Essays about: "Magic Formula"
Showing result 1 - 5 of 25 essays containing the words Magic Formula.
-
1. ESG scores´ effect on investment strategies : How does Dogs of Dow and The Magic Formula´s performance get effected when weighted according to their ESG score?
University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Abstract : This thesis investigates the two investment strategies Dogs of Dow and The Magic Formula. We test how the strategies perform when getting weighted to ESG scores and also if they outperform OMXSPI during the years 2012-2022. READ MORE
-
2. Does value investing yield abnormal returns?
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Studies suggest that value investing's performance has deteriorated due to the increasing share of intangibles, which has complicated the process of identifying value stocks. We study the value investing strategies Greenblatt's Magic Formula and Piotroski's F-score in the Nordic region from 2012 to 2022. READ MORE
-
3. Modern Portfolio Theory Combined With Magic Formula : A study on how Modern Portfolio Theory can improve an established investment strategy.
University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Abstract : This study examines whether modern portfolio theory can be used to improve the Magic Formula investment strategy. With the assets picked by the investment strategy we modify the portfolios by weighting the portfolios in accordance with modern portfolio theory. READ MORE
-
4. The Recent Downfall of Value Investing - A Study on the Performances of the Magic Formula and the F-Score in the Nordic Market
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : We have examined if value investing has generated above-market returns and possessed the ability to predict future returns using fundamental analysis in the Nordic market. To address our research question, we have conducted univariate analyses testing the performances of Greenblatt's Magic Formula and Piotroski's F-Score against the MSCI Nordic Countries Net Total Return Index and their respective inverse portfolios. READ MORE
-
5. Portfolio performance in Nordic countries : A quantitative comparison study of investment strategies in Denmark, Finland, Norway and Sweden
University essay from Karlstads universitet/Handelshögskolan (from 2013)Abstract : The interest in the stock market has increased in the last couple of years whereas those who invest use all kinds of different strategies, or none at all. Some strategies are quite complicated and time consuming, while others are easier to replicate. READ MORE