Essays about: "OMXSPI"

Showing result 1 - 5 of 12 essays containing the word OMXSPI.

  1. 1. A comparison of sin- and ethical stocks’ performance on the Swedish equity market: with focus on the impact of liquidity, institutional ownership, firm age and equity on the difference in excess returns between sin- and ethical stocks.

    University essay from Göteborgs universitet/Graduate School

    Author : Henrik Leimalm; Ludwig Olofsson; [2019-08-09]
    Keywords : Sin stocks; ESG stocks; Sweden; OMXSPI; stakeholder theory; shareholder theory; efficient market hypothesis; excess return; CAPM; liquidity; institutional ownership; firm age; book value of equity;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  2. 2. Testing the weak form EMH - An empirical study of the Swedish stock market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Joel Frank; Viktor Öhrström; [2019-07-11]
    Keywords : ;

    Abstract : This thesis investigates whether the Swedish stock market shows signs of weak form efficiency between January 2012 and January 2019. Weekly data is gathered from the OMXSPI and from three indices of different capitalization segments, namely Large cap, Mid cap and Small cap. READ MORE

  3. 3. The Gladiators of the OMXSPI : What are the key drivers trailing the durable performance?

    University essay from Linköpings universitet/FöretagsekonomiLinköpings universitet/Filosofiska fakulteten; Linköpings universitet/FöretagsekonomiLinköpings universitet/Filosofiska fakulteten

    Author : Jakob Cullhed; Fredrik Olsson; [2019]
    Keywords : OMXSPI; top performers; stock price; drivers; P E; EV EBITDA; multiples;

    Abstract : Background and problem: The impact on the stock market of macroeconomic factors have been analyzed in several earlier studies. These are forces constantly changing and thereby they contribute to changing the supply and demand of stocks. READ MORE

  4. 4. The Moat of Finance : Does Complexity Reward the Private Investor?

    University essay from KTH/Fastigheter och byggande; KTH/Fastigheter och byggande

    Author : Johan Svanberg; Daniel Max; [2019]
    Keywords : Price to Earning; Price to Book; Dividend Yield; Multi-ratio Strategies; Efficient Market Hypothesis; Modern Portfolio Theory; Excess Returns; Alpha and Stockholm Stock Market.;

    Abstract : 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

  5. 5. MIsbehaving Months

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Oscar Hallgren Johansson; [2018]
    Keywords : Seasonal Anomaly; Stockholm Stock Exchange; Return Patterns; OMXSPI; OMXS30; OMXSSCPI; Business and Economics;

    Abstract : This thesis searches for the presence of seasonal anomalies in monthly returns on the Stockholm Stock Exchange. Three indexes are investigated, one small-cap-index OMXSSCPI, one large-firm-index OMXS30, and one index containing all stocks on the exchange OMXSPI. Econometric regressions and statistical methods are used in order to investigate. READ MORE