Essays about: "P E ratio and CAPM"

Found 3 essays containing the words P E ratio and CAPM.

  1. 1. Models explaining the average return on the Stockholm Stock Exchange

    University essay from Högskolan i Jönköping/Internationella Handelshögskolan

    Author : Jämtander Jämtander; [2018]
    Keywords : Asset Pricing Model; P E ratio; CAPM; Market Efficiency; Market return; risk-free rate; Anomaly; Behavioral finance; Fama-French Three Factor Model; Fama-French Four Factor Model; Stockholm Stock Exchange; Market value; Book-to-market value; Portfolio; OLS-regression;

    Abstract : Using three different models, we examine the determinants of average stock returns on the Stockholm Stock Exchange during 2012-2016. By using time-series data, we find that a Fama-French three-factor model (directed at capturing size and book-to-market ratio) functions quite well in the Swedish stock market and is able to explain the variation in returns better than the traditional CAPM. READ MORE

  2. 2. The Performance of Gross-Profit to Asset on the Swedish Stock Market : A comparison to Book-to-Market and Earnings-to-Price in a time frame of 1994-2013

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Larissa Emde; Cem Yildirim; [2016]
    Keywords : Gross-Profit to Asset; GPA; Book-to-Market; BP; Earnings-to-Price; EP; Swedish Stock Market; portfolio performance; value investing; quality investing;

    Abstract : This thesis examines the performance of portfolios sorted by gross-profit-to-asset (GPA) as a quality investing on the Swedish stock exchange. It constructs long-only portfolios and long-short portfolios sorted by GPA, book-to-market (B/P) and earnings-per-price (E/P). Thus, the thesis includes quality and value investing. READ MORE

  3. 3. Stockperformance indicators post recession : - A Study of valuation tools and strategies during recovery

    University essay from Umeå universitet/Handelshögskolan vid Umeå universitet; Umeå universitet/Handelshögskolan vid Umeå universitet

    Author : Sergey Kazachenko; Diana Paz; [2009]
    Keywords : Valuation tools; investment management; P E ratio and CAPM; stock market performance; portfolio management; Market efficiency theory; Discounted Cash flow model;

    Abstract : Problem:   What are the most useful techniques to indicate the stocks that will outperform the market 12 month post the recession period?  Purpose:  The purpose is to find out which method(s): P/B, EV/EBIT, level of debt and so on, will offer investors the highest returns on the investments post the recession period based on the example of the IT crisis of 2000/2001.  Method:  Quantitative study, covering the Swedish OMX Index from 2001 until December 2002. READ MORE