Essays about: "Magic Formula"

Showing result 11 - 15 of 25 essays containing the words Magic Formula.

  1. 11. Magic Formula Investing and The Swedish Stock Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Oskar Strömberg; Oscar Gustavsson; [2018]
    Keywords : Magic Formula; Efficient Market Hypothesis; Fama and French three-factor model; CAPM; Swedish stock market; Business and Economics;

    Abstract : The purpose of this paper is to contribute to the existing research within the subject of the Magic Formula. The investment strategy will be tested on historical data for companies on the Stockholm stock exchange during the period 2007-04-01 to 2017-03-31. The return will be benchmarked against OMXS30 as an indicator of the market return. READ MORE

  3. 12. Lateral vehicle dynamics control by integrated longitudinal load control

    University essay from KTH/Fordonsdynamik

    Author : Henrik Hvitfeldt; [2017]
    Keywords : ;

    Abstract : This  master  thesis  was  performed  together  with  the  Vehicle  Dynamics  department  at  Volvo  Cars,  Torslanda.  Volvo Cars is a global producer of passenger cars. READ MORE

  4. 13. Value investing; A quest for alpha in the Nordic region - Back-testing the strategies developed by Joel Greenblatt and Joseph Piotroski

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

    Author : Jonas Wahlström; Alfons Jagut; [2017]
    Keywords : Value Relevance of Accounting Measures; F-Score; MFI; Value Investing; Fama French s three-factor model;

    Abstract : This thesis evaluates the performance of the Magic formula and F-score. The investment strategies are applied to the entire Nordic region over the period of 2005-2015 and the returns evaluated using the CAPM and Fama & French's three-factor model. READ MORE

  5. 14. Tire and force distribution modeling and validation for wheel loader applications.

    University essay from Luleå tekniska universitet/Institutionen för teknikvetenskap och matematik

    Author : John Spencer; Bernhard Wullt; [2017]
    Keywords : Tire model; Force distribution model; Wheel loader; normal force; Magic formula;

    Abstract : This thesis describes the development of a machine force distribution estimator and the calibration of tire models for wheel loader applications. Forces generated in the contact patch between the tires and the ground are crucial for understanding and controlling machine dynamics. READ MORE

  6. 15. Value Investing on the Nordic Stock Market - Does the Magic Formula constitute a viable strategy for outperforming the market?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emil Håkansson; Pontus Kvarnmark; [2017]
    Keywords : Value Investing; Sharpe Ratio; Nordic Stock Market; Magic Formula; Business and Economics;

    Abstract : In this thesis we investigate if following the magic formula can yield superior investment returns in relation to the risk taken. The magic formula is a term coined by Joel Greenblatt, describing a systematic approach to successful stock investing. READ MORE