Essays about: "average stock return"

Showing result 11 - 15 of 138 essays containing the words average stock return.

  1. 11. Value Investing on the 21st Century Swedish Stock Market

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Ibou Traore; Jonathan Findin; [2022]
    Keywords : Value investing; Fundamental analysis; Efficient markets; Investment strategy; Information; V P; Fscore; Värdeinvestering; Fundamental analys; Effektiva marknader; Investeringsstrategi; Information; V P; Fscore;

    Abstract : Does value investing work on the 21-st century Swedish stock market? We examine the performances of the FScore strategy (Piotroski 2000), the V/P strategy (Frankel and Lee 1998), and a combination of these (Li and Mohanram 2019) on the Swedish stock market between 2000-2020. We find that they produce significant and substantial average raw returns during the period, much above the total return of a comparable market index. READ MORE

  3. 12. Acquisitions and Operational Efficiency Change: A Regression Analysis

    University essay from KTH/Matematisk statistik

    Author : Axel Knut Jakobsson; William Vedage; [2022]
    Keywords : Applied Mathematics; Multiple Linear Regression; Acquisitions; Tillämpad matematik; Multipel linjär regression; Företagsförvärv;

    Abstract : Despite much research indicating that acquisitions are unsatisfactory in generating value, in terms of stock market return, their continued and growing existence highlights that acquisitions play an essential role in the corporate landscape, and will only continue doing so moving forward.  This continuous undertaking in acquisitions despite a lacking performance inspired a thesis that is focused on viewing acquisitions through an operational perspective. READ MORE

  4. 13. How the Stock Market Rewards Green Bond Issuers : A Comparison of the Issuers’ Environmental Profiles

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Eric Rahmberg; Zakrisson Jesper; [2022]
    Keywords : Green bonds; Event study; ESG; Europe; Sustainability; Abnormal Return;

    Abstract : As global warming is becoming a bigger problem, sustainable investments and the issuance of green bonds have increased. In this article, we study the announcement returns of green bond issuers based on the environmental firm effort and the environmental appearance of the sector to see how the European market reacts to different types of issuers. READ MORE

  5. 14. Liquidity Providing: Study on liquidity providing in the Nordic stock markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Julius Bengt Leif Karlsson; Carl Victor Malmström; [2022]
    Keywords : Liquidity Providing; Nordic Stock Exchange; Financial Service; Market Maker; Business and Economics;

    Abstract : Risk and return go hand in hand, and one way for a firm to mitigate existing and potential investors' risk in a stock is to employ a financial service; liquidity providing. The value of liquidity provision has become relevant as market uncertainties and shocks in the market create disturbances. READ MORE

  6. 15. A New Value Premium : Value Creation in the Swedish stock market

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : Lemar Jalili; Samuel Höög; Simon Blank; [2022]
    Keywords : ROIC; WACC; ROIC-WACC Spread; Fama and French three-factor model; Asset-pricing models; Value Premium; Factor models; Value creation.;

    Abstract : Value creation in any stock market is a highly discussed topic with an abundant amount of generalized models aiming to predict future returns. Although no such tool exists yet there are, however, acknowledged models from peer-reviewed journals that have received a lot of attention over the years in examining company performance. READ MORE