Essays about: "P-E"

Showing result 16 - 20 of 50 essays containing the word P-E.

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

    University essay from 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

  3. 17. The use of BGP Flowspec in the protection against DDoS attacks

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Wissem Chouk; [2019]
    Keywords : DDoS; Flowspec; BGP; Security; Networking;

    Abstract : Flowspec is one of the latest DDoS attacksmitigation tools. It relies on BGPv4 to share itsroute specifications. It presents great advantageswhen it comes to effectively mitigate a (D)DoSattack. READ MORE

  4. 18. Passive Flows and Company Valuations: A Study of the Swedish Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Kyle Koka; Pontus Zetterberg; [2019]
    Keywords : Index; Fund Flows; Passive Investing; Valuation; Demand Curve for Stocks;

    Abstract : This paper analyzes the relationship between index fund flows and the valuations of index constituents listed on the Stockholm Stock Exchange. Using data on the OMXS30 and OMXS30NEXT indices, we run panel regressions of P/E ratios on index fund flows and a set of control variables. READ MORE

  5. 19. Are GARCH Models Appropriate for Analysing Volatility Structures in Fundamental Valuations of the OMXS30?

    University essay from Lunds universitet/Statistiska institutionen

    Author : Gustav Furenmo; [2019]
    Keywords : GARCH; OMXS30; financial time series; volatility; heteroscedasticity; stationarity; McLeod-Li test; normal distribution; student-t distribution; skewed student-t distribution; generalised error distribution; skewed generalised error distribution; Mathematics and Statistics;

    Abstract : This thesis investigates the volatility structures found in forward-looking fundamental valuations of the Swedish stock index OMXS30. The evaluated data constitutes daily observations of P/E ratios based on twelve months earnings estimates during the period 2009-01-02 until 2018-10-18. READ MORE

  6. 20. 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