Essays about: "Stock screening"

Showing result 1 - 5 of 22 essays containing the words Stock screening.

1. 1. Stockholm Stock Exchange and Environmental Rating – A Multifactor Analysis

   University essay from Göteborgs universitet/Graduate School

   Author : Carl Helldén; Julia Lamers; [2022-06-29]
   Keywords : ESG; Environmental; asset pricing models; screening strategies;

   Abstract : The thesis investigates if investors can generate positive abnormal performance by investing in Environmental high-rated stocks on the Stockholm stock exchange based on three screening strategies; positive, negative and best-in-class for value-weighted, long-only and long-short portfolios. The sample is between 2010-2020, using CAPM, Fama-French three factor model and Carhart four factor model. READ MORE

3. 2. After-Market Spare Parts Forecasting at Sandvik Stationary Crushing & Screening

   University essay from Lunds universitet/Produktionsekonomi

   Author : Artur Jusopov; Arian Marofkhani; [2022]
   Keywords : Forecasting; Intermittent Demand; Spare Parts; After-Market; Crostons; Exponential Smoothing; Hierarchical Forecasting; Technology and Engineering;

   Abstract : Title: After-Market Spare Parts Forecasting at Sandvik Stationary Crushing & Screening. Authors: Arian Marofkhani and Artur Jusopov Supervisors: Professor Gudrun Kiesmüller, Lund University, Faculty of Engineering, Division of Production Management. Macarena Ribalta, Planning & Logistics Manager, Sandvik Stationary Crushing & Screening. READ MORE

4. 3. The Effects of ESG Scores onStock Performance : A study of the risk-adjusted performance on European stocks

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : Katarina Ovuk; Angelica Grahovac; [2022]
   Keywords : ESG; environmental; social; governance; sustainability; abnormal returns; risk-adjusted performance; sustainable investing.;

   Abstract : This thesis aims to examine the relationship between ESG (Environmental, Social and Governance) ratings and the performance of European stocks. The purpose of this study is to examine the existing evidence pertaining to this relationship and the contradictory results that have been offered by previous scholars. READ MORE

5. 4. Are ESG investments a sustainable investing strategy?

   University essay from Göteborgs universitet/Graduate School

   Author : Sofia Hallberg; Hanna Johnsson; [2021-06-30]
   Keywords : ESG investing; Sustainable performance; Sustainability; Financial performance;

   Abstract : Sustainable investments are rapidly growing, and screening of Environmental, Social, and Governance (ESG) scores is a popular method to assess sustainable companies. With the increased usage of this method, the question arises; is screening of ESG scores a sufficient method to allocate investments to companies with top sustainable performance? This study investigates the relation between ESG scores and sustainable performance in the S&P 500 over five years from January 2015 to December 2019. READ MORE

6. 5. The impact of ESG during COVID-19- A quantitative study targeting ESG and stock returns on the Swedish stock market during COVID-19 Adem

   University essay from Göteborgs universitet/Graduate School

   Author : Adem Göker; Johannes Sköld; [2021-06-30]
   Keywords : Environmental; Social and Governance ESG ; ESG Ratings; Socially Responsible Investments SRI ; COVID-19; Sweden;

   Abstract : In this thesis, we study whether ESG has a positive effect on stock performance during COVID- 19, based on a sample of 153 listed firms in the Swedish stock market. We follow a Best-in- Class ESG screening strategy and compare the performance differences between the top and bottom ESG portfolios during 2019-2020. READ MORE