Sökning: "net asset value approach"

Visar resultat 1 - 5 av 25 uppsatser innehållade orden net asset value approach.

1. 1. Kapitalkostnadsberäkning och investeringsbedömning i några dominerande svenska industri- och fastighetsföretag

   Magister-uppsats, Linnéuniversitetet/Institutionen för management (MAN)

   Författare :Rudy Younan; Isak Kander; [2023]
   Nyckelord :Accounting Rate of Return; ARR; Avkastningskrav; Capital Asset Pricing Model CAPM ; Capital Budgeting; Company Wide Discount Rate; Corporate Discount Rates; Cost of Capital; Cost of Equity; Discount Rate; Hurdle Rate; Hurdle Rate Premium; Internal Rate of Return; Investeringsbedömning; Kalkylränta; Market Risk; Market Risk Premium; Net Present Value NPV ; Payback Method; Payback Time; Profitability Index; Project Specific Discount Rate; Risk-free Rate RRR ; Social Discount Rate; Unique Discount Rate; WACC; WACC Fallacy;

   Sammanfattning : Bakgrund: Betydelsen av investeringsbedömningen kan inte överbetonas till följd av dess långsiktiga fördelar för företagets giltighet och operativa funktionalitet. Beräkningsmetoder som används för investeringsbedömning bistår med nödvändig kunskap för att underlätta beslutsfattande samt för att skapa sig en tydligare bild över det föreslagna investeringsprojektet. LÄS MER

3. 2. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Tommy Saliba; Philip Thulin; [2021-06-30]
   Nyckelord :Smart Beta; Fundamental Indexation; CAPM; EMH; Value; Quality; Momentum; Low Volatility; Factor Investing;

   Sammanfattning : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. LÄS MER

4. 3. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Erik Hulth; [2021-06-30]
   Nyckelord :Stock performance; Market anomalies; Asset pricing; Portfolio sorting techniques; Factor-portfolio sorting techniques; Value effect; Size effect; Momentum effect; Temporal influences; Business cycles; GDP-gap; Single-and Multi- Factor models; CAPM; Fama-French Three-Factor model; Carhart Four-Factor model; Risk-adjusted equity returns; Sharpe Ratio; Jensen´s alpha; NASDAQ OMX and NYSE;

   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

5. 4. Hållbara fonders avkastning : En kvantitativ studie om en jämförelse av riskjusterad avkastning för svenska fonder baserat på ESG-score

   Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

   Författare :Pontus Andersson; John Eskilson; [2021]
   Nyckelord :Sustainable mutual funds; Corporate Social Responsibility CSR ; Environmental Social Governence Score ESG score ; Risk adjusted returns; Jensens Alpha; The Efficient Market hypothesis and Fama-French three-factor model; Hållbara fonder; Corporate Social Responsibility CSR ; Environmental Social Governance Score ESG score ; Riskjusterad avkastning; Jensens Alpha; Effektiva marknadshypotesen och Fama-French trefaktormodellen;

   Sammanfattning : Background: The Swedish fund savings have developed strongly over the past two decades. Together with this development, the knowledge that the earth's population is facing an extensive climate challenge has also increased. LÄS MER

7. 5. Valuation of Small Private Firms - A review of the most common theoretical frameworks for valuing firms, applied on a small private Swedish business

   Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

   Författare :Max Mauritz; Edvin Svensson; [2020-07-07]
   Nyckelord :;

   Sammanfattning : This thesis aims to provide the reader with an overview of the current issues and practices of valuing small private firms. Focusing on methods such as; Asset-, Income-, Multiple- and Real option-based approach. Thenceforth, applying said practices on an earlier cross-national acquisition of a small private Swedish firm. LÄS MER