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Found 3 essays matching the above criteria.
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1. Models explaining the average return on the Stockholm Stock Exchange
University essay from Högskolan i Jönköping/Internationella HandelshögskolanAbstract : 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
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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/FöretagsekonomiAbstract : 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
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3. Stockperformance indicators post recession : - A Study of valuation tools and strategies during recovery
University essay from Handelshögskolan vid Umeå universitetAbstract : 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