Sökning: "stock return prediction"

Visar resultat 1 - 5 av 32 uppsatser innehållade orden stock return prediction.

  1. 1. Predictability of Shareholder Return in Medical Device Companies : Investment Decisions from thePerspective of an Investment Firm

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Daniel Gröttheim; [2023]
    Nyckelord :Medical device companies; pre-market approval; total return; abnormal return; stock return prediction; market anomalies; free cash flow yield; efficient markets; financial crisis; investment firm; Medicintekniska företag; förmarknadsgodkännande; totalavkastning; abnorm avkastning; aktieavkastningsförutsägbarhet; marknadsavvikelser; avkastning på fritt kassaflöde; effektiva marknader; finanskris; investeringsföretag;

    Sammanfattning : The medical device industry has seen rapid growth in recent years, and the increasing valuations has caught the attention of investors. Although their growth has outpaced many indices, medical device companies’ reliance on capital to finance research, patents, and clinical testing to reach pre-market approval makes due-diligence and the investment research process especially complex. LÄS MER

  3. 2. A Regression Analysis of the Parameters Influencing the Share Price During the First Day After an IPO

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Daniel Johnsson; Matilda Caddeo; [2023]
    Nyckelord :Regression Analysis; IPO; Stocks; Marketplace; Under pricing; Investment Banking; Prediction; Regressionsanalys; Börsnotering; Aktier; Marknadsplats; Under Pricing; Investment Banking; Predicera;

    Sammanfattning : This study focuses on initial public offerings (IPOs), which are the process of making a company's shares available for public trading on a stock market. Despite global uncertainties in recent years, there has been a high demand for company listings in the market. LÄS MER

  4. 3. Accounting for the Measurement Bias: A Study of Market Efficiency in the United States and the Relevance of Extensive Fundamental Analysis in Equity Valuation

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Erik Bergmark; Hugo Freudenthal; [2023]
    Nyckelord :Accounting valuation bias; Fundamental analysis; Horizon Value; Market mispricing; Residual income valuation;

    Sammanfattning : This thesis investigates abnormal returns over the period 1983-2021 from an investment strategy that is based on public accounting information. Investment positions are taken in US manufacturing firms and are held for 36 months using a self-financing (hedged) portfolio. LÄS MER

  5. 4. LSTM-based Directional Stock Price Forecasting for Intraday Quantitative Trading

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Isabella Mustén Ross; [2023]
    Nyckelord :Deep Learning; Long-Short-Term-Memory LSTM ; ARIMA; Financial Time Series Forecasting; Algorithmic Trading; Intraday Trading; Stock Prediction; Djupinlärning; LSTM; ARIMA; finansiella tidsserier; algoritmisk aktiehandel; intradagshandel; aktieprediktion;

    Sammanfattning : Deep learning techniques have exhibited remarkable capabilities in capturing nonlinear patterns and dependencies in time series data. Therefore, this study investigates the application of the Long-Short-Term-Memory (LSTM) algorithm for stock price prediction in intraday quantitative trading using Swedish stocks in the OMXS30 index from February 28, 2013, to March 1, 2023. LÄS MER

  7. 5. Sentiment building from textual data content in quarterly reports

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Tarek Jelassi; [2021]
    Nyckelord :Textual analysis; Python Programming Language; Modeling; Return Forecast; Sentiment building.; Business and Economics;

    Sammanfattning : Textual analysis is increasingly becoming a reliable tool for pattern assessing and forecasting especially statistically. Implementing such techniques in the financial field is still in an infantry stage and it represents a novel research area. LÄS MER