Essays about: "investment method of valuation portfolio"

Showing result 1 - 5 of 6 essays containing the words investment method of valuation portfolio.

1. 1. Accounting for the Measurement Bias: A Study of Market Efficiency in the United States and the Relevance of Extensive Fundamental Analysis in Equity Valuation

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Erik Bergmark; Hugo Freudenthal; [2023]
   Keywords : Accounting valuation bias; Fundamental analysis; Horizon Value; Market mispricing; Residual income valuation;

   Abstract : This thesis investigates abnormal returns over the period 1983-2021 from an investment strategy that is based on public accounting information. Investment positions are taken in US manufacturing firms and are held for 36 months using a self-financing (hedged) portfolio. READ MORE

3. 2. Is the housing market in Sweden overrated? : A Study Of The Hypothetical Yield Of The Residential Real Estate In Stockholm

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Julia Patey; [2018]
   Keywords : Real estate; valuation; housing market; bubble; speculation; rationality; user cost model; dividend discount model; Sweden; growth markets; super-star cities; residential; commercial; mark to value; fundamental valuation; yield; price appreciation; capital cost; return on investment; Stockholm.;

   Abstract : This paper presents a method to value the residential real estate portfolio of an economy by summarizing the future discounted values of the net operating income. The motivation for this choice of subject is the concern for a house bubble in Sweden due to the double-digit rise in housing prices which the economy has experienced during many consecutive years. READ MORE

4. 3. Value Investment Strategy : Robustness test and application of Piotroski’s model in 4 different markets

   University essay from Handelshögskolan vid Umeå universitet (USBE)

   Author : Patrick Jiang; Robin Moén; [2012]
   Keywords : Piotroski; Value Investment; Efficient market Hypothesis;

   Abstract : Background A common goal for many investors is to beat the market. However, only a few are able to do so consistently over a long time. The random walk theory and the efficient market hypothesis are two widely accepted theories that state that it should not be possible to consistently generate abnormal returns in an efficient market. READ MORE

5. 4. Influence of stochastic capital budgeting and real options valuation method on strategic investment decision : investment appraisal of synthetic firm producing algae based fuels in Sweden

   University essay from SLU/Dept. of Economics

   Author : Inna Gannoshyna; Valentyn Volkivskyy; [2010]
   Keywords : Real options; NPV; stochastic budgeting; algae fuels;

   Abstract : Algae based fuels may offer society a plenty of valuable benefits. Those include economical, environmental, and social benefits representing sustainability. Investors may have a wealth maximising option to diversify their portfolio hence reducing risks. READ MORE

6. 5. Economic Value Added® applied on the American Stock Market : Can the EVA® fundamental analysis increase the returns to a hedge-portfolio strategy with stocks sorted after book-to-market valuation and size?

   University essay from Företagsekonomiska institutionen

   Author : Rickard Bergman; Philip Gunnarsson; [2010]
   Keywords : Economic Value Added; EVA; fundamental analysis; hedge-portfolio; abnormal return; book-to-market;

   Abstract : In this paper, the popular fundamental analysis model Economic Value Added is tested for any ability to generate returns above that explained by book-to-market effects on American large cap stocks. A zero net-investment hedge portfolio-test was undertaken where the Economic Value Added® fundamental analysis was applied on a sample of large cap stocks, sorted into quintiles after book to market valuation. READ MORE