Sökning: "price - to - book ratio"

Visar resultat 16 - 20 av 42 uppsatser innehållade orden price - to - book ratio.

1. 16. Swedish Stock Returns and the Cyclically Adjusted Price to Earnings Ratio

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Joel Nilsson; [2017]
   Nyckelord :CAPE; Stock Returns; Equity Markets; Market Forecasts; Business and Economics;

   Sammanfattning : Evidence from the U.S equity market shows that the cyclically adjusted price to earnings ratio (CAPE) is a strong predictor of future long-horizon stock returns. This paper focuses attention on the Swedish equity market to see whether the CAPE-ratio is applicable to the Swedish market. LÄS MER

3. 17. P/B i kombination med marknadsvärde : En studie på Stockholmsbörsen 2006 - 2016

   Magister-uppsats, Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakulteten

   Författare :Anton Lundgren; Sara Ahlgren; [2017]
   Nyckelord :Price-to-Book P B ; excess return; Jensen’s alpha; Sharpe-ratio; Treynor index; market value; book value; size; small firm effect; Price-to-Book P B ; överavkastning; Jensens alfa; Sharpe-kvot; Treynor index; marknadsvärde; bokfört värde; storlek; småbolagseffekt;

   Sammanfattning : Bakgrund: Denna studie är ett test av investeringsstrategi baserad på relativvärdering av multiplar. Den multipel som kommer att studeras som investeringsstrategi är Price-to-Book (P/B). LÄS MER

4. 18. Trade-offs of ETFs - An Examination of Clean and Dirty Exchange Traded Funds in the Energy Sector

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

   Författare :Mattias Hasselsjö; Shaicoan Tang; [2016-06-27]
   Nyckelord :performance evaluation; exchange traded funds; sustainable investment; responsible investment;

   Sammanfattning : The aim of this thesis is to investigate if there is a difference in performance between clean and dirty exchange traded funds (ETFs) during the examination period January 2011¬–March 2016. Dirty ETFs are defined as ETFs that allocate in non-environmentally friendly industries such as oil or coal industries. LÄS MER

5. 19. The Performance of Gross-Profit to Asset on the Swedish Stock Market : A comparison to Book-to-Market and Earnings-to-Price in a time frame of 1994-2013

   Master-uppsats, Umeå universitet/Företagsekonomi

   Författare :Larissa Emde; Cem Yildirim; [2016]
   Nyckelord :Gross-Profit to Asset; GPA; Book-to-Market; BP; Earnings-to-Price; EP; Swedish Stock Market; portfolio performance; value investing; quality investing;

   Sammanfattning : This thesis examines the performance of portfolios sorted by gross-profit-to-asset (GPA) as a quality investing on the Swedish stock exchange. It constructs long-only portfolios and long-short portfolios sorted by GPA, book-to-market (B/P) and earnings-per-price (E/P). Thus, the thesis includes quality and value investing. LÄS MER

7. 20. Ownership structure's effect on dividend policy : Evidence from publicly listed Swedish firms

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Handelshögskolan vid Umeå universitet (USBE); Umeå universitet/Företagsekonomi

   Författare :Lundgren Björn; Christofer Eriksson Lantz; [2016]
   Nyckelord :Ownership structure; dividend policy; dividend yield; dividend payout; Sweden; ownership concentration; institutional ownership;

   Sammanfattning : This study examines the effect of ownership structure on dividend policy of 284 firms listed on the OMX Stockholm Exchange in Swedenfrom 2010-2015. Specifically, the purpose of the study is to investigate therelationship betweendifferentinvestor types and dividend policies of firms, measured as dividend yield and dividend payout ratio. LÄS MER