Essays about: "Piotroskis F_score"

Showing result 6 - 8 of 8 essays containing the words Piotroskis F_score.

1. 6. Can Investors Benefit from Using a Simple Fundamental-Based Stock Selection Strategy?

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Simon Lindström; Hugo Karlsson; [2017]
   Keywords : Piotroski s F-Score; Fundamental Analysis; Efficient Markets; Abnormal Returns; Market Mispricing;

   Abstract : This paper examines Piotroski's (2000) fundamental-based F-Score strategy, on the Stockholm Stock Exchange between 1996 and 2017, to investigate: (1) if the strategy can identify future over- and underperformers, and (2) if this information constitute a market inefficiency over the most recognized common risk factors. We find that the strategy is overall successful, with an average annual return of 17 percent and a mean market-adjusted return of 8 percent. READ MORE

3. 7. Monkey Strategy : Swinging through the Capital Anomaly Jungle

   University essay from Företagsekonomiska institutionen

   Author : Carl Arvidsson; Tim Gudrais; [2013]
   Keywords : Market Anomalies; Effecient Market Hypothesis EMH ; Piotroski; F_SCORE; Price-to-earnings; Investment Strategy; Abnormal Return; New York Stock Exchange; Kapitalmarknadsanomalier; Den Effektiva Marknadshypotesen; Piotroski; F_SCORE; Price-to-earnings; Investeringsstrategi; Onormal avkastning; New York Stock Exchange;

   Abstract : The aim of this paper is to test whether an investment strategy originally created by Piotroski (2000), can be refined by combining it with the price-to-earnings-anomaly. In detail, we accomplish this by implementing Piotroskis F_SCORE-model to identify and consequently separate financially weak- and strong firms. READ MORE

4. 8. A Value Relevant Fundamental Investment Strategy : The use of weighted fundamental signals to improve predictability

   University essay from Företagsekonomiska institutionen

   Author : Martin Eliasson; Khawar Malik; Benjamin Österlund; [2011]
   Keywords : Fundamental analysis; Financial statement analysis; Financial analysis; High book-to-market; quantitative analysis; statistical regression study; investment strategy; longitudinal study; NYSE; New York Stock Exchange; Nasdaq; Piotroski; Rados and Lovric; wieghted and modified Piotroski F_score; F_score; B M investment strategy; fundamental signals correlation; return correlation; rolling window investment strategy; Correlations during macroeconomic up and down periods; historical performance of fundamental signals; Piotroski s F_score; fundamental signals; Fundamental analys; en hög book-to-market investeringsstrategi; finansiell analys; Piotroski; Piotroskis F_score; Rados och Lovric; modifierat F_score; undervärderade företag; Användningen av viktade fundamentala signaler för att förbättra förutsägbarheten; fundamentala signaler;

   Abstract : The aim of this study is to investigate the possibility to improve the investment model defined in Piotroski (2000) and the subsequent research carried out on this model. Our model builds further upon the original fundamental score put forth by Piotroski. READ MORE