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Fyra fallstudier om personaladministration under finanskrisen 2008
… of the segments the Sharpe ratio has been used to calculate the risk-adjusted return. The study shows small differences of the risk-adjusted return between the segments. Results for the mutual fund companies in the minor segment indicate a more unequal risk-adjusted return …
En jämförelsestudie av fondbolag verkande inom tillväxtmarknader
… of the segments the Sharpe ratio has been used to calculate the risk-adjusted return. The study shows small differences of the risk-adjusted return between the segments. Results for the mutual fund companies in the minor segment indicate a more unequal risk-adjusted return …
… be done by looking at some important key ratios and both absolute and active return. Secondly we will present a descriptive analysis of the management structure within the respective organisations, to be able to draw conclusions regarding the possible deviations in investment …
… investors finding their way to hedge funds, whose goal is to generate stable returns regardless of how the market develops. Using Sharpe’s, Treynor’s and Jensen's performance measures, I have investigated whether hedge funds manage to generate higher risk-adjusted returns than …
en kvantitativ studie ur aktieägarnas perspektiv
… (2007) to (2013). Calculations of the shares? systematic risk (beta-value), return, and risk-adjusted return (Treynors ratio) throughout a period of time have been conducted in order to later be tested and lead to statistically significant results and thereby display whether the …
En undersökning om skillnader mellan stora och små företags nyckeltal
… intangible assets. In both the analysis of the financial ratios, solidity and return on equity H1 was accepted and H0 was rejected. Which in turn means that changes have occurred in the accounting of intangible assets since the introduction of the IFRS recommendations. Keywords …
Implementering av de nya riskbaserade solvensreglerna på ett skadeförsäkringsbolag
… portfolio that generates the minimum SCR is the portfolio with the lowest return and the lowest risk profile. This approach also results in a high solvency ratio. Conversely, the portfolio with the highest yield also implies a maximum level of risk. More weight allocated in …
… both concerning the level of market value and also the change in market value (return). The essential part of these tests revolves around a value-relevance model in part similar to that of Barth et al. (1999), with which we build our analysis. We also examine if there is a …
En utvärdering av en portföljvalsstrategi på Stockholmsbörsen mellan 2004 och 2012
… been evaluated by several researchers and is said to generate a risk adjusted return greater than that of the market, is one based on the P/E-effect. This strategy is based on the financial ratio P/E ” price divided by earnings ” and used by constructing portfolios consisting of …
Undersökning på svenska börsnoterade aktiebolag
… work by researchers as Eugene F. Fama and Kenneth R. French, show that average return on stocks are related to a firms characteristics like size and book-to-market ratio. These kinds of patterns in average return is not explained by The Capital Asset Pricing Model (CAPM), and …
… indicate that a higher efficiency of human capital has a positive effect on return on assets. However, we find that our measure can be interpreted in two ways; either as a firm’s level of human capital efficiency or its dependency on human capital, to achieve its net sales and …
Ett lönsamt investeringsalternativ?
… of this study is to explore if Swedish mutual funds have generated higher returns than market portfolio in the late nineties. Research method: Returns of the mutual funds have been examined by four different measures. These are return on investment, the Sharpe ratio, the Treynor …
Ett ex ante test för de svenska, amerikanska samt japansk aktiemarknaderna
… Modell (CAPM) or Fama and French three-factormodel fails to explain stock returns or that the market is not fully efficient.One investor that has claimed that the stock market is not fully efficient andthat it is possible to generate abnormal return is Benjamin Graham. Graham …
… we have followed the hypothesis that no firm over time cangenerate a return greater than its cost of equity, i.e. CAPM. Thus, if a firm in factgenerates an excess return over time, we assume that the excess return is an estimateof accounting conservatism within that firm.The …
… dynamic investment strategy on the Swedish asset market can accomplish better returns then a static investment strategy. The dynamic investment strategy is created by incorporating business cycle predictors and firm-level variables to predict future stock returns. The predictive …
