Essays about: "E cient Market Hypothesis EMH"
Found 1 essay containing the words E cient Market Hypothesis EMH.
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1. Backtesting the Magic Formula in the Brazilian Stock Market
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis performs a backtest of the Magic Formula for the Brazilian stock market in the period between 2006 and 2015. The Magic Formula methodology is a stock picking strategy that combines Return on Capital and Earnings Yield factors in a ranking system aiming to outperform the market average. READ MORE
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