Essays about: "Market Value of Equity"

Showing result 1 - 5 of 250 essays containing the words Market Value of Equity.

1. 1. Market Value Implications of Increasing Passive Investing

   University essay from

   Author : Andreas Gegerfelt; Elsa Olsson; [2023-07-07]
   Keywords : Passive investing; passive investment bubble; active investing; price-to-earnings ratio; Swedish equity market;

   Abstract : This study examines if recent years’ popularity and large inflow of money to passive index funds have led to inflated prices in the Swedish equity market. The problem was investigated by studying the net fund flows to passive funds and comparing them to active funds over time to measure to what extent they affect the market price-to-earnings ratio. READ MORE

3. 2. Unveiling the Relevancy of Momentum Strategies- A study on the Swedish Equity Market

   University essay from Göteborgs universitet/Graduate School

   Author : Oscar Bodin; Pär Börjeson; [2023-06-29]
   Keywords : ;

   Abstract : This study investigates the performance of the traditional return momentum strategy and the residual momentum strategy on the Swedish market over the period 1990 to 2022. The residual momentum strategy show higher risk-adjusted return compared to the traditional return momentum strategy in equally weighted portfolios, and the opposite in value-weighted portfolios. READ MORE

4. 3. A valuation of Swedish hedge fund performance

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Elis Grönqvist; Johan Wennerström; [2023-02-09]
   Keywords : ;

   Abstract : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. READ MORE

5. 4. The Other Side of Equity Valuation: Unlock The Power of Expectations-Based Investing with a Reverse-Engineered Valuation Model

   University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

   Author : Lucas Nilsson; Isabelle Persson; [2023]
   Keywords : Corporate Valuation; Expectations-Based Investing; Residual Income Valuation Model; Return on Equity; Reverse-Engineered Valuation;

   Abstract : Corporate valuations models have extensive use in practice and are cornerstones in the academic setting of finance. Traditional valuation models have the function to calculate the intrinsic value of a company on the basis of the forecasted performance of a company. READ MORE

6. 5. Coverage initiations : an exploratory casestudy

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Lina Ek; Maria Karlsson Osipova; [2023]
   Keywords : Commissioned equity research; Initiation report; Event study; Abnormal return; Trading volume; Uppdragsanalys; Initieringsrapport; Eventstudie; Abnormal avkastning; Handelsvolym;

   Abstract : This master thesis is exploring the influence of coverage initiation reports issued by commissioned equity research analysts on stock prices and trading volumes. Equity research actors, with their expertise and skill, are providing the market with valuable information and filling the knowledge gaps that investors may have. READ MORE