776 uppsatser · sida 3 av 52
… 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 …
En studie kring avkastning på ex - dagen för utdelning
… says?" "Is there any significant relationship between the abnormal stock return on the ex ? day and the dividend?" Purpose: The purpose of this study is to enlighten and find understanding about stock return versus dividend on the ex ? day and try to figure out if abnormal …
an empirical application on Swedish data
… of yield and price risks in organic farming by analyzing risk- adjusted net returns. This is carried out through performing Excel based and mathematical programming analyses, using data that describe a typical organic crop farm and a conventional crop farm in southern Sweden …
… 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 eventstudie om kursutvecklingen vid offentliggörandet av ett förvärv
… announcement of an acquisition generates positive/negative abnormal short-term return towards the buying company’s shareholders. The secondary purpose is to research whether any differences could be due to selected factors: firm size and industry. Method: The study is …
Hur påverkar konjunkturcykeln?
… or not. Therefore can investments in sector funds be a good way to get a high return, but it also has a high risk. Problem: Has the risk any impact on the return considered funds in sectors that is affected by the economic situation relatively to sectors that isn’t affected by …
… Swedish pension system was reformed with an aim to create a stable and high return on pension assets. First, Second, Third and Fourth general pension funds, hereby referred to as AP1-AP4, had an important part in the reform. AP1-AP4, also called the buffer funds, was assigned to …
En eventstudie av sambandet mellan personalnedskärningar och aktiepriser under perioden 2008-2012
Purpose: The purpose of this thesis is to investigate whether abnormal stock returns could be identified as a result of a layoff announcement during weak economy. Method: An event study methodology. Theory: Efficient market hypothesis, signal theory. Empirical results …
- En realitet eller önsketänkande?
… mutual funds in a variety of ways, however especially in how they expect returns. Due to the fact that hedge funds are able to hold short positions they possess the possibility to become market neutral investment vehicles. Because of this possibility to sustain positions neutral …
En empirisk studie över svenska börsnoterade fastighetsbolag
… negative relationship between debt-to-equity and profitability measured by return on equity (ROE) as well as by return on assets (ROA). However, significance was only found in terms of return on assets. The authors found no relationship between debt-to-equity and market …
En studie av svenska företag
… dependent variables profit margin, pre-tax profit margin, operating margin, return on assets and return on equity. The variables were calculated using data from each company’s annual reports for the entire investigation period, year 2009-2013. The theories in the study are the …
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 …
… sig till. Vissa iterator algoritmer lämnar garantier för att det tillstånd som returneras är ett atomiskt snapshot av kön. Ett atomiskt snapshot är en ögonblicksbild av hur kön såg ut vid någon fast tidpunkt. På grund av detta har det även varit ett mål att mäta hur stor …
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 …
… use of hedge fund styles can significantly explain and improve risk adjusted returns (characterized by Sharpe ratios). The study has been done in collaboration with Optimized Portfolio Management AB who desire further knowledge and evaluation of hedge fund styles for their fund …
