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Showing result 1 - 5 of 16 essays matching the above criteria.

1. 1. Financial Metrics Effect on Companies Performance During COVID­19

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Thoursie Hugo; Lucas Fageräng; [2021]
   Keywords : ;

   Abstract : Financial metrics are important tools for managers and investors to assess performance of companies. At the start of 2020, a global pandemic COVID-19 broke out, resulting in bearish markets when mandatory lockdowns were announced. On the 16th of March the Dow Jones Industrial average dropped 13% and the S&P500 north of 12%. READ MORE

3. 2. Evaluation of a Portfolio in Dow Jones Industrial Average Optimized by Mean-Variance Analysis

   University essay from KTH/Matematisk statistik

   Author : Alexander Strid; Daniel Liu; [2020]
   Keywords : applied mathematics; mean-variance analysis; modern portfolio theory; Markowitz; Dow Jones Industrial Average; quadratic optimization; portfolio optimization; tillämpad matematik; mean-variance analysis; modern portföljteori; Markowitz; Dow Jones Industrial Average; kvadratisk optimering; portföljoptimering;

   Abstract : This thesis evaluates the mean-variance analysis framework by comparing the performance of an optimized portfolio consisting of stocks from the Dow Jones Industrial Average to the performance of the Dow Jones Industrial Average index itself. The results show that the optimized portfolio performs better than the corresponding index when evaluated on the period between 2015 and 2019. READ MORE

4. 3. Black Swan Investments : How to manage your investments when the market is in distress

   University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

   Author : William Knutsson; David Ekeroth; [2020]
   Keywords : Black Swans; mean reversion; beta; investment strategy; volatility; CAPM; Sharpe ratio; DJIA;

   Abstract : This study examines how investors can take advantage of Black Swan events by applying an investment strategy that involves investing in stocks that have performed badly during Black Swan events. The stocks are chosen from and compared to the Dow Jones Industrial Average Index. READ MORE

5. 4. Time to purchase your ownhouse : The resistance of housing investments againstmacroeconomic shocks

   University essay from KTH/Fastigheter och byggande

   Author : Quinglin Ouyang; [2020]
   Keywords : House price index; Sharpe ratio; macroeconomic shocks; vector auto-regression; bostadsprisindex; Sharpe ratio; makroekonomiska chocker; vektor autoregressiva-modeller;

   Abstract : Housing is both a durable good and an investment vehicle, which makes it importantin people’s daily life aswell as for a nation’s economy. This thesis innovatively applies the Sharpe ratio on evaluating the performance of the US residentialhousing market within the time period from 2005:Q1 to 2019:Q3, andinvestigates how this performance would react upon macroeconomic shocks,including sudden changes in GDP growth rate and personal income growthrate, by establishing a vector auto-regression model with the lag order of four. READ MORE

6. 5. The Impact of Pandemic Shocks to the Stock Market

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Dominika Borkowska; Kabing Hau; [2020]
   Keywords : Stock Market; Volatility; COVID-19; Pandemic Shocks; GARCH; TGARCH; Business and Economics;

   Abstract : The outbreak of the COVID-19 pandemic in November 2019, has made a huge impact on the stock market. Thus, this paper aims to analyze how big of an impact the pandemic shocks have compared to other known shocks on the market. READ MORE