Essays about: "P.E ratio"

Showing result 6 - 10 of 24 essays containing the words P.E ratio.

  1. 6. 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

  2. 7. 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

  3. 8. A study of value investment strategies based on dividend yield, price-to-earnings and price-to-book ratios in Swedish stock market

    University essay from Högskolan i Jönköping/Internationella Handelshögskolan

    Author : Drevelius Markus; Jonas Sormunen; [2018]
    Keywords : Value investing; dividend yield; price - to - earnings ratio; price - to - book ratio;

    Abstract : As the existence of value premium has been showed in previous studies, this paper focuses on studying strategies for capitalizing this value premium in Swedish stock market. This paper studies the possible gains and risks of value investing strategies constructed with dividend yield, price-to-earnings (P/E) and price-to-book (P/B) ratios in Swedish stock market during 2006-2016. READ MORE

  4. 9. Value and growth stocks on the Chinese stock market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Qingqing He; Peilun Li; [2018]
    Keywords : Value Investing; Growth Investing; Chinese Equities;

    Abstract : This thesis investigates whether an investor can get superior returns when investing in value stocks compared to investing in growth stocks on the Chinese stock exchange (2009-2017). Value and growth stocks are classified by financial ratios. READ MORE

  5. 10. Modelling and future performance assessment of Duvbacken wastewater treatment plant

    University essay from KTH/Mark- och vattenteknik

    Author : Emmanouil Milathianakis; [2017]
    Keywords : Activated sludge; Data deficiency; Model calibration; Phosphorus removal; Sensitivity analysis; Wastewater;

    Abstract : Duvbacken wastewater treatment plant in Gävle, Sweden, currently designed for 100,000 person equivalent (P.E.) is looking for a new permit for 120,000 P.E. READ MORE