Essays about: "Findings for ratio analysis"

Showing result 1 - 5 of 119 essays containing the words Findings for ratio analysis.

  1. 1. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Benjamin Javidi; Malin Larsson; [2023-08-25]
    Keywords : Capital Asset Pricing Model CAPM ; Fama-French three-factor model; ESG; Sharpe ratio; OLS Regression Analysis; Modern Portfolio Theory;

    Abstract : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. READ MORE

  3. 2. Exploring the Idiosyncratic Volatility Anomaly in the Swedish Stock Market: An Empirical Analysis of its Impact on Returns

    University essay from Göteborgs universitet/Graduate School

    Author : Anton Ahlqvist; Walter Uong; [2023-06-29]
    Keywords : ;

    Abstract : We examine the cross-sectional relationship between idiosyncratic volatility relative to the Fama-French three factor model and expected stock returns. We find that portfolios containing the firms with the lowest idiosyncratic risk offers excess returns in relation to the prediction of the Fama-French three factor model, while those with the highest idiosyncratic risk do not. READ MORE

  4. 3. Determinants of capital structure: an empirical study on the European technology industry in a dynamic panel difference-GMM analysis

    University essay from Göteborgs universitet/Graduate School

    Author : Alfred Rydsmo; Jacob Sandequist; [2023-06-29]
    Keywords : ;

    Abstract : This paper investigates the determinants of capital structure for 146 publicly traded technology companies in 14 different European countries over the 2009 to 2021 period. The study aims to test the relationship between firm leverage and its determinants suggested by both traditional corporate finance theory as well as previous findings. READ MORE

  5. 4. Testing the Adaptive Market Hypothesis on the Swedish Stock Market - Empirical evidence between 1990-2019

    University essay from

    Author : Jacob Allestam; Filip Sjöberg; [2023-06-29]
    Keywords : Adaptive market hypothesis; market efficiency; market conditions; return predictability; trading strategy;

    Abstract : This study examines if the adaptive market hypothesis holds for the Swedish stock market between 1990 and 2019. We use Affärsvärldens Generalindex and test for time-varying return predictability by implementing a variance ratio test and an autocorrelation test. To track how market efficiency evolves over time we use a two-year moving subsample. READ MORE

  6. 5. Analyzing the Influence of Synthetic andAugmented Data on Segmentation Model

    University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Author : Alex Peschel; [2023]
    Keywords : Artificial Intelligence; Microorganisms; Segmentation; Synthesizing; Augmentation;

    Abstract : The field of Artificial Intelligence (AI) has experienced unprecedented growth in recent years, thanks to the numerous applications related to speech recognition, natural language processing, and computer vision. However, one of the challenges facing AI is the requirement for large amounts of energy, time, and data to be effective and accurate. READ MORE