Essays about: "Three sigma rule"

Found 1 essay containing the words Three sigma rule.

  1. 1. Financial ratios ability to predict excess returns of Swedish listed firms

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emelie Berglund; Alexander Bergman; [2013]
    Keywords : Price Earnings; Dividend Yield; Market to Book; Debt to Equity; Time Series Analysis; Three sigma rule; Information Ratio.; Business and Economics;

    Abstract : In this paper we set out to analyze from two perspectives the performance predictability of financial ratios on Swedish listed firms by using statistical methods and fundamental analysis. Furthermore this paper sets out to establish a link between the two by cross checking or filling the results of regressed variables with the expected values of following a certain type of investment strategy. READ MORE