Essays about: "Capitalization"

Showing result 11 - 15 of 190 essays containing the word Capitalization.

  1. 11. Profit Warnings and the following Stock Market Reaction - Understanding the effect of issuing profit warnings under different circumstances in the Nordics

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Wilda Ager; Sophie Bladin; [2023]
    Keywords : Profit warning; Business cycle; Disclosing quantitative information; Market capitalization; Geographical dependencies;

    Abstract : Our study examines the stock market reaction to profit warnings on the Nordic stock exchange. The results reveal a cumulative abnormal return of -7.09% and 6.09% associated with negative and positive profit warnings respectively, spanning from the day before the issuance to the day after. READ MORE

  3. 12. Mimicking Claimed Alpha Generating Strategies

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Patric Torén; [2023]
    Keywords : Momentum Strategy Mark Minervini Volume Excess return Nordic Market;

    Abstract : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. READ MORE

  4. 13. The effects of adoption of IFRS 16 on financial reports, financial measures and taxation - Evidence from the Swedish retail industry

    University essay from Göteborgs universitet/Graduate School

    Author : Marcus Sandström; [2022-06-30]
    Keywords : Leasing; IFRS 16; IAS 17; Case study; Deferred taxes;

    Abstract : This paper examines the transition from IAS 17 to IFRS 16 in terms of the effects on the financial report, financial ratios, and taxation for various Swedish retail companies. The study was carried out as a multiple case study were accounting data was extracted from annual reports. READ MORE

  5. 14. The benefits of optimized portfolios- An empirical comparison between optimized portfolios and benchmarks

    University essay from Göteborgs universitet/Graduate School

    Author : John Nestenborg; Simon Petersson; [2022-06-29]
    Keywords : Optimized portfolios; Global Minimum Variance; GMV; Equal Risk Contribution; ERC; Naive portfolio; Market-Capitalization portfolio; Comparison between portfolio weighting schemes;

    Abstract : Uncertainty about the future is an everlasting part of investing. This study aims at testing the historical performance out-of-sample for optimized portfolios and if the performance was superior to benchmarks. 11 different portfolios are compared to two different benchmarks; the naive- and market-capitalized portfolio. READ MORE

  6. 15. THE PREDICTIVE ABILITY OF FINANCIAL RATIOS ON STOCK RETURNS. A study of the S&P Global 100 during 2000 – 2020

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Ninni Ekman; [2022-04-07]
    Keywords : Financial ratios; stock return; predictability; regression;

    Abstract : This study examines the predictive ability of ten financial ratios on annual stock returns at a one-year horizon. Ratios and stock returns are observed for the S&P Global 100 Index over the time period 2000 to 2020. The index is chosen for its representativeness stemming from the size and multinationality of its constituents. READ MORE