71 uppsatser · sida 2 av 5
Till vilken grad tar innehavaren del av underliggande index avkastning?
The purpose of this essay is to evaluate stock index bonds return to risk ratio in order to investigate to which degree an investor in a stock index bond take part of the underlying index return and what the investor must pay for the security of not losing his funds. In order to …
… 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 …
… 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 …
en jämförelse mellan olika branscher
… often reflects companies? economic status more accurately than for example return on equity. Since the number of farmers decreases, banks should consider being more cautious when it comes to alternative uses of assets when they are used as loan collateral, particularly larger …
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 …
… Stock Exchange have failed to prove that there is a relation between stock return and liquidity. Although, several foreign studies have concluded that this phenomenon exists.Purpose: The purpose of this study is to investigate if a liquidity premium exists on the Stockholm Stock …
En undersökning på den svenska aktiemarknaden
… Pricing Model, has been an invaluable tool for assessing an asset's expected return, assuming that the asset is added to an already well-diversified portfolio of assets. CAPM theory assume that the unsystematic risk can be diversified and that the systematic, market-specific …
… 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 …
En studie om utmärkande faktorer hos svenska börsnoterade företag
… på Nasdaq OMX Stockholm undersökts för faktorerna; ålder, storlek, soliditet, Return on Assets samt bransch. Resultatet visade att äldre, större och mer lönsamma företag med hög ROA med större sannolikhet betalar utdelningar. Soliditeten visade sig vara lägre för företag som …
En analys av utvecklingen från 1990 till 2004
… theory or the trade-off theory of capital structure. The findings show that return on assets fluctuates between 3 and 11 percent and that return on equity fluctuates between 3 and 22 percent during the period. Further, the leverage and the cost of debt have decreased. This …
… cannot maintain the high growth rate in cash flow and the required rate of return.Purpose: Our purpose with this bachelor thesis is to describe and present know-how for the macroeconomic uncertainty in interest and inflation rate that affects the free cash flow to equity (FCFE) …
… uncertainty as to how the future will unfold. Which stocks will yield a high return, and what will bring losses? This is a problem that all investors have to deal with, and by economic theory seeks to create models and mathematical estimates forecasting the future. Studies …
Barns och pedagogers uppfattningar om den pedagogiska miljöns erbjudande utifrån ett genusperspektiv
… uncertainty as to how the future will unfold. Which stocks will yield a high return, and what will bring losses? This is a problem that all investors have to deal with, and by economic theory seeks to create models and mathematical estimates forecasting the future. Studies …
