Essays about: "Earnings-to-Price"

Showing result 1 - 5 of 6 essays containing the word Earnings-to-Price.

  1. 1. Earnings Forecasts and Stock Price Data: How stock prices can be used to forecast less biased and more accurate earnings

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

    Author : Erik Bergmark; Gustav Möller; [2021]
    Keywords : Forecasts; Earnings; Stock price; Bias; Accuracy;

    Abstract : In this study, we investigate the effect of incorporating stock price data in model-based forecasts. Previous research shows that stock price data can be used to forecast less bias and more accurate earnings. READ MORE

  3. 2. Return Differences on the Swedish Stock Market When Incorporating Different Value-Factors

    University essay from Göteborgs universitet/Graduate School

    Author : Johan Hellström; Viktor Lindström; [2020-07-07]
    Keywords : ;

    Abstract : In this paper, we investigate the predictability in stocks return on the Swedish equity market between 2006 and 2017. Answering the question, what is the differences in using Fama-French three-factor model when applying different constructed portfolios? Previous literature examines this topic on the American stock market. READ MORE

  4. 3. The Performance of Gross-Profit to Asset on the Swedish Stock Market : A comparison to Book-to-Market and Earnings-to-Price in a time frame of 1994-2013

    University essay from Umeå universitet/Företagsekonomi

    Author : Larissa Emde; Cem Yildirim; [2016]
    Keywords : Gross-Profit to Asset; GPA; Book-to-Market; BP; Earnings-to-Price; EP; Swedish Stock Market; portfolio performance; value investing; quality investing;

    Abstract : This thesis examines the performance of portfolios sorted by gross-profit-to-asset (GPA) as a quality investing on the Swedish stock exchange. It constructs long-only portfolios and long-short portfolios sorted by GPA, book-to-market (B/P) and earnings-per-price (E/P). Thus, the thesis includes quality and value investing. READ MORE

  5. 4. Firm-Specific Variables and Expected Stock Returns - A study on the German Market -

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Dylan Remmits; Viktoria Knittel; [2015]
    Keywords : Expected Stock Returns; Fama-MacBeth Cross-Sectional Regression; Risk Premia; German Market; Value Investing; Factor Investing; Portfolio Approach; Conditional Beta; Firm-Specific Variables; Business and Economics;

    Abstract : Purpose: The purpose of this thesis is to investigate which firm-specific variables can explain the cross-section of expected stock returns in the German market. The tested explanatory variables are market beta, firm size, the book-to-market ratio, the earnings-to-price ratio, leverage, the dividend yield, the cash flow-to-price ratio and sales growth. READ MORE

  6. 5. Value versus Growth on OMXS and Asymmetric Responses to Earnings Surprises

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Carl Elfving; Zacharias Sjöberg; [2014]
    Keywords : Value; Growth; Asymmetric Reactions; Earnings Surprises;

    Abstract : Numerous studies have been conducted worldwide mapping differences in stock returns based on value versus growth characteristics. This paper examines whether there are differences in quarterly returns between value and growth stocks on OMX Stockholm (OMXS) 2004-2014. READ MORE