Sökning: "absolute returns"

Visar resultat 1 - 5 av 66 uppsatser innehållade orden absolute returns.

  1. 1. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

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

    Författare :Oleksii Chepil; [2024]
    Nyckelord :value investing; quality investing;

    Sammanfattning : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. LÄS MER

  3. 2. EXPLORING THE RELATIONSHIP BETWEEN ESG DISAGREEMENT AND STOCK RETURNS - AN EMPIRICAL ANALYSIS

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Andrea Pasquali; [2023-06-29]
    Nyckelord :;

    Sammanfattning : During the recent years investors shifted their preferences towards sustainable stocks and funds, increasing the importance of Environmental, Social and Governance ratings. At a similar pace the related literature started to develop shedding light on some crucial aspects of the ESG ratings, such as the disagreement between rating agencies and the lack of common methodologies to assess the ratings. LÄS MER

  4. 3. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Datalogi

    Författare :Rebecca Fällström; [2023]
    Nyckelord :Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Sammanfattning : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. LÄS MER

  5. 4. FAULT DETECTION OF PROJECTION ON CURVED SURFACE

    Master-uppsats, Mälardalens universitet/Akademin för innovation, design och teknik

    Författare :Pontus Antonson; Love Bridén; [2022]
    Nyckelord :;

    Sammanfattning : In this thesis a system that evaluates projection systems is designed and tested. The type of projection systems of concern feature display surfaces that are curved in two axes. The system uses a calibration image featuring evenly spaced circles. This image is projected onto the display surface. LÄS MER

  7. 5. 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