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Showing result 1 - 5 of 6 essays matching the above criteria.

  1. 1. An analysis of how price fluctuations for commodities impact performance of Swedish industrial companies

    University essay from KTH/Matematisk statistik

    Author : Albin Rippe; Henrik Oksanen; [2022]
    Keywords : Commodities; Applied mathematics; regression analysis; Platinum; Brent oil; Statistics; Swedish industry; gross profits; price changes; volatility; Råvaror; TIllämpad matematik; regressionsanalys; platinum; brent oil; statistik; Svensk industri; Bruttovinster; Prisförändringar; Volatilitet;

    Abstract : The relationship between performance for the Swedish industry and changesin prices and volatility of commodities has been examined using multiple linearregression. The study focuses on how commodity price fluctuations correlate withgross profit growth, measuring company performance. READ MORE

  3. 2. Realizing Value - Empirical Evidence on Multivariate Fundamental-based Investment Strategies

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Moritz Wendel; Patrick Mann; [2017]
    Keywords : Value Investing; Fundamental Analysis; Empirical Asset Pricing; Market Efficiency;

    Abstract : This thesis examines whether fundamental-based indicators can build the foundation of a zero-cost portfolio strategy that earns statistically significant excess returns. Our empirical analysis can be divided in two steps. READ MORE

  4. 3. Increased gross profits fromintangible and tangible assets : From a modular product’s perspective

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Niclas Andersson; Hnerik Åkesson; [2017]
    Keywords : Product modularity; gross profit; intangible assets; tangible assets;

    Abstract : The world and its economy is going through countless and significant changes. Intangible assets are one of these changes due to the economy and the society have a higher demand for information than before. Nevertheless, tangible assets are still important assets within the economy since no economy will function without tangible assets. READ MORE

  5. 4. Do Bold Prophecies Lead to Higher Profits?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Adrian Brun; Carl Oscar Nyh; [2016]
    Keywords : Stock recommendations; Sell-side analysts; Herding; Regulation Fair Disclosure;

    Abstract : We find that non-herding ("bold") recommendations - defined as those deviating from last day's consensus by more than one level - had a greater investment value than herding recommendations prior to Regulation Fair Disclosure, which became effective in October, 2000. Indeed, a value-weighted portfolio that purchased S&P 100 companies with the most favourable consensus, made up of bold (all) recommendations, yielded a statistically significant (insignificant) annual abnormal gross return of 7. READ MORE

  6. 5. Last Measure Standing - Gross Profitability's Role in the Demise of the Accrual Anomaly

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

    Author : Martin Kessler; Michael Fernandez Tarlo; [2015]
    Keywords : Accrual Anomaly; Gross Profits; Future Excess Stock Returns; Adaptive Market Efficiency; Accounting Subjectivity;

    Abstract : We confirm the previously well-evidenced negative relation between the accrual part of earnings and future excess stock returns for the period 1990-1999, and show that this relation has become statistically insignificant for the period 2000-2010. As a contrasting measure underlying only limited accounting subjectivity, we show gross profitability to be negatively related to future excess stock returns under lax controls, and find this relation to become slightly stronger in the period 2000-2010. READ MORE