Essays about: "dividend yield investment strategy"
Showing result 1 - 5 of 12 essays containing the words dividend yield investment strategy.
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1. Quantitative Investment Strategies on the Swedish Stock Market
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : This thesis explores the implementation of three quantitative investment strategies – the dividend yield strategy, the EV/EBITDA strategy, and the momentum strategy – within the Swedish stock market using Equal-Weighted Portfolios (EWP) and Value-Weighted Portfolios(VWP). The analysis is based on backtesting during the periods 2009 − 2022, 2001 − 2022, and 1992 − 2022, for each strategy respectively. READ MORE
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2. Dividend yield strategies in Sweden
University essay from Uppsala universitet/Företagsekonomiska institutionenAbstract : .... READ MORE
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3. 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 HandelshögskolanAbstract : 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
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4. Factor Sensitivities to Alternative Macroeconomic Environments
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this thesis, we examine how different factors are exposed to alternative macroeconomic environments. We apply a range of different approaches in order to explore these relationships. Firstly, we analyse mean excess returns and Sharpe ratios of factors in different macroeconomic regimes. READ MORE
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5. Do Retail Investors Benefit From a High Dividend Yield? : The Dogs of the Dow strategy applied on the Swedish stock market.
University essay from Högskolan i Jönköping/IHH, FöretagsekonomiAbstract : In this thesis, the ten stocks with the highest dividend yield from the OMXS30 have been used to construct a portfolio, a strategy called The Dogs of the Dow. The portfolio was equally weighted and rebalanced every year. The purpose of this thesis is to see how the strategy would perform in terms of return and risk compared to the market. READ MORE