Essays about: "equity market capitalization"

Showing result 1 - 5 of 34 essays containing the words equity market capitalization.

1. 1. Can a modern value definition save a struggling investment strategy? A study on the performance of the F-Score when adjusting book-to-market equity for intangibles

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

   Author : Hampus Johnson; Max Rembe; [2023]
   Keywords : Value investing; Piotroski s F-score; Intangible assets; Book-to-market equity;

   Abstract : Studies have found that the immediate expensing of intangible investments has understated the book-to-market metric, which has caused a substantial misclassification of value and glamor stocks in the new economy. This has coincided with a deteriorating performance of Piotroski's F-score, which aims to identify winning stocks among the value group by considering financial signals relevant to these stocks. READ MORE

3. 2. Cryptocurrency Return Predictors - A Replicative Reassessment Rising Stablecoin Growth - Cryptocurrency Return Predictors in New Market Conditions

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Erik Stålman; Alexander Ripe; [2022]
   Keywords : Cryptocurrency; Factors Model; Zero-Investment Long-;

   Abstract : We successfully construct nine significant cryptocurrency return predictor strategies based on market capitalization, momentum and volatility characteristics. We replicate the methods used in the article "Common Risk Factors In Cryptocurrency" using a larger and more recent dataset encompassing changed cryptocurrency market conditions and asset composition (Liu, Tsyvinski, Wu, 2022). READ MORE

4. 3. Performance of Small- and Large-cap stock portfolios- The importance of market anomalies across business cycles

   University essay from Göteborgs universitet/Graduate School

   Author : Erik Hulth; [2021-06-30]
   Keywords : Stock performance; Market anomalies; Asset pricing; Portfolio sorting techniques; Factor-portfolio sorting techniques; Value effect; Size effect; Momentum effect; Temporal influences; Business cycles; GDP-gap; Single-and Multi- Factor models; CAPM; Fama-French Three-Factor model; Carhart Four-Factor model; Risk-adjusted equity returns; Sharpe Ratio; Jensen´s alpha; NASDAQ OMX and NYSE;

   Abstract : This Master´s thesis investigated the importance of the market anomalies size (market capitalization), value (Book-to-Market ratio) and momentum (lagged short-term momentum) for equity returns of small- and large-cap composite stock portfolios. The study focused on two contrasting stock markets (NASDAQ OMX and NYSE) across domestic business cycles over the time-period 2006 to 2021. READ MORE

5. 4. Financial Characteristics of Firms With High ESG Scores

   University essay from Göteborgs universitet/Graduate School

   Author : Frans Englich; Oscar Gedda; [2020-07-07]
   Keywords : CSR; ESG; CFP; CSP; sustainability;

   Abstract : This study investigates the impact of Corporate Financial Performance (CFP) on Environmental, Social and Governance (ESG) measures. A large part of earlier literature concerns the effect of ESG on CFP. In later years, some studies have examined whether the causality may flow the other way which is the vantage point of this thesis. READ MORE

6. 5. Market valuation : Observed differences in valuation between small and large cap stocks, when Dividend Discount Model and Free Cash Flow to Equity is applied in the Swedish stock market.

   University essay from Jönköping University/IHH, Center for Finance and Governance (CFG)

   Author : Albin Blomberg; [2020]
   Keywords : Market valuation free cash flow to equity FCFE DDM dividend discount model accuracy;

   Abstract : Purpose:This thesis is examining two of the most common valuation methods put into practice on firms of different sizes in order to see if the market capitalization has any impact on said valuations. Relevance: Despite the widespread use of the intrinsic valuation methods both in academia and the professional world the amount of coverage concerning real life usage and analysis seems to be somewhat lacking. READ MORE