Essays about: "adjusted stock return"

Showing result 1 - 5 of 115 essays containing the words adjusted stock return.

  1. 1. Do actively managed Sweden funds yield higher return better than passively managed funds, during a volatile market, when taking risk into account?

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Allan Mohideen; Robin Lopes; [2023-08-25]
    Keywords : ;

    Abstract : This paper is examining if Swedish actively managed funds is creating more value for investors compared to Swedish index funds. The study is focused on the time period 2012-2022. Three risk-adjusted measurements are used to execute this mission. READ MORE

  3. 2. Power Play: The influence of energy prices on ESG Stocks’ performance during the Energy Crisis A quantitative study performed on the Swedish stock market

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Daniella Milojkovic; Jennifer Häggander; [2023-08-25]
    Keywords : ;

    Abstract : This research paper is focused on the impact of the European energy crisis on ESG (Environmental, Social, and Governance) stocks. The paper aims to examine the extent to which the performance of stocks with high ESG scores has been affected by energy prices and volatility during the energy crisis. READ MORE

  4. 3. Comparison of High ESG Portfolio Performance in Germany and Switzerland

    University essay from Göteborgs universitet/Graduate School

    Author : Nino Shakulashvili; Saud Talic; [2023-06-29]
    Keywords : ESG; Portfolio Performance; Fama French; Carhart; Risk Factors; Value; Size; Momentum; Germany; Switzerland;

    Abstract : This study focuses on the relationship between stock return performance and sustainability, the latter taking the form of the Environmental, Social, and Governance (ESG) framework. The paper provides a comparative setting in which stocks of companies headquartered in Germany and Switzerland are examined. READ MORE

  5. 4. The place of space mining news in the valuation of stocks

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Albin Landers; [2023]
    Keywords : Space mining; Stock markets; Spinoff technologies; Market reaction; Abnormal return;

    Abstract : Background. Space mining is a subject of growing interest. People see where society is heading and that something needs to be done to pave the way for future generations. Outer space contains both the Moon and other celestial bodies as well. READ MORE

  6. 5. Do Stocks Outperform Treasury Bills? Evidence From a Swedish Setting

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Anton Li; Ricky Yu; [2023]
    Keywords : Individual stocks; Treasury bills; Skewness; Buy-and-hold returns; Diversification;

    Abstract : Most Swedish stocks listed since 1983 post lifetime buy-and-hold returns that are less than one-month Swedish Treasury bills. In terms of risk-adjusted returns for the same time horizon, individual Swedish stocks vastly underperform value-weighted benchmarks when measured with a Sharpe ratio. READ MORE