Essays about: "Valuation factor."

Showing result 1 - 5 of 54 essays containing the words Valuation factor..

  1. 1. A valuation of Swedish hedge fund performance

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Elis Grönqvist; Johan Wennerström; [2023-02-09]
    Keywords : ;

    Abstract : In this thesis we present annual returns of Swedish hedge funds sorted by investment strategies and investigate which strategy performs best and how the Fama-French factors: market premium, value premium and growth premium affect these returns. The Fama-French three-factor model is built on the Capital Asset Pricing Model which tries to describe the relationship between the expected return of an asset and the risk of the asset compared to the market. READ MORE

  2. 2. The Missing Ingredient: How to improve value investing in the information age

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Robin Grawe; Kjell Thomsen; [2023]
    Keywords : Value investing; Fama-French; Intangible Assets; Accounting-based valuation;

    Abstract : This thesis aims to inform a value investing strategy in specific niches of European firms by adjusting the book-to-market (B/M) ratio for intangible assets. An increase in intangible assets' importance for corporate value creation coupled with a lack of amendments to their accounting treatment has led to debates on the value relevance and accuracy of accounting information, including the B/M ratio used to derive value premiums. READ MORE

  3. 3. Synen på djur, veterinärens ansvar och moralisk stress hos veterinärstudenter : finns olikheter mellan årskurserna?

    University essay from SLU/Dept. of Animal Environment and Health

    Author : Alva Orrenius; [2023]
    Keywords : djursyn; moralisk stress; veterinäretik; veterinärstudenter;

    Abstract : Det här arbetet handlar om hur veterinärstudenter ser på djur, vad veterinärens etiska ansvar är och om moralisk stress. Syftet med arbetet är att jämföra hur studenter i årskurs ett och studenter i årskurs fem på veterinärprogrammet tänker kring de här ämnena. READ MORE

  4. 4. Improving Pricing Accuracy of the Abnormal Earnings Growth Model - Does a Fade-Away Factor Do the Trick?

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Frederik Uwe Sell; Reka Ondrusek; [2022]
    Keywords : Equity valuation; Accounting-based valuation; Abnormal earnings; Pricing accuracy;

    Abstract : In this thesis, we examine whether the pricing accuracy of the parsimonious AEG model can be improved when industry-specific fade-away factors of AEG are acknowledged in the model. In order to answer this question, the study uses three different methods, namely a simple linear regression, a graph analysis, and a calculation of implied fade-away factors, to derive industry-specific patterns. READ MORE

  5. 5. Market Valuation of Growth in ESG Companies

    University essay from

    Author : Anna Clemensson; Maria Nordin; [2021-06-28]
    Keywords : ESG; Sustainable Investments; Sustainable Finance; Sustainability; Market Valuation; Growth; Revenue Growth;

    Abstract : The increased interest in sustainability among investors has raised questions regarding the fundamentals of the valuation for sustainable companies, often called ESG companies. This thesis researches the market valuation of the growth rate of revenue in ESG companies, compared to non-ESG companies, to evaluate if there exist any differences. READ MORE