Essays about: "stock analyst"

Showing result 1 - 5 of 47 essays containing the words stock analyst.

  1. 1. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II

    University essay from

    Author : Carl Wallquist; Endrit Zymeri; [2023-07-03]
    Keywords : Stock recommendations; analyst performance; portfolio construction; rebalancing; regulation MiFID II; trading strategies;

    Abstract : This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on the consensus recommendation for each covered company over four years. READ MORE

  3. 2. Can Machine Be a Good Stock Picker?: Bridging the Gap between Fundamental Data and Machine Learning

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tomoya Narita; Povilas Stankevicius; [2023]
    Keywords : Machine Learning; XGBoost; Relative Valuation; Convergence Trade;

    Abstract : We investigate the efficacy of historical accounting data and consensus forecasts for relative valuation of stocks, employing tree-based machine learning methods. We run an XGBoost model for monthly cross-sections of financial and pricing data of US equities from 1984 to 2021. READ MORE

  4. 3. The granddaddy of underreaction events: Post-earnings announcement drift and information noisiness on the Swedish market

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

    Author : Sofia Berlin; Gustav Sandelin; [2023]
    Keywords : Post-earnings announcement drift; market efficiency; earnings surprises; information noisiness; stock price synchronicity;

    Abstract : This paper aims to answer the question of whether there is an existence of post-earnings announcement drift on the Swedish stock market and to what extent it can be explained by information noisiness. A sample of publicly listed firms on the Swedish stock market from 2002 to 2019 is used and the research design includes four different approaches to estimating earnings surprises which is a crucial step in investigating PEAD. READ MORE

  5. 4. Dynamic simulation of Swedish residential building renovations and its impact on the district heating network

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

    Author : Christopher Bay; Nicolás Pinzón Muñoz; [2023]
    Keywords : ;

    Abstract : As urbanization continues to rise, cities now account for two-thirds of the world's total energy consumption. The built environment alone contributes to 40% of total energy consumption and a third of total greenhouse gas emissions. With an additional 2. READ MORE

  6. 5. Sustainable Urban Energy Transition for the City of Bitola, North Macedonia : A City-Scale Urban Building Energy Model

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

    Author : Emilie Andersson; Hillevi Höijer; [2023]
    Keywords : Urban building energy model; UBEM; Urban energy simulation; Urban energy transition; City Energy Analyst; CEA; Bitola; North Macedonia; Byggnadsmodellering på stadsnivå; Stadsenergimodellering; Stadsenergiomställning; Urban Building Energy Model; City Energy Analyst; CEA; Energisystemmodell; Bitola; Nordmakedonien;

    Abstract : Cities play a crucial role in sustainable energy system transformation. Urban energy systems account for 75% of global primary energy use, and 70% of global greenhouse gas (GHG) emissions (IEA, 2021). READ MORE