Sökning: "price-to-book ratio"

Visar resultat 1 - 5 av 17 uppsatser innehållade orden price-to-book ratio.

1. 1. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

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

   Författare :Oleksii Chepil; [2024]
   Nyckelord :value investing; quality investing;

   Sammanfattning : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. LÄS MER

3. 2. Real Estate and ESG Rating A cross-sectional study of ESG Risk, ESG Management and financial performance

   Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

   Författare :Alexander Wojtowicz Hallberg; Daniel Gellerman; Anton Lundgren; [2022-06-30]
   Nyckelord :ESG Rating; Real Estate; Financial Performance; Sustainability; Sustainalytics; Inferential Statistics;

   Sammanfattning : Environmental destruction and social sustainability issues are more relevant than ever. The human impact causing social and environmental destruction has led to a forced market movement worldwide where sustainability awareness has grown amongst stakeholders. LÄS MER

4. 3. Värde- eller tillväxtaktier? : En kvantitativ studie om portföljvalen för en investerare

   Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaper

   Författare :Helga Ok; Michael Francis; [2022]
   Nyckelord :Investment; Portfolio; Investor; Value stocks; Growth stocks; Investment strategy; Returns; investering; portfölj; investerare; värdeaktier; tillväxtaktier; investeringsstrategi; avkastning;

   Sammanfattning : Syfte: Syftet med denna studie är att analysera vilken investeringsstrategi värde- eller tillväxtaktier baserade på P/B-, och P/E-talet, genererar en högre riskjusterad avkastning på den svenska börsmarknaden mellan åren 2010–2020. Teori: Denna studie grundar sig i, Den effektiva marknadshypotesen, CAPM, P/B-talet (price-to-book value), P/E-talet (price/earnings), Sharpekvot och Oparat T-test. LÄS MER

5. 4. DOES IT PAY TO BE ESG? : An empirical analysis of sustainability in the Nordic countries from a risk and valuation perspective

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

   Författare :Corentin Arnou; Marcus Hammarstedt; [2021]
   Nyckelord :ESG; Cost of equity; Sustainable finance; Price-to-earnings ratio; Price-to-book ratio; Enterprise value to earnings before interest and taxes ratio; Covid-19; Shareholder’s theory; Stakeholder’s theory; Information asymmetry;

   Sammanfattning : In the field of sustainable finance, Environmental-, Social- and Governance-ratings (ESG) have become an acknowledged measurement of a firm's sustainability performance. The increased awareness of sustainability issues in today's society is undeniable. LÄS MER

7. 5. The Moat of Finance : Does Complexity Reward the Private Investor?

   Kandidat-uppsats, KTH/Fastigheter och byggande

   Författare :Johan Svanberg; Daniel Max; [2019]
   Nyckelord :Price to Earning; Price to Book; Dividend Yield; Multi-ratio Strategies; Efficient Market Hypothesis; Modern Portfolio Theory; Excess Returns; Alpha and Stockholm Stock Market.;

   Sammanfattning : This paper evaluates the ability of single and multi-ratio investment strategies, such as P/E, P/B, Magic Formula and Piotroski F-score, to generate excess returns and positive alpha values on the Stockholm Stock Market. Performances of the strategies tested are compared to the Stockholm Stock Market as a whole, also known as the index “OMXSPI”. LÄS MER