Essays about: "market ratios"

Showing result 1 - 5 of 195 essays containing the words market ratios.

1. 1. Network Connectedness in Financial Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Andrea Marcolini; [2024]
   Keywords : Systemic risk modeling; US REITs connectedness; S P 500 connectedness; Returns and realized volatilities prediction;

   Abstract : This paper is a collection of two different theses discussing the prediction of the returns and volatilities of the S&P 500 constituents and of US Real Estate Investment Trusts (REITs) by analyzing their centrality within the financial market network. Both empirical works summarize the relevant financial and network literature, demonstrating how modeling stock connectedness within financial markets makes it possible to create returns and volatility predictors, improving investors' portfolio allocations and achieved investment Sharpe ratios. READ MORE

3. 2. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oleksii Chepil; [2024]
   Keywords : value investing; quality investing;

   Abstract : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. READ MORE

4. 3. ESG and Fund Performance Comparing Funds with Different Strategic Benchmarks

   University essay from

   Author : Jesper Carlsson; Erik Olofsson; [2023-07-03]
   Keywords : ESG; Efficient Market Hypothesis; Risk-Adjusted Return; Strategic Benchmarks;

   Abstract : This thesis aims to identify if there is a positive relationship between ESG and fund performance, and if this relationship is different depending on the strategic benchmark of the funds and how they differ between the given strategic benchmark. Four groups of funds connected to a specific strategic benchmark are divided based on their ESG score into a high ESG score group and low ESG score group. READ MORE

5. 4. Exploring Momentum: The Hidden Drivers of Stock Returns in the Nordic Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Axel Dillner; Johanna Roos; [2023]
   Keywords : Momentum; Price Momentum; Earnings Momentum; Earnings Surprises; Standardized Earnings Surprise; SES;

   Abstract : This thesis investigates the relationship between price momentum, earnings momentum, and stock returns in the Nordic region by examining the risk-adjusted performance measures of various momentum strategy portfolios. Inspired by Novy-Marx's 2015 theory that momentum in firm fundamentals explains the performance of price momentum strategies, this study seeks to provide deeper insights into momentum drivers and their implications for investment professionals. READ MORE

6. 5. Gestational diabetes mellitus among foreign-born women in Sweden: A register-based study on the role of income.

   University essay from Stockholms universitet/Institutionen för folkhälsovetenskap; Stockholms universitet

   Author : Shayla Sharmin; Muhammad Usama; [2023]
   Keywords : Gestational diabetes mellitus; migration; income; country of birth; acculturation; registered-based study.;

   Abstract : Aim:  The present study aimed to determine if foreign-born women from different countries of birth have a greater risk of GDM compared to Swedish-born women and to what extent income might mediate this relationship. Methods: This cross-sectional type study included 835279 women, of which 151,642 were foreign-born and 683637 were Swedish-born women who gave birth to their first singleton child in Sweden between 1997 to 2016. READ MORE