Essays about: "Magic Formula"
Showing result 6 - 10 of 25 essays containing the words Magic Formula.
-
6. Dynamic Modelling and Optimal Control of Autonomous Heavy-duty Vehicles
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Autonomous vehicles have gained much importance over the last decade owing to their promising capabilities like improvement in overall traffic flow, reduction in pollution and elimination of human errors. However, when it comes to long-distance transportation or working in complex isolated environments like mines, various factors such as safety, fuel efficiency, transportation cost, robustness, and accuracy become very critical. READ MORE
-
7. Magic Formula has its magic and Momentum has its moments. : -A study on magic formula and momentum on the Swedish stock market.
University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)Abstract : The study examines how the investment strategy Magic Formula (Greenblatt, 2006) has performed on the Swedish stock market. It is also investigated how the performance is affected when the strategy is combined with momentum. READ MORE
-
8. 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)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
-
9. The Moat of Finance : Does Complexity Reward the Private Investor?
University essay from KTH/Fastigheter och byggandeAbstract : 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
-
10. Combining Value and Quality on the Swedish Equity Market: Does it hold over time?
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The ultimate goal of many investors is to achieve alpha. Yet, most of them are unable to do this on average. Strategies achieving anomalous effects relating to e.g. READ MORE