Essays about: "Price-to-book ratio"

Showing result 1 - 5 of 13 essays containing the words Price-to-book ratio.

  1. 1. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Oleksii Chepil; [2024]
    Keywords : value investing; quality investing;

    Abstract : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. READ MORE

  3. 2. Real Estate and ESG Rating A cross-sectional study of ESG Risk, ESG Management and financial performance

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Alexander Wojtowicz Hallberg; Daniel Gellerman; Anton Lundgren; [2022-06-30]
    Keywords : ESG Rating; Real Estate; Financial Performance; Sustainability; Sustainalytics; Inferential Statistics;

    Abstract : Environmental destruction and social sustainability issues are more relevant than ever. The human impact causing social and environmental destruction has led to a forced market movement worldwide where sustainability awareness has grown amongst stakeholders. READ MORE

  4. 3. DOES IT PAY TO BE ESG? : An empirical analysis of sustainability in the Nordic countries from a risk and valuation perspective

    University essay from Umeå universitet/Företagsekonomi

    Author : Corentin Arnou; Marcus Hammarstedt; [2021]
    Keywords : ESG; Cost of equity; Sustainable finance; Price-to-earnings ratio; Price-to-book ratio; Enterprise value to earnings before interest and taxes ratio; Covid-19; Shareholder’s theory; Stakeholder’s theory; Information asymmetry;

    Abstract : In the field of sustainable finance, Environmental-, Social- and Governance-ratings (ESG) have become an acknowledged measurement of a firm's sustainability performance. The increased awareness of sustainability issues in today's society is undeniable. 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. 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