Sökning: "intelligent investor"

Hittade 4 uppsatser innehållade orden intelligent investor.

  1. 1. Investeringsstrategier under olika ekonomiska tillstånd : En kvantitativ studie på den svenska aktiemarknaden som undersöker hur Stock Selection for the Defensive Investor, OMXS30 samt OMXSSCPI har presterat under hög-, lågkonjunktur och mellan 2007-2021.

    Kandidat-uppsats, Högskolan i Halmstad/Akademin för företagande, innovation och hållbarhet

    Författare :Linus Lundh; Matej Huzevka; [2023]
    Nyckelord :Recession; Economic boom; Stock Selection for the Defensive Investor; OMX Stockholm 30; OMX Stockholm Small Cap Price Index; Sharpe ratio; Treynor ratio; Jensen s Alpha; Total return; Lågkonjunktur; Högkonjunktur; Stock Selection for the defensive Investor; OMX Stockholm 30; OMX Stockholm Small Cap Price Index; Sharpekvot; Treynorkvot; Jensen’s Alpha; Totalavkastning;

    Sammanfattning : Syftet med denna studie var att förklara olika konjunkturlägens påverkan på totalavkastningen samt den riskjusterade avkastningen för tre olika investeringsstrategier. Dessa var Stock Selection for the Defensive Investor samt indexen OMX Stockholm 30 och OMX Stockholm Small Cap Price Index. LÄS MER

  3. 2. A Blindfolded Monkey as Portfolio Manager

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Johan Åkerberg; Mattias Olsson; [2022]
    Nyckelord :The Efficient Market Hypothesis EMH ; random walk; intelligent investor; annual portfolio adjustment; Business and Economics;

    Sammanfattning : This study aims to investigate whether chance can beat an actively managed equity fund during a ten-year period on the Swedish stock market. Since the stock market consists of fierce competition among investors, the EMH would suggest that stock price movements should not be far from reflecting all available information. LÄS MER

  4. 3. NC-SCORE : EN UTVECKLING AV STOCK SELECTION FOR THE DEFENSIVE INVESTOR PÅ DEN SVENSKA AKTIEMARKNADEN

    Kandidat-uppsats, Högskolan i Halmstad/Akademin för ekonomi, teknik och naturvetenskap

    Författare :Nils Andersson; Carl Hjelmqvist; [2020]
    Nyckelord :Corporate finance; NC-Score; Stock Selection for the Defensive Investor; Large cap; Benjamin Graham; CAPM; Sharpe Ratio; Finansiell ekonomi; Värdeinvestering; Effektiva marknadshypotesen; Riskjusterad avkastning; OMXS30GI; Modern porföljvalsterori;

    Sammanfattning : The purpose of this study was to develop a new investment strategy called NC-Score. The strategy is based on Chapter 14 of The Intelligent Investor written by Benjamin Graham, but with other key figures and criteria. The key figures were chosen on the basis of creating a varied and comprehensive picture of the companies as possible. LÄS MER

  5. 4. Is The Intelligent Investor Really Intelligent? - An Ex-Ante Empirical Performance Analysis of The Value Investing Philosophy

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Svante Andersson; Tobias Helmersson; [2011]
    Nyckelord :Value Investing; Fundamental Analysis; Benjamin Graham; Ex-Ante Test; Individual Investor;

    Sammanfattning : This study performs an ex-ante empirical analysis of a value investment strategy based on the teachings of Benjamin Graham, widely acclaimed as the originator of the value investing philosophy. Specifically, we investigate whether two comparable mechanical screening approaches of selecting U.S. LÄS MER