Essays about: "aktieavkastning"

Showing result 1 - 5 of 7 essays containing the word aktieavkastning.

  1. 1. Predictability of Shareholder Return in Medical Device Companies : Investment Decisions from thePerspective of an Investment Firm

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Daniel Gröttheim; [2023]
    Keywords : Medical device companies; pre-market approval; total return; abnormal return; stock return prediction; market anomalies; free cash flow yield; efficient markets; financial crisis; investment firm; Medicintekniska företag; förmarknadsgodkännande; totalavkastning; abnorm avkastning; aktieavkastningsförutsägbarhet; marknadsavvikelser; avkastning på fritt kassaflöde; effektiva marknader; finanskris; investeringsföretag;

    Abstract : The medical device industry has seen rapid growth in recent years, and the increasing valuations has caught the attention of investors. Although their growth has outpaced many indices, medical device companies’ reliance on capital to finance research, patents, and clinical testing to reach pre-market approval makes due-diligence and the investment research process especially complex. READ MORE

  2. 2. The Science Based Targets initiative: Its impact on the financial results and the determinants to joing

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Beatriz Pineda Pérez; [2023]
    Keywords : Science Based Targets initiative; Financial impact; Difference-in-Differences; Greenhouse Gas Emissions; Science Based Targets initiativ; Ekonomisk påverkan; Difference-in-Differences; Greenhouse Gas Emissions.;

    Abstract : We are currently experiencing a climate crisis. The planet’s temperature is rising considerably due to the emission of greenhouse gases generated by human activities. This situation poses a challenge for everyone, including companies. Private sector actors are taking actions to mitigate the consequences of climate change, such as global warming. READ MORE

  3. 3. Option Expiration Day Impact on Underlying Stock Return- A Study on the Swedish Option Market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Alisa Penkina; Alan Karaduman Sorsenger; Sirwan Kakai; [2023]
    Keywords : Option Market; Open Interest; Stock Return; Delta Hedging; Option Expiration Day; Business and Economics;

    Abstract : Research questions: Is there significant change in the stock return on option expiration dates in the underlying stock? Does the net open interest have an effect on the return of the underlying stock on option expiration day? Purpose: The purpose of the bachelor's thesis is to study whether there is a significant difference in the stock returns on option expiration dates in relation to the net open interest of the underlying stocks within the OMXS30 index. Methodology: A quantitative study using a deductive approach to statistically describe the relationship between the daily stock return with open interest and traded volume. READ MORE

  4. 4. Analysis on company financials prior to listing in relation to stock return: : Evidence from Stockholm Stock Exchange

    University essay from KTH/Matematisk statistik

    Author : William Jaeckel; Nicolai Versteegh; [2021]
    Keywords : IPO; regression analysis; stock market; stock return; Börsintroduktion; regressionsanalys; aktiemarknad; aktieavkastning;

    Abstract : The purpose of this study is to identify what company specific parameters prior to an IPO have significant impact on share price performance one year after listing. This is done by analysing listings on the Stockholm Stock Exchange in the period 2014-2019. READ MORE

  5. 5. Distributional Dynamics of Fama-French Factors in European Markets

    University essay from KTH/Matematisk statistik

    Author : Wilmer Löfgren; [2020]
    Keywords : Fama-French factors; NGARCH; Copula; Value-at-Risk; Risk model evaluation; Fama-French-faktorer; NGARCH; Copula; Value-at-Risk; Utvärdering av riskmodeller;

    Abstract : The three-factor model of Fama and French has proved to be a seminal contribution to asset pricing theory, and was recently extended to include two more factors, yielding the Fama-French five-factor model. Other proposed augmentations of the three-factor model includes the introduction of a momentum factor by Carthart. READ MORE