Sökning: "capm fama-french"
Visar resultat 16 - 20 av 87 uppsatser innehållade orden capm fama-french.
16. The Impact of ESG on Stock Performance - A Case Study of Developing and Developed Countries: South Africa and Sweden.
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Following the increasing sustainability trend and awareness, investors now look beyond only financial considerations when purchasing stocks. This paper analyzes the relationship between Environmental, Social, Governance (ESG) scores and stock performance, measured by returns. LÄS MER
17. Kan Magic Formula generera Alpha på den Svenska aktiemarknaden efter kontroll för marknadsrisk, företagsstorlek och värdefaktor?
Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionenSammanfattning : This study intends to investigate the use of Joel Greenblatts investing strategy “Magic Formula” on the Swedish stock market for the 10-year period of last of March 2009 to last of March 2019-- a period characterized as a raging bull-market, mainly driven forward by historically low interest rates. This is done by the utilization of back testing, later comparing the returns with a benchmark(OMXSGI) as well as determining if the return can be aptly explained by the asset pricing models CAPM and Fama-French 3 factor with the use of regression analysis. LÄS MER
18. Performance of Value and Growth companies with different ESG rankings: Evidence from the US stock market
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The purpose of this paper is to focus on sustainable investments and to observe if the performance can be improved by combining the aspect of value and growth investments. The sample consists of groups of companies which are representing value or growth with either high or low ESG risk level. LÄS MER
19. Marknadskapitalisering i förhållande till BNP & dess effekt på faktormodeller: En jämförande analys av OMX Helsinki & Bolsa de Valores de Colombia 2014–2019
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This thesis has investigated the relationship between market capitalization to GDP ratio relative to the Capital asset pricing model (CAPM) and Fama French three-factor model (FF3M). More specifically, the applicability and significance of market capitalization to GDP ratio to describe the relationship between excess return and risk. LÄS MER
20. Hållbara trender - presterande fonder? : En kvantitativ studie om hur ESG påverkar Sverigefonders prestation
Kandidat-uppsats, Södertörns högskola/FöretagsekonomiSammanfattning : Sustainability has become a major societal trend and interest in sustainable investments has increased among investors. The purpose of this study is to investigate how sustainability affects Swedish funds' returns and risk. LÄS MER