Sökning: "beta bottom-up"
Hittade 4 uppsatser innehållade orden beta bottom-up.
1. Speculative Betas in Europe - Based on Evidence from Western European Stocks and Bonds
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : We find and present compelling evidence to reject the classic one-regime CAPM Security Market Line based on data from developed European equity markets which we proxy by taking the original 12 members of the euro area combined with the UK. We construct a bottom-up measure for aggregate disagreement which we prove to negatively influence the curvature of the Security Market Line. LÄS MER
2. B-Values : Risk Calculation for Axfood and Volvo Bottom up beta approach vs. CAPM beta
Kandidat-uppsats, Institutionen för teknik och samhälleSammanfattning : The aim of this thesis is to study the risk for two Swedish companies, Axfood and Volvo. To test the required return on equity, a bottom-up beta approach and a CAPM regression beta are used. LÄS MER
3. Betavärdet som mått på systematisk risk inom aktievärdering
Kandidat-uppsats, Institutionen för ekonomiSammanfattning : The beta value is frequently described in theory and is a well known factor to quantify the systematic risk in shares through the CAPM model. Initially, this study describes the advantages and difficulties with the estimating process and the problematic nature of the assumptions and descisons included in published beta values. LÄS MER
4. Betavärdet som riskestimat
Magister-uppsats, Institutionen för ekonomi och företagandeSammanfattning : As stocks have become a more common way for people to save their money, the range of financial information has had a substantial increase. To understand the assumptions that stock valuation and analysis are built upon, it is important for the reader to have an understanding for the models that are used by banks and institutions when recommendations are published. LÄS MER