Sökning: "financial performance"

Visar resultat 1 - 5 av 1181 uppsatser innehållade orden financial performance.

  1. 1. Testing the Performance of the Capital Asset Pricing Model and the Fama-French Three-Factor Model - A study on the Swedish Stock Market between 2014-2019

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

    Författare :Frida Gustafsson; Robert Gustavsson; [2019-07-12]
    Nyckelord :;

    Sammanfattning : The returns of potential investments are interesting for every investor. In this thesis we compared two financial models that are often used to predict expected returns of portfolios with different financial instruments. LÄS MER

  2. 2. A Study of the Size and Value effect on the Stockholm Stock Exchange - Are there pricing anomalies present on the Stockholm Stock Exchange?

    Kandidat-uppsats,

    Författare :Milan Arif; Daniel Bezaatpour; [2019-07-09]
    Nyckelord :;

    Sammanfattning : This thesis evaluates the financial performance of Swedish small cap stocks over the period 2000-2016. By applying CAPM and the Carhart four-factor model, we find no evidence for a size or a value effect. LÄS MER

  3. 3. Financial Performance of Firms with Low Respectively High ESG Scores - A study of the US Technology sector

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

    Författare :Hanna Lindbo; Diana Salim; [2019-02-21]
    Nyckelord :ESG; Technology sector; Risk-adjusted return; Sharpe Ratio;

    Sammanfattning : This study investigates the relationship between financial performance and ESG score over a five-year time period, January 2013 to January 2018, in the US market. To examine this, two small cap portfolios is constructed, one consisting of firms with high ESG scores and one with low ESG scores. LÄS MER

  4. 4. Performance Evaluation of Small- and Large-cap stocks - The importance of size effects on the Swedish equity market

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

    Författare :Andreas Carlsson; Erik Hulth; [2019-02-20]
    Nyckelord :Performance Evaluation; Asset pricing; Size Effect; Sharpe Ratio; Treynor ratio; Jensen´s alpha; Risk-Adjusted Returns; Fama-French Three-Factor Model; Carhart Four-Factor Model; Multi-factor models; Single-factor model;

    Sammanfattning : This Bachelor´s thesis investigated the performance of small-cap stocks and large-cap stocks on the Swedish equity market (NASDAQ OMX) over the years 2011 to 2016. A number of studies focused on asset pricing have during the last decades indicated that the original Capital Asset Pricing Model (CAPM) is misspecified and has limited power to explain cross-sectional and temporal variations in expected equity returns. LÄS MER

  5. 5. Economic Implications of the Payment Services Directive 2: Empirical Evidence from the Capital Markets

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Maxim Mokhonko; Kushtrim Sylejmani; [2019-02-01]
    Nyckelord :event study; Payment Service Directive 2; PSD 2; regulation;

    Sammanfattning : This study is the first, to our knowledge, to analyze the effect of the Payment Services Directive 2 onthe European banks’ stock returns. The financial market data is analyzed using the event studymethodology. Our findings show that the PSD 2 has had a statistically significant positive impact onthe stock returns of the European banks. LÄS MER