Essays about: "Morningstar Ratings"
Showing result 1 - 5 of 7 essays containing the words Morningstar Ratings.
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1. EXPLORING THE RELATIONSHIP BETWEEN ESG DISAGREEMENT AND STOCK RETURNS - AN EMPIRICAL ANALYSIS
University essay from Göteborgs universitet/Graduate SchoolAbstract : During the recent years investors shifted their preferences towards sustainable stocks and funds, increasing the importance of Environmental, Social and Governance ratings. At a similar pace the related literature started to develop shedding light on some crucial aspects of the ESG ratings, such as the disagreement between rating agencies and the lack of common methodologies to assess the ratings. READ MORE
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2. Morningstar Ratings, Mutual Fund Flows and Performance : Investigating the Swedish Domestic Fund Market
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : Morningstar ratings are a popular way for investors to compare mutual funds. This thesis focuses on Swedish domestic equity funds. The relation of Morningstar ratings and fund flows was studied. Additionally, the short-term performance predictability using star ratings was investigated. READ MORE
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3. A Comparative Study on Green Mutual Equity Fund’s Financial Performance : International vs Domestic Fund Composition
University essay from Umeå universitet/FöretagsekonomiAbstract : In this thesis the relationship between regional composition and risk-adjusted performance is evaluated concerning Swedish issued green mutual equity funds. By using three different indices; Sharpe, Jensen and Treynor, a relationship has been able to establish. READ MORE
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4. A comparison between ESG funds and traditional funds from a sustainable perspectiv
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : During recent years many fund managers have merchandised their funds as accounting for “ethical”, “responsible” and “sustainable” criterions during the investment process (the generic term “ESG funds” will be used hereafter). These managers have used this as a marketing tool and claimed that this brings added value to their investors. READ MORE
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5. Sustainable Mutual Fund Performance and Investment Style: Evidence from Sweden
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper analyzes differences in performance and investment style between the most and least sustainable open-end mutual funds. We investigate Swedish funds using four different factor models, and find no significant difference in risk-adjusted returns (alphas) between funds with high sustainability ratings and those with low ratings for the 2011-2016 period. READ MORE