

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

   Författare :Janusa Aiyadurai; Mathias Brenckert; [2020]
   Nyckelord :Risk-adjusted rate of return; mutual fund; performance; green investing; international diversification; Modern Portfolio Theory; Stewardship Theory; Home Bias Theory; Behavioral Finance; Sharpe Index; Jensen Index; Treynor Index;

   Sammanfattning : In this thesis the relationship between regional composition and risk-adjusted performance is evaluated concerning Swedish issued green mutual equity funds. By using three different indices; Sharpe, Jensen and Treynor, a relationship has been able to establish. LÄS MER