Sökning: "active equity mutual funds"

Visar resultat 1 - 5 av 27 uppsatser innehållade orden active equity mutual funds.

1. 1. Market Value Implications of Increasing Passive Investing

   Kandidat-uppsats,

   Författare :Andreas Gegerfelt; Elsa Olsson; [2023-07-07]
   Nyckelord :Passive investing; passive investment bubble; active investing; price-to-earnings ratio; Swedish equity market;

   Sammanfattning : This study examines if recent years’ popularity and large inflow of money to passive index funds have led to inflated prices in the Swedish equity market. The problem was investigated by studying the net fund flows to passive funds and comparing them to active funds over time to measure to what extent they affect the market price-to-earnings ratio. LÄS MER

3. 2. Do Active Fund Managers Outperform their Peers? A Study of Active Management and Performance in the Swedish Mutual Fund Market

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

   Författare :William Levay; Karl Wallén; [2022]
   Nyckelord :Active Share; Tracking Error; Benchmark-Adjusted Return; Alpha; Benchmark Index;

   Sammanfattning : Primarily, the purpose of this paper is to examine the relationship between active management and fund performance in the Swedish mutual fund market, 2010-2021. Two measures of active management are used: Active Share and Tracking Error. LÄS MER

4. 3. AKTIV ELLER PASSIV FÖRVALTNING -EN UNDERSÖKNING AV SVENSKA FONDERS RISKJUSTERADE AVKASTNING UNDER OLIKA BÖRSFASER

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

   Författare :Joel Eliasson; Emil Strand; [2021-02-10]
   Nyckelord :;

   Sammanfattning : Mutual funds are at an all-time high in popularity in Sweden and have risen extensively the last decades, with equity funds as the most sought-after. The purpose of this study is to examine and distinguish the performance of 38 active and 13 passive Swedish mutual equity funds over the time-period 2011-2020 and during the volatile period of the corona pandemic, 2020. LÄS MER

5. 4. The Best of Ideas Fund

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Benjamin Hausel; Carl Möllerström; [2021]
   Nyckelord :Concentration; diversification; active equity mutual funds; Jensen’s alpha; Sharpe-ratio; regression analysis; risk-adjusted return; best of ideas; Business and Economics;

   Sammanfattning : We evaluated a sample of 78 diversified Actively Managed Equity Funds (AMEFs) with domestic holdings in Swedish stocks, in terms of historically risk-adjusted returns during the time period 2015-01-01 - 2019-12-31. Furthermore, we split our sample of AMEFs into two market capitalisation categories: Large/Mid-capitalisation (LMC) and Small/Mid- capitalisation (SMC). LÄS MER

7. 5. A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.

   Kandidat-uppsats,

   Författare :Philip Dufwa; Johan Johansson; [2020-08-20]
   Nyckelord :Active Share; Tracking error; Fund activity; Fees; Mutual funds; Closet indexing; Index hugging;

   Sammanfattning : We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR and retrieving tracking error and r-squared from Bloomberg. Afterwards we calculate the cost to investors by comparing the cost of investing in comparable explicit index funds and the cost of the closet indexers. LÄS MER