Essays about: "Piotroski s F_score"

Showing result 1 - 5 of 7 essays containing the words Piotroski s F_score.

  1. 1. Are ESG-ratings related to financial strength? : A panel data analysis of Swedish publicly traded firms

    University essay from Umeå universitet/Företagsekonomi

    Author : Vendela Sandström; William Jörding; [2023]
    Keywords : ESG; financial strength; Piotroski F-score; Altman´s Z-Score;

    Abstract : In a world facing environmental destruction and social injustices, corporations are called upon to act more sustainably. There has been an upswing in demand for green investments in the last decades, a trend further facilitated by the covid-19 pandemic. READ MORE

  3. 2. Portfolio performance in Nordic countries : A quantitative comparison study of investment strategies in Denmark, Finland, Norway and Sweden

    University essay from Karlstads universitet/Handelshögskolan (from 2013)

    Author : Ludwig Brindelid; Tobias Nilsson; [2021]
    Keywords : Investment strategies; The Magic Formula; Piotroski’s F-Score; The Stock Market; Nordic countries; Investeringsstrategier; Den Magiska Formeln; Piotroskis F-Score; Aktiemarknaden; Nordiska länder;

    Abstract : The interest in the stock market has increased in the last couple of years whereas those who invest use all kinds of different strategies, or none at all. Some strategies are quite complicated and time consuming, while others are easier to replicate. READ MORE

  4. 3. Can You Trust Investment Strategies? : An Empirical Study of Five Easily Available Investment Strategies Suitable for All Investors

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Johanna Strand; Emilia Karlsson; [2019]
    Keywords : Investment strategies; The Magic Formula; Dogs of the Dow; Graham Screener; Net- Nets; Piotroski’s F_Score; Risk-Adjusted Return; Three-Factor Model.;

    Abstract : This study examines the Swedish Stock Exchange during the time period of 1998-2016. Where the purpose is to investigate and compare five different investment strategies to see if these investment strategies can create excess return on their investments, after adjustment for risk. READ MORE

  5. 4. 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

  6. 5. Achieving higher returns with Piotroski’s F_Score model - An empirical study on the Swedish stock market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fabian Brandl Lopez; Viktor Börnfors; [2018]
    Keywords : F_Score; Fundamental investing; Value investing; Abnormal returns; Market efficiency; Business and Economics;

    Abstract : This thesis evaluates the success of a fundamental investing strategy on the Swedish stock market between 2004 and 2016. The main purpose is to examine if the F_Score system developed by Piotroski (2000) could be used to identify winners and losers during aforementioned time frame. READ MORE