Risk och tillväxt för högrisk- och lågriskportfölj
En kvantitativ studie på Stockholmsbörsen år 2008-2010
Risk and returnCAPMPortfolio theoryBetaLow-risk portfolioHigh-risk portfolio.Risk och avkastningCAPMPortföljteoriBetaHögriskportföljLågriskportfölj
Purpose: The study examines the risk a rising from the acquisition of shares, and its relation to the expected return. We would like to see how a high-risk portfolio is related to a low-risk portfolio. Although studying the portfolios annual performance.Theory: The theories that have been used in the study are, Capital asset pricing model, CAPM and portfolio theory.Method: The study is based on a quantitative method, the time interval is from 2008 to 2010.The annual reports, historical stock prices for companies and the index are used to perform calculations based on the essay theories.Conclusion: The beta value has positive liner correlation with the expected return. When there are bad times in the world, the companies are negatively affected regardless of industry. The Portfolios developed in the same direction during the time period.