Sökning: "return characteristics"
Visar resultat 1 - 5 av 245 uppsatser innehållade orden return characteristics.
1. Att urskilja framtida vinnare och förlorare på Stockholmsbörsen Kan en fundamental analysmodell förutspå tillväxtaktiers framtida prestation?Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen
Sammanfattning : This paper aims to examine whether fundamental analysis can be an effective tool for thepurpose of separating future winners and losers among growth stocks in the Swedish stockmarket. Historically, a fundamental approach has been most widely used when analyzing stocksclassified as value-stocks. LÄS MER
Sammanfattning : This study aims to examine the effects that venture capital-backing has on companies that recently went public. The study examines three specific parts; a general stock return increasing signal of venture capital-backing, whether company characteristics affect the relationship between venture capital-backing and stock returns, and venture capital-backing in two specific industries. LÄS MER
3. The Size and Value effect of The Fama and French Three Factor Model. Do the variables remain meaningful or redundant? Evidence from the Swedish Stock market 2007-2016Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : This thesis compared the explanatory power on excess return between the Capital Asset Pricing Model and the Fama and French Three Factor Model on the Swedish Market. Fur- thermore, an evaluation of the independent variables included in the Fama and French Three Factor Model was done. LÄS MER
- Master-uppsats, Lunds universitet/Matematisk statistik
Sammanfattning : Many agree that estimating portfolio risks has better estimation possibilities, than estimations on returns. Therefore investors attempts to construct better, more efficient riskmanaged portfolios by diversifying portfolios through factors rather than traditional asset classes. LÄS MER
- Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : This paper investigates sin stock characteristics through relative return performance compared to the global market index MSCI World, defining stock defensiveness towards market movements (i.e. recession resistance) and abnormal amounts of excess returns. LÄS MER