Sökning: "capm fama-french"
Visar resultat 6 - 10 av 81 uppsatser innehållade orden capm fama-french.
6. EMPIRICAL ANALYSIS OF FACTORS AFFECTING THE EXPECTED RATE OF RETURN FOR ALL-ELECTRIC-VEHICLE MAKERS : USING REGRESSION ANALYSIS TO TEST THE SIGNIFICANCE OF THE CAPM AND FAMA FRENCH FACTORS ON THE CALCULATION OF THE EXPECTED RATE OF RETURN FOR 9 OF THE BIGGEST ALL-ELECTRIC VEHICLE MAKERS.Magister-uppsats, Blekinge Tekniska Högskola
Sammanfattning : The All-Electric Vehicle (AEV) industry development has intensified and is connected to governmentefforts to minimize greenhouse gas emissions and encourage people to buy electric vehicles. This hasled to all the lights turning on newly established all-electric vehicle makers and some older players. LÄS MER
7. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cyclesMaster-uppsats, Göteborgs universitet/Graduate School
Sammanfattning : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. LÄS MER
- Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik
Sammanfattning : There are many studies examining the performance of actively managed mutual funds in different markets. The results of these studies vary depending on the used model and market. LÄS MER
9. The Impact of ESG on Stock Performance - A Case Study of Developing and Developed Countries: South Africa and Sweden.Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : 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
10. Kan Magic Formula generera Alpha på den Svenska aktiemarknaden efter kontroll för marknadsrisk, företagsstorlek och värdefaktor?Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen
Sammanfattning : 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