Essays about: "Graham Screener"

Found 2 essays containing the words Graham Screener.

  1. 1. Can You Trust Investment Strategies? : An Empirical Study of Five Easily Available Investment Strategies Suitable for All Investors

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

    Author : Johanna Strand; Emilia Karlsson; [2019]
    Keywords : Investment strategies; The Magic Formula; Dogs of the Dow; Graham Screener; Net- Nets; Piotroski’s F_Score; Risk-Adjusted Return; Three-Factor Model.;

    Abstract : This study examines the Swedish Stock Exchange during the time period of 1998-2016. Where the purpose is to investigate and compare five different investment strategies to see if these investment strategies can create excess return on their investments, after adjustment for risk. READ MORE

  2. 2. The Moat of Finance : Does Complexity Reward the Private Investor?

    University essay from KTH/Fastigheter och byggande; KTH/Fastigheter och byggande

    Author : Johan Svanberg; Daniel Max; [2019]
    Keywords : Price to Earning; Price to Book; Dividend Yield; Multi-ratio Strategies; Efficient Market Hypothesis; Modern Portfolio Theory; Excess Returns; Alpha and Stockholm Stock Market.;

    Abstract : This paper evaluates the ability of single and multi-ratio investment strategies, such as P/E, P/B, Magic Formula and Piotroski F-score, to generate excess returns and positive alpha values on the Stockholm Stock Market. Performances of the strategies tested are compared to the Stockholm Stock Market as a whole, also known as the index “OMXSPI”. READ MORE