Sökning: "benchmark index."

Visar resultat 16 - 20 av 178 uppsatser innehållade orden benchmark index..

  1. 16. Teoretiska multiplar i praktiken : En kvantitativ studie av en investeringsstrategi baserad på multiplars fundamentala värdedrivare.

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

    Författare :Viktor Ström; Victor Wallenborg; [2022]
    Nyckelord :Relative valuation; Excess return; Efficient market hypothesis; Multiple; Investment strategy.; Relativvärdering; Överavkastning; Effektiva marknadshypotesen; Multiplar; Investeringsstrategi.;

    Sammanfattning : Background: Investing in stocks seems to be more widespread than ever. The question is whether there are strategies that mean that investors systematically and over a longer period of time can generate excess returns. LÄS MER

  3. 17. Forecasting gold returns using principal component analysis from a large number of predictors

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Fredrik Allgén; [2022]
    Nyckelord :Forecasting; Gold; Principal Component Analysis; ARMA; Business and Economics;

    Sammanfattning : Gold is known in the financial world to be an important asset in unstable periods, especially as a hedge against inflation. If the gold price can be forecasted, it will be possible to strategically invest in gold rather than acquire it as a last-minute hedge against economic downturns. LÄS MER

  4. 18. Stock Price Prediction Using Machine Learning

    Magister-uppsats, Södertörns högskola/Nationalekonomi

    Författare :Yixin Guo; [2022]
    Nyckelord :Machine Learning; Stock Price; Time Series Data; Deep Learning;

    Sammanfattning : Accurate prediction of stock prices plays an increasingly prominent role in the stock market where returns and risks fluctuate wildly, and both financial institutions and regulatory authorities have paid sufficient attention to it. As a method of asset allocation, stocks have always been favored by investors because of their high returns. LÄS MER

  5. 19. Unexpected Inflation and the Stock Market: A revisit of a long-forgotten enigma

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Andreas Danielsson; Jiayu Li; [2022]
    Nyckelord :Inflation; Unexpected inflation; Inflation hedge; Stock market; Valuation;

    Sammanfattning : As inflation has reached 40-year highs in the U.S., there is a new opportunity to revisit the relationship between the stock market and inflation. We first develop a theoretical valuation model based on a typical S&P 500 stock to benchmark the intrinsic value change one can expect when inflation increases by one percentage point. LÄS MER

  7. 20. 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