Essays about: "Dogs of the Dow"

Showing result 1 - 5 of 9 essays containing the words Dogs of the Dow.

  1. 1. ESG scores´ effect on investment strategies : How does Dogs of Dow and The Magic Formula´s performance get effected when weighted according to their ESG score? 

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Oscar Johnsson; Elias Henriksson; [2022]
    Keywords : Dogs of Dow; the Magic Formula; ESG score; Investment strategy; Asset Allocation; Socially responsible investing; Stockholm large cap; CAPM; Stock market;

    Abstract : This thesis investigates the two investment strategies Dogs of Dow and The Magic Formula. We test how the strategies perform when getting weighted to ESG scores and also if they outperform OMXSPI during the years 2012-2022. READ MORE

  3. 2. Mechanical investing, man’s best friend or Foolish? : -A study on mechanical investment strategies on the Swedish stock market

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Max Lundberg; Jakob Åkerlund; [2021]
    Keywords : Mechanical investing; EMH; Modern portfolio theory; Dogs of the Dow; the Foolish Four; Mean reversion; OMXS30; Contrarianism; The penultimate profit prospect; Stock market.;

    Abstract : The aim of this study is to examine classical Dow-strategies, Dogs of the Dow and Foolish Four relative to each other and OMXS30GI in order to test if promises of substantial returns would be kept on the Swedish stock market during the period 2002-2019. Our empirical findings show no statistically significant excess-return generated by the Foolish Four-strategy over neither the Dogs of the Dow-strategy nor OMXS30GI. READ MORE

  4. 3. Can You Trust Investment Strategies? : An Empirical Study of Five Easily Available Investment Strategies Suitable for All Investors

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Johanna Strand; Emilia Karlsson; [2019]
    Keywords : Investment strategies; The Magic Formula; Dogs of the Dow; Graham Screener; Net- Nets; Piotroski’s F_Score; Risk-Adjusted Return; Three-Factor Model.;

    Abstract : This study examines the Swedish Stock Exchange during the time period of 1998-2016. Where the purpose is to investigate and compare five different investment strategies to see if these investment strategies can create excess return on their investments, after adjustment for risk. READ MORE

  5. 4. Dividend yield strategies in Sweden

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Erik Chvojka; David Lovén; [2018]
    Keywords : Dogs of the dow; dividend yield investment strategy; portfolio management;

    Abstract : .... READ MORE

  6. 5. Do Retail Investors Benefit From a High Dividend Yield? : The Dogs of the Dow strategy applied on the Swedish stock market.

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Daniel Gerson Frisö; [2016]
    Keywords : dogs of the dow dividend investing investment strategy;

    Abstract : In this thesis, the ten stocks with the highest dividend yield from the OMXS30 have been used to construct a portfolio, a strategy called The Dogs of the Dow. The portfolio was equally weighted and rebalanced every year. The purpose of this thesis is to see how the strategy would perform in terms of return and risk compared to the market. READ MORE